| Trading Metrics calculated at close of trading on 23-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jan-2023 |
23-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,544.9940 |
1,637.9160 |
92.9220 |
6.0% |
1,579.7590 |
| High |
1,645.7530 |
1,677.7350 |
31.9820 |
1.9% |
1,645.7530 |
| Low |
1,543.0980 |
1,596.6090 |
53.5110 |
3.5% |
1,504.7170 |
| Close |
1,637.7580 |
1,632.0910 |
-5.6670 |
-0.3% |
1,637.7580 |
| Range |
102.6550 |
81.1260 |
-21.5290 |
-21.0% |
141.0360 |
| ATR |
63.2370 |
64.5148 |
1.2778 |
2.0% |
0.0000 |
| Volume |
517,783 |
4,806 |
-512,977 |
-99.1% |
1,726,729 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,878.8563 |
1,836.5997 |
1,676.7103 |
|
| R3 |
1,797.7303 |
1,755.4737 |
1,654.4007 |
|
| R2 |
1,716.6043 |
1,716.6043 |
1,646.9641 |
|
| R1 |
1,674.3477 |
1,674.3477 |
1,639.5276 |
1,654.9130 |
| PP |
1,635.4783 |
1,635.4783 |
1,635.4783 |
1,625.7610 |
| S1 |
1,593.2217 |
1,593.2217 |
1,624.6545 |
1,573.7870 |
| S2 |
1,554.3523 |
1,554.3523 |
1,617.2179 |
|
| S3 |
1,473.2263 |
1,512.0957 |
1,609.7814 |
|
| S4 |
1,392.1003 |
1,430.9697 |
1,587.4717 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,019.1840 |
1,969.5070 |
1,715.3278 |
|
| R3 |
1,878.1480 |
1,828.4710 |
1,676.5429 |
|
| R2 |
1,737.1120 |
1,737.1120 |
1,663.6146 |
|
| R1 |
1,687.4350 |
1,687.4350 |
1,650.6863 |
1,712.2735 |
| PP |
1,596.0760 |
1,596.0760 |
1,596.0760 |
1,608.4953 |
| S1 |
1,546.3990 |
1,546.3990 |
1,624.8297 |
1,571.2375 |
| S2 |
1,455.0400 |
1,455.0400 |
1,611.9014 |
|
| S3 |
1,314.0040 |
1,405.3630 |
1,598.9731 |
|
| S4 |
1,172.9680 |
1,264.3270 |
1,560.1882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,677.7350 |
1,504.7170 |
173.0180 |
10.6% |
78.4528 |
4.8% |
74% |
True |
False |
346,307 |
| 10 |
1,677.7350 |
1,258.7110 |
419.0240 |
25.7% |
68.2741 |
4.2% |
89% |
True |
False |
412,462 |
| 20 |
1,677.7350 |
1,183.8930 |
493.8420 |
30.3% |
48.7412 |
3.0% |
91% |
True |
False |
404,613 |
| 40 |
1,677.7350 |
1,125.8440 |
551.8910 |
33.8% |
51.7002 |
3.2% |
92% |
True |
False |
439,823 |
| 60 |
1,677.7350 |
1,077.4100 |
600.3250 |
36.8% |
74.5074 |
4.6% |
92% |
True |
False |
599,577 |
| 80 |
1,677.7350 |
1,077.4100 |
600.3250 |
36.8% |
71.1989 |
4.4% |
92% |
True |
False |
586,317 |
| 100 |
1,787.3340 |
1,077.4100 |
709.9240 |
43.5% |
78.7099 |
4.8% |
78% |
False |
False |
610,506 |
| 120 |
2,028.6500 |
1,077.4100 |
951.2400 |
58.3% |
85.5612 |
5.2% |
58% |
False |
False |
612,861 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,022.5205 |
|
2.618 |
1,890.1229 |
|
1.618 |
1,808.9969 |
|
1.000 |
1,758.8610 |
|
0.618 |
1,727.8709 |
|
HIGH |
1,677.7350 |
|
0.618 |
1,646.7449 |
|
0.500 |
1,637.1720 |
|
0.382 |
1,627.5991 |
|
LOW |
1,596.6090 |
|
0.618 |
1,546.4731 |
|
1.000 |
1,515.4830 |
|
1.618 |
1,465.3471 |
|
2.618 |
1,384.2211 |
|
4.250 |
1,251.8235 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,637.1720 |
1,619.1063 |
| PP |
1,635.4783 |
1,606.1217 |
| S1 |
1,633.7847 |
1,593.1370 |
|