| Trading Metrics calculated at close of trading on 24-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2023 |
24-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,875.9 |
1,898.1 |
22.2 |
1.2% |
1,899.5 |
| High |
1,906.4 |
1,903.5 |
-2.9 |
-0.2% |
1,916.5 |
| Low |
1,869.9 |
1,883.4 |
13.5 |
0.7% |
1,832.2 |
| Close |
1,899.0 |
1,894.8 |
-4.2 |
-0.2% |
1,876.0 |
| Range |
36.5 |
20.1 |
-16.4 |
-44.9% |
84.3 |
| ATR |
38.9 |
37.6 |
-1.3 |
-3.5% |
0.0 |
| Volume |
181,467 |
147,960 |
-33,507 |
-18.5% |
799,105 |
|
| Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,954.2 |
1,944.6 |
1,905.9 |
|
| R3 |
1,934.1 |
1,924.5 |
1,900.3 |
|
| R2 |
1,914.0 |
1,914.0 |
1,898.5 |
|
| R1 |
1,904.4 |
1,904.4 |
1,896.6 |
1,899.2 |
| PP |
1,893.9 |
1,893.9 |
1,893.9 |
1,891.3 |
| S1 |
1,884.3 |
1,884.3 |
1,893.0 |
1,879.1 |
| S2 |
1,873.8 |
1,873.8 |
1,891.1 |
|
| S3 |
1,853.7 |
1,864.2 |
1,889.3 |
|
| S4 |
1,833.6 |
1,844.1 |
1,883.7 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,127.8 |
2,086.2 |
1,922.4 |
|
| R3 |
2,043.5 |
2,001.9 |
1,899.2 |
|
| R2 |
1,959.2 |
1,959.2 |
1,891.5 |
|
| R1 |
1,917.6 |
1,917.6 |
1,883.7 |
1,896.3 |
| PP |
1,874.9 |
1,874.9 |
1,874.9 |
1,864.2 |
| S1 |
1,833.3 |
1,833.3 |
1,868.3 |
1,812.0 |
| S2 |
1,790.6 |
1,790.6 |
1,860.5 |
|
| S3 |
1,706.3 |
1,749.0 |
1,852.8 |
|
| S4 |
1,622.0 |
1,664.7 |
1,829.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,916.5 |
1,832.2 |
84.3 |
4.4% |
37.0 |
2.0% |
74% |
False |
False |
191,022 |
| 10 |
1,916.5 |
1,795.7 |
120.8 |
6.4% |
34.4 |
1.8% |
82% |
False |
False |
186,875 |
| 20 |
1,916.5 |
1,731.2 |
185.3 |
9.8% |
36.3 |
1.9% |
88% |
False |
False |
177,164 |
| 40 |
1,921.3 |
1,730.8 |
190.5 |
10.1% |
39.7 |
2.1% |
86% |
False |
False |
147,200 |
| 60 |
1,927.6 |
1,730.8 |
196.8 |
10.4% |
41.1 |
2.2% |
83% |
False |
False |
98,233 |
| 80 |
1,927.6 |
1,658.9 |
268.7 |
14.2% |
44.3 |
2.3% |
88% |
False |
False |
73,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,988.9 |
|
2.618 |
1,956.1 |
|
1.618 |
1,936.0 |
|
1.000 |
1,923.6 |
|
0.618 |
1,915.9 |
|
HIGH |
1,903.5 |
|
0.618 |
1,895.8 |
|
0.500 |
1,893.5 |
|
0.382 |
1,891.1 |
|
LOW |
1,883.4 |
|
0.618 |
1,871.0 |
|
1.000 |
1,863.3 |
|
1.618 |
1,850.9 |
|
2.618 |
1,830.8 |
|
4.250 |
1,798.0 |
|
|
| Fisher Pivots for day following 24-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,894.4 |
1,887.0 |
| PP |
1,893.9 |
1,879.1 |
| S1 |
1,893.5 |
1,871.3 |
|