| Trading Metrics calculated at close of trading on 20-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2023 |
20-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
11,470.50 |
11,401.00 |
-69.50 |
-0.6% |
11,613.50 |
| High |
11,487.00 |
11,686.75 |
199.75 |
1.7% |
11,759.50 |
| Low |
11,308.50 |
11,365.25 |
56.75 |
0.5% |
11,308.50 |
| Close |
11,356.50 |
11,677.00 |
320.50 |
2.8% |
11,677.00 |
| Range |
178.50 |
321.50 |
143.00 |
80.1% |
451.00 |
| ATR |
266.84 |
271.37 |
4.53 |
1.7% |
0.00 |
| Volume |
594,769 |
577,769 |
-17,000 |
-2.9% |
2,368,293 |
|
| Daily Pivots for day following 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,540.75 |
12,430.50 |
11,853.75 |
|
| R3 |
12,219.25 |
12,109.00 |
11,765.50 |
|
| R2 |
11,897.75 |
11,897.75 |
11,736.00 |
|
| R1 |
11,787.50 |
11,787.50 |
11,706.50 |
11,842.50 |
| PP |
11,576.25 |
11,576.25 |
11,576.25 |
11,604.00 |
| S1 |
11,466.00 |
11,466.00 |
11,647.50 |
11,521.00 |
| S2 |
11,254.75 |
11,254.75 |
11,618.00 |
|
| S3 |
10,933.25 |
11,144.50 |
11,588.50 |
|
| S4 |
10,611.75 |
10,823.00 |
11,500.25 |
|
|
| Weekly Pivots for week ending 20-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,934.75 |
12,756.75 |
11,925.00 |
|
| R3 |
12,483.75 |
12,305.75 |
11,801.00 |
|
| R2 |
12,032.75 |
12,032.75 |
11,759.75 |
|
| R1 |
11,854.75 |
11,854.75 |
11,718.25 |
11,943.75 |
| PP |
11,581.75 |
11,581.75 |
11,581.75 |
11,626.00 |
| S1 |
11,403.75 |
11,403.75 |
11,635.75 |
11,492.75 |
| S2 |
11,130.75 |
11,130.75 |
11,594.25 |
|
| S3 |
10,679.75 |
10,952.75 |
11,553.00 |
|
| S4 |
10,228.75 |
10,501.75 |
11,429.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,759.50 |
11,308.50 |
451.00 |
3.9% |
239.25 |
2.0% |
82% |
False |
False |
570,059 |
| 10 |
11,759.50 |
10,751.00 |
1,008.50 |
8.6% |
260.00 |
2.2% |
92% |
False |
False |
604,695 |
| 20 |
11,759.50 |
10,751.00 |
1,008.50 |
8.6% |
267.50 |
2.3% |
92% |
False |
False |
605,264 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
13.7% |
275.50 |
2.4% |
58% |
False |
False |
419,551 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
13.8% |
301.50 |
2.6% |
58% |
False |
False |
280,107 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
15.1% |
320.75 |
2.7% |
61% |
False |
False |
210,298 |
| 100 |
13,054.25 |
10,595.25 |
2,459.00 |
21.1% |
319.25 |
2.7% |
44% |
False |
False |
168,300 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
28.5% |
301.00 |
2.6% |
32% |
False |
False |
140,253 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,053.00 |
|
2.618 |
12,528.50 |
|
1.618 |
12,207.00 |
|
1.000 |
12,008.25 |
|
0.618 |
11,885.50 |
|
HIGH |
11,686.75 |
|
0.618 |
11,564.00 |
|
0.500 |
11,526.00 |
|
0.382 |
11,488.00 |
|
LOW |
11,365.25 |
|
0.618 |
11,166.50 |
|
1.000 |
11,043.75 |
|
1.618 |
10,845.00 |
|
2.618 |
10,523.50 |
|
4.250 |
9,999.00 |
|
|
| Fisher Pivots for day following 20-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,626.75 |
11,629.25 |
| PP |
11,576.25 |
11,581.75 |
| S1 |
11,526.00 |
11,534.00 |
|