| 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 |
1,637.9160 |
1,631.9710 |
-5.9450 |
-0.4% |
1,579.7590 |
| High |
1,677.7350 |
1,641.1340 |
-36.6010 |
-2.2% |
1,645.7530 |
| Low |
1,596.6090 |
1,592.0370 |
-4.5720 |
-0.3% |
1,504.7170 |
| Close |
1,632.0910 |
1,598.1110 |
-33.9800 |
-2.1% |
1,637.7580 |
| Range |
81.1260 |
49.0970 |
-32.0290 |
-39.5% |
141.0360 |
| ATR |
64.5148 |
63.4136 |
-1.1013 |
-1.7% |
0.0000 |
| Volume |
4,806 |
4,261 |
-545 |
-11.3% |
1,726,729 |
|
| Daily Pivots for day following 24-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,757.7183 |
1,727.0117 |
1,625.1144 |
|
| R3 |
1,708.6213 |
1,677.9147 |
1,611.6127 |
|
| R2 |
1,659.5243 |
1,659.5243 |
1,607.1121 |
|
| R1 |
1,628.8177 |
1,628.8177 |
1,602.6116 |
1,619.6225 |
| PP |
1,610.4273 |
1,610.4273 |
1,610.4273 |
1,605.8298 |
| S1 |
1,579.7207 |
1,579.7207 |
1,593.6104 |
1,570.5255 |
| S2 |
1,561.3303 |
1,561.3303 |
1,589.1099 |
|
| S3 |
1,512.2333 |
1,530.6237 |
1,584.6093 |
|
| S4 |
1,463.1363 |
1,481.5267 |
1,571.1077 |
|
|
| 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 |
10.8% |
77.6188 |
4.9% |
54% |
False |
False |
253,137 |
| 10 |
1,677.7350 |
1,315.6060 |
362.1290 |
22.7% |
64.6040 |
4.0% |
78% |
False |
False |
412,159 |
| 20 |
1,677.7350 |
1,183.8930 |
493.8420 |
30.9% |
48.8937 |
3.1% |
84% |
False |
False |
378,763 |
| 40 |
1,677.7350 |
1,151.0730 |
526.6620 |
33.0% |
51.4371 |
3.2% |
85% |
False |
False |
421,081 |
| 60 |
1,677.7350 |
1,077.4100 |
600.3250 |
37.6% |
73.0170 |
4.6% |
87% |
False |
False |
571,062 |
| 80 |
1,677.7350 |
1,077.4100 |
600.3250 |
37.6% |
70.7126 |
4.4% |
87% |
False |
False |
573,854 |
| 100 |
1,787.3340 |
1,077.4100 |
709.9240 |
44.4% |
77.9343 |
4.9% |
73% |
False |
False |
600,419 |
| 120 |
2,028.6500 |
1,077.4100 |
951.2400 |
59.5% |
85.0348 |
5.3% |
55% |
False |
False |
607,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,849.7963 |
|
2.618 |
1,769.6699 |
|
1.618 |
1,720.5729 |
|
1.000 |
1,690.2310 |
|
0.618 |
1,671.4759 |
|
HIGH |
1,641.1340 |
|
0.618 |
1,622.3789 |
|
0.500 |
1,616.5855 |
|
0.382 |
1,610.7921 |
|
LOW |
1,592.0370 |
|
0.618 |
1,561.6951 |
|
1.000 |
1,542.9400 |
|
1.618 |
1,512.5981 |
|
2.618 |
1,463.5011 |
|
4.250 |
1,383.3748 |
|
|
| Fisher Pivots for day following 24-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,616.5855 |
1,610.4165 |
| PP |
1,610.4273 |
1,606.3147 |
| S1 |
1,604.2692 |
1,602.2128 |
|