| Trading Metrics calculated at close of trading on 26-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2023 |
26-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
11,970.50 |
11,874.75 |
-95.75 |
-0.8% |
11,613.50 |
| High |
11,976.50 |
12,113.00 |
136.50 |
1.1% |
11,759.50 |
| Low |
11,604.50 |
11,867.25 |
262.75 |
2.3% |
11,308.50 |
| Close |
11,873.25 |
12,106.75 |
233.50 |
2.0% |
11,677.00 |
| Range |
372.00 |
245.75 |
-126.25 |
-33.9% |
451.00 |
| ATR |
275.91 |
273.76 |
-2.15 |
-0.8% |
0.00 |
| Volume |
633,473 |
621,434 |
-12,039 |
-1.9% |
2,368,293 |
|
| Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,766.25 |
12,682.25 |
12,242.00 |
|
| R3 |
12,520.50 |
12,436.50 |
12,174.25 |
|
| R2 |
12,274.75 |
12,274.75 |
12,151.75 |
|
| R1 |
12,190.75 |
12,190.75 |
12,129.25 |
12,232.75 |
| PP |
12,029.00 |
12,029.00 |
12,029.00 |
12,050.00 |
| S1 |
11,945.00 |
11,945.00 |
12,084.25 |
11,987.00 |
| S2 |
11,783.25 |
11,783.25 |
12,061.75 |
|
| S3 |
11,537.50 |
11,699.25 |
12,039.25 |
|
| S4 |
11,291.75 |
11,453.50 |
11,971.50 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,934.75 |
12,756.75 |
11,925.00 |
|
| R3 |
12,483.75 |
12,305.75 |
11,801.00 |
|
| R2 |
12,032.75 |
12,032.75 |
11,759.75 |
|
| R1 |
11,854.75 |
11,854.75 |
11,718.25 |
11,943.75 |
| PP |
11,581.75 |
11,581.75 |
11,581.75 |
11,626.00 |
| S1 |
11,403.75 |
11,403.75 |
11,635.75 |
11,492.75 |
| S2 |
11,130.75 |
11,130.75 |
11,594.25 |
|
| S3 |
10,679.75 |
10,952.75 |
11,553.00 |
|
| S4 |
10,228.75 |
10,501.75 |
11,429.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,113.00 |
11,365.25 |
747.75 |
6.2% |
289.25 |
2.4% |
99% |
True |
False |
587,604 |
| 10 |
12,113.00 |
11,291.00 |
822.00 |
6.8% |
261.00 |
2.2% |
99% |
True |
False |
596,512 |
| 20 |
12,113.00 |
10,751.00 |
1,362.00 |
11.2% |
261.75 |
2.2% |
100% |
True |
False |
604,270 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
13.2% |
284.25 |
2.3% |
85% |
False |
False |
478,463 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
13.3% |
291.00 |
2.4% |
85% |
False |
False |
319,356 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
14.5% |
314.75 |
2.6% |
86% |
False |
False |
239,761 |
| 100 |
13,054.25 |
10,595.25 |
2,459.00 |
20.3% |
320.25 |
2.6% |
61% |
False |
False |
191,901 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
27.5% |
302.75 |
2.5% |
45% |
False |
False |
159,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,157.50 |
|
2.618 |
12,756.25 |
|
1.618 |
12,510.50 |
|
1.000 |
12,358.75 |
|
0.618 |
12,264.75 |
|
HIGH |
12,113.00 |
|
0.618 |
12,019.00 |
|
0.500 |
11,990.00 |
|
0.382 |
11,961.25 |
|
LOW |
11,867.25 |
|
0.618 |
11,715.50 |
|
1.000 |
11,621.50 |
|
1.618 |
11,469.75 |
|
2.618 |
11,224.00 |
|
4.250 |
10,822.75 |
|
|
| Fisher Pivots for day following 26-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,068.00 |
12,024.00 |
| PP |
12,029.00 |
11,941.50 |
| S1 |
11,990.00 |
11,858.75 |
|