| 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 |
11,401.00 |
11,676.75 |
275.75 |
2.4% |
11,613.50 |
| High |
11,686.75 |
11,983.00 |
296.25 |
2.5% |
11,759.50 |
| Low |
11,365.25 |
11,650.50 |
285.25 |
2.5% |
11,308.50 |
| Close |
11,677.00 |
11,934.00 |
257.00 |
2.2% |
11,677.00 |
| Range |
321.50 |
332.50 |
11.00 |
3.4% |
451.00 |
| ATR |
271.37 |
275.74 |
4.37 |
1.6% |
0.00 |
| Volume |
577,769 |
593,978 |
16,209 |
2.8% |
2,368,293 |
|
| Daily Pivots for day following 23-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,853.25 |
12,726.25 |
12,117.00 |
|
| R3 |
12,520.75 |
12,393.75 |
12,025.50 |
|
| R2 |
12,188.25 |
12,188.25 |
11,995.00 |
|
| R1 |
12,061.25 |
12,061.25 |
11,964.50 |
12,124.75 |
| PP |
11,855.75 |
11,855.75 |
11,855.75 |
11,887.50 |
| S1 |
11,728.75 |
11,728.75 |
11,903.50 |
11,792.25 |
| S2 |
11,523.25 |
11,523.25 |
11,873.00 |
|
| S3 |
11,190.75 |
11,396.25 |
11,842.50 |
|
| S4 |
10,858.25 |
11,063.75 |
11,751.00 |
|
|
| 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 |
11,983.00 |
11,308.50 |
674.50 |
5.7% |
259.75 |
2.2% |
93% |
True |
False |
592,454 |
| 10 |
11,983.00 |
11,094.00 |
889.00 |
7.4% |
251.75 |
2.1% |
94% |
True |
False |
590,459 |
| 20 |
11,983.00 |
10,751.00 |
1,232.00 |
10.3% |
273.75 |
2.3% |
96% |
True |
False |
603,397 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
13.4% |
278.00 |
2.3% |
74% |
False |
False |
434,385 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
13.5% |
302.00 |
2.5% |
74% |
False |
False |
289,980 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
14.7% |
320.75 |
2.7% |
76% |
False |
False |
217,713 |
| 100 |
13,054.25 |
10,595.25 |
2,459.00 |
20.6% |
321.00 |
2.7% |
54% |
False |
False |
174,240 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
27.9% |
302.50 |
2.5% |
40% |
False |
False |
145,202 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,396.00 |
|
2.618 |
12,853.50 |
|
1.618 |
12,521.00 |
|
1.000 |
12,315.50 |
|
0.618 |
12,188.50 |
|
HIGH |
11,983.00 |
|
0.618 |
11,856.00 |
|
0.500 |
11,816.75 |
|
0.382 |
11,777.50 |
|
LOW |
11,650.50 |
|
0.618 |
11,445.00 |
|
1.000 |
11,318.00 |
|
1.618 |
11,112.50 |
|
2.618 |
10,780.00 |
|
4.250 |
10,237.50 |
|
|
| Fisher Pivots for day following 23-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,895.00 |
11,838.00 |
| PP |
11,855.75 |
11,741.75 |
| S1 |
11,816.75 |
11,645.75 |
|