| 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 |
1,597.7240 |
1,620.5230 |
22.7990 |
1.4% |
1,579.7590 |
| High |
1,621.4980 |
1,638.4810 |
16.9830 |
1.0% |
1,645.7530 |
| Low |
1,524.5860 |
1,580.7430 |
56.1570 |
3.7% |
1,504.7170 |
| Close |
1,619.0740 |
1,603.2350 |
-15.8390 |
-1.0% |
1,637.7580 |
| Range |
96.9120 |
57.7380 |
-39.1740 |
-40.4% |
141.0360 |
| ATR |
65.8063 |
65.2300 |
-0.5763 |
-0.9% |
0.0000 |
| Volume |
641,376 |
562,824 |
-78,552 |
-12.2% |
1,726,729 |
|
| Daily Pivots for day following 26-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,780.7003 |
1,749.7057 |
1,634.9909 |
|
| R3 |
1,722.9623 |
1,691.9677 |
1,619.1130 |
|
| R2 |
1,665.2243 |
1,665.2243 |
1,613.8203 |
|
| R1 |
1,634.2297 |
1,634.2297 |
1,608.5277 |
1,620.8580 |
| PP |
1,607.4863 |
1,607.4863 |
1,607.4863 |
1,600.8005 |
| S1 |
1,576.4917 |
1,576.4917 |
1,597.9424 |
1,563.1200 |
| S2 |
1,549.7483 |
1,549.7483 |
1,592.6497 |
|
| S3 |
1,492.0103 |
1,518.7537 |
1,587.3571 |
|
| S4 |
1,434.2723 |
1,461.0157 |
1,571.4791 |
|
|
| 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 |
1,524.5860 |
153.1490 |
9.6% |
77.5056 |
4.8% |
51% |
False |
False |
346,210 |
| 10 |
1,677.7350 |
1,341.3310 |
336.4040 |
21.0% |
74.8860 |
4.7% |
78% |
False |
False |
445,565 |
| 20 |
1,677.7350 |
1,183.8930 |
493.8420 |
30.8% |
54.4204 |
3.4% |
85% |
False |
False |
398,561 |
| 40 |
1,677.7350 |
1,152.4650 |
525.2700 |
32.8% |
52.5137 |
3.3% |
86% |
False |
False |
440,444 |
| 60 |
1,677.7350 |
1,077.4100 |
600.3250 |
37.4% |
73.0248 |
4.6% |
88% |
False |
False |
553,187 |
| 80 |
1,677.7350 |
1,077.4100 |
600.3250 |
37.4% |
71.1536 |
4.4% |
88% |
False |
False |
569,214 |
| 100 |
1,787.3340 |
1,077.4100 |
709.9240 |
44.3% |
77.8093 |
4.9% |
74% |
False |
False |
595,718 |
| 120 |
2,028.6500 |
1,077.4100 |
951.2400 |
59.3% |
84.9016 |
5.3% |
55% |
False |
False |
606,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,883.8675 |
|
2.618 |
1,789.6391 |
|
1.618 |
1,731.9011 |
|
1.000 |
1,696.2190 |
|
0.618 |
1,674.1631 |
|
HIGH |
1,638.4810 |
|
0.618 |
1,616.4251 |
|
0.500 |
1,609.6120 |
|
0.382 |
1,602.7989 |
|
LOW |
1,580.7430 |
|
0.618 |
1,545.0609 |
|
1.000 |
1,523.0050 |
|
1.618 |
1,487.3229 |
|
2.618 |
1,429.5849 |
|
4.250 |
1,335.3565 |
|
|
| Fisher Pivots for day following 26-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,609.6120 |
1,596.4433 |
| PP |
1,607.4863 |
1,589.6517 |
| S1 |
1,605.3607 |
1,582.8600 |
|