| 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 |
11,978.06 |
12,000.21 |
22.15 |
0.2% |
11,640.48 |
| High |
12,055.81 |
12,248.15 |
192.34 |
1.6% |
12,248.15 |
| Low |
11,853.37 |
11,999.87 |
146.50 |
1.2% |
11,550.07 |
| Close |
12,051.48 |
12,166.60 |
115.12 |
1.0% |
12,166.60 |
| Range |
202.44 |
248.28 |
45.84 |
22.6% |
698.08 |
| ATR |
239.48 |
240.11 |
0.63 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,883.05 |
12,773.10 |
12,303.15 |
|
| R3 |
12,634.77 |
12,524.82 |
12,234.88 |
|
| R2 |
12,386.49 |
12,386.49 |
12,212.12 |
|
| R1 |
12,276.54 |
12,276.54 |
12,189.36 |
12,331.52 |
| PP |
12,138.21 |
12,138.21 |
12,138.21 |
12,165.69 |
| S1 |
12,028.26 |
12,028.26 |
12,143.84 |
12,083.24 |
| S2 |
11,889.93 |
11,889.93 |
12,121.08 |
|
| S3 |
11,641.65 |
11,779.98 |
12,098.32 |
|
| S4 |
11,393.37 |
11,531.70 |
12,030.05 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,082.51 |
13,822.64 |
12,550.54 |
|
| R3 |
13,384.43 |
13,124.56 |
12,358.57 |
|
| R2 |
12,686.35 |
12,686.35 |
12,294.58 |
|
| R1 |
12,426.48 |
12,426.48 |
12,230.59 |
12,556.42 |
| PP |
11,988.27 |
11,988.27 |
11,988.27 |
12,053.24 |
| S1 |
11,728.40 |
11,728.40 |
12,102.61 |
11,858.34 |
| S2 |
11,290.19 |
11,290.19 |
12,038.62 |
|
| S3 |
10,592.11 |
11,030.32 |
11,974.63 |
|
| S4 |
9,894.03 |
10,332.24 |
11,782.66 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,248.15 |
11,550.07 |
698.08 |
5.7% |
230.00 |
1.9% |
88% |
True |
False |
|
| 10 |
12,248.15 |
11,251.94 |
996.21 |
8.2% |
219.68 |
1.8% |
92% |
True |
False |
|
| 20 |
12,248.15 |
10,696.42 |
1,551.73 |
12.8% |
219.34 |
1.8% |
95% |
True |
False |
|
| 40 |
12,248.15 |
10,671.19 |
1,576.96 |
13.0% |
231.00 |
1.9% |
95% |
True |
False |
|
| 60 |
12,248.15 |
10,632.39 |
1,615.76 |
13.3% |
230.89 |
1.9% |
95% |
True |
False |
|
| 80 |
12,248.15 |
10,444.78 |
1,803.37 |
14.8% |
242.95 |
2.0% |
95% |
True |
False |
|
| 100 |
12,752.83 |
10,444.78 |
2,308.05 |
19.0% |
245.43 |
2.0% |
75% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
26.9% |
243.71 |
2.0% |
53% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,303.34 |
|
2.618 |
12,898.15 |
|
1.618 |
12,649.87 |
|
1.000 |
12,496.43 |
|
0.618 |
12,401.59 |
|
HIGH |
12,248.15 |
|
0.618 |
12,153.31 |
|
0.500 |
12,124.01 |
|
0.382 |
12,094.71 |
|
LOW |
11,999.87 |
|
0.618 |
11,846.43 |
|
1.000 |
11,751.59 |
|
1.618 |
11,598.15 |
|
2.618 |
11,349.87 |
|
4.250 |
10,944.68 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,152.40 |
12,077.44 |
| PP |
12,138.21 |
11,988.27 |
| S1 |
12,124.01 |
11,899.11 |
|