| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,965.0 |
1,945.8 |
-19.2 |
-1.0% |
1,948.0 |
| High |
1,966.5 |
1,952.1 |
-14.4 |
-0.7% |
1,966.5 |
| Low |
1,935.1 |
1,933.0 |
-2.1 |
-0.1% |
1,929.2 |
| Close |
1,946.7 |
1,945.6 |
-1.1 |
-0.1% |
1,945.6 |
| Range |
31.4 |
19.1 |
-12.3 |
-39.2% |
37.3 |
| ATR |
26.2 |
25.7 |
-0.5 |
-1.9% |
0.0 |
| Volume |
129,954 |
144,498 |
14,544 |
11.2% |
502,404 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,000.9 |
1,992.3 |
1,956.1 |
|
| R3 |
1,981.8 |
1,973.2 |
1,950.9 |
|
| R2 |
1,962.7 |
1,962.7 |
1,949.1 |
|
| R1 |
1,954.1 |
1,954.1 |
1,947.4 |
1,948.9 |
| PP |
1,943.6 |
1,943.6 |
1,943.6 |
1,940.9 |
| S1 |
1,935.0 |
1,935.0 |
1,943.8 |
1,929.8 |
| S2 |
1,924.5 |
1,924.5 |
1,942.1 |
|
| S3 |
1,905.4 |
1,915.9 |
1,940.3 |
|
| S4 |
1,886.3 |
1,896.8 |
1,935.1 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,059.0 |
2,039.6 |
1,966.1 |
|
| R3 |
2,021.7 |
2,002.3 |
1,955.9 |
|
| R2 |
1,984.4 |
1,984.4 |
1,952.4 |
|
| R1 |
1,965.0 |
1,965.0 |
1,949.0 |
1,956.1 |
| PP |
1,947.1 |
1,947.1 |
1,947.1 |
1,942.6 |
| S1 |
1,927.7 |
1,927.7 |
1,942.2 |
1,918.8 |
| S2 |
1,909.8 |
1,909.8 |
1,938.8 |
|
| S3 |
1,872.5 |
1,890.4 |
1,935.3 |
|
| S4 |
1,835.2 |
1,853.1 |
1,925.1 |
|
|
| 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% |
25.8 |
1.3% |
44% |
False |
False |
100,480 |
| 10 |
1,966.5 |
1,911.9 |
54.6 |
2.8% |
26.7 |
1.4% |
62% |
False |
False |
72,409 |
| 20 |
1,966.5 |
1,827.0 |
139.5 |
7.2% |
25.1 |
1.3% |
85% |
False |
False |
50,981 |
| 40 |
1,966.5 |
1,773.7 |
192.8 |
9.9% |
25.1 |
1.3% |
89% |
False |
False |
27,453 |
| 60 |
1,966.5 |
1,647.7 |
318.8 |
16.4% |
25.3 |
1.3% |
93% |
False |
False |
19,365 |
| 80 |
1,966.5 |
1,647.7 |
318.8 |
16.4% |
25.1 |
1.3% |
93% |
False |
False |
15,032 |
| 100 |
1,966.5 |
1,647.7 |
318.8 |
16.4% |
25.2 |
1.3% |
93% |
False |
False |
12,230 |
| 120 |
1,966.5 |
1,647.7 |
318.8 |
16.4% |
23.8 |
1.2% |
93% |
False |
False |
10,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,033.3 |
|
2.618 |
2,002.1 |
|
1.618 |
1,983.0 |
|
1.000 |
1,971.2 |
|
0.618 |
1,963.9 |
|
HIGH |
1,952.1 |
|
0.618 |
1,944.8 |
|
0.500 |
1,942.6 |
|
0.382 |
1,940.3 |
|
LOW |
1,933.0 |
|
0.618 |
1,921.2 |
|
1.000 |
1,913.9 |
|
1.618 |
1,902.1 |
|
2.618 |
1,883.0 |
|
4.250 |
1,851.8 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,944.6 |
1,949.8 |
| PP |
1,943.6 |
1,948.4 |
| S1 |
1,942.6 |
1,947.0 |
|