| 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 |
1,955.2 |
1,965.0 |
9.8 |
0.5% |
1,939.9 |
| High |
1,966.3 |
1,966.5 |
0.2 |
0.0% |
1,955.5 |
| Low |
1,937.5 |
1,935.1 |
-2.4 |
-0.1% |
1,915.5 |
| Close |
1,959.4 |
1,946.7 |
-12.7 |
-0.6% |
1,944.9 |
| Range |
28.8 |
31.4 |
2.6 |
9.0% |
40.0 |
| ATR |
25.8 |
26.2 |
0.4 |
1.6% |
0.0 |
| Volume |
86,708 |
129,954 |
43,246 |
49.9% |
164,665 |
|
| Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,043.6 |
2,026.6 |
1,964.0 |
|
| R3 |
2,012.2 |
1,995.2 |
1,955.3 |
|
| R2 |
1,980.8 |
1,980.8 |
1,952.5 |
|
| R1 |
1,963.8 |
1,963.8 |
1,949.6 |
1,956.6 |
| PP |
1,949.4 |
1,949.4 |
1,949.4 |
1,945.9 |
| S1 |
1,932.4 |
1,932.4 |
1,943.8 |
1,925.2 |
| S2 |
1,918.0 |
1,918.0 |
1,940.9 |
|
| S3 |
1,886.6 |
1,901.0 |
1,938.1 |
|
| S4 |
1,855.2 |
1,869.6 |
1,929.4 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.6 |
2,041.8 |
1,966.9 |
|
| R3 |
2,018.6 |
2,001.8 |
1,955.9 |
|
| R2 |
1,978.6 |
1,978.6 |
1,952.2 |
|
| R1 |
1,961.8 |
1,961.8 |
1,948.6 |
1,970.2 |
| PP |
1,938.6 |
1,938.6 |
1,938.6 |
1,942.9 |
| S1 |
1,921.8 |
1,921.8 |
1,941.2 |
1,930.2 |
| S2 |
1,898.6 |
1,898.6 |
1,937.6 |
|
| S3 |
1,858.6 |
1,881.8 |
1,933.9 |
|
| S4 |
1,818.6 |
1,841.8 |
1,922.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,966.5 |
1,929.2 |
37.3 |
1.9% |
25.3 |
1.3% |
47% |
True |
False |
80,739 |
| 10 |
1,966.5 |
1,891.0 |
75.5 |
3.9% |
28.0 |
1.4% |
74% |
True |
False |
64,168 |
| 20 |
1,966.5 |
1,819.9 |
146.6 |
7.5% |
25.1 |
1.3% |
86% |
True |
False |
44,035 |
| 40 |
1,966.5 |
1,769.2 |
197.3 |
10.1% |
25.1 |
1.3% |
90% |
True |
False |
23,901 |
| 60 |
1,966.5 |
1,647.7 |
318.8 |
16.4% |
25.2 |
1.3% |
94% |
True |
False |
16,975 |
| 80 |
1,966.5 |
1,647.7 |
318.8 |
16.4% |
25.3 |
1.3% |
94% |
True |
False |
13,254 |
| 100 |
1,966.5 |
1,647.7 |
318.8 |
16.4% |
25.3 |
1.3% |
94% |
True |
False |
10,786 |
| 120 |
1,966.5 |
1,647.7 |
318.8 |
16.4% |
23.8 |
1.2% |
94% |
True |
False |
9,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,100.0 |
|
2.618 |
2,048.7 |
|
1.618 |
2,017.3 |
|
1.000 |
1,997.9 |
|
0.618 |
1,985.9 |
|
HIGH |
1,966.5 |
|
0.618 |
1,954.5 |
|
0.500 |
1,950.8 |
|
0.382 |
1,947.1 |
|
LOW |
1,935.1 |
|
0.618 |
1,915.7 |
|
1.000 |
1,903.7 |
|
1.618 |
1,884.3 |
|
2.618 |
1,852.9 |
|
4.250 |
1,801.7 |
|
|
| Fisher Pivots for day following 26-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,950.8 |
1,950.8 |
| PP |
1,949.4 |
1,949.4 |
| S1 |
1,948.1 |
1,948.1 |
|