| Trading Metrics calculated at close of trading on 27-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2023 |
27-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
11,874.75 |
12,049.00 |
174.25 |
1.5% |
11,676.75 |
| High |
12,113.00 |
12,308.50 |
195.50 |
1.6% |
12,308.50 |
| Low |
11,867.25 |
12,016.00 |
148.75 |
1.3% |
11,604.50 |
| Close |
12,106.75 |
12,222.25 |
115.50 |
1.0% |
12,222.25 |
| Range |
245.75 |
292.50 |
46.75 |
19.0% |
704.00 |
| ATR |
273.76 |
275.10 |
1.34 |
0.5% |
0.00 |
| Volume |
621,434 |
588,072 |
-33,362 |
-5.4% |
2,948,327 |
|
| Daily Pivots for day following 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,059.75 |
12,933.50 |
12,383.00 |
|
| R3 |
12,767.25 |
12,641.00 |
12,302.75 |
|
| R2 |
12,474.75 |
12,474.75 |
12,276.00 |
|
| R1 |
12,348.50 |
12,348.50 |
12,249.00 |
12,411.50 |
| PP |
12,182.25 |
12,182.25 |
12,182.25 |
12,213.75 |
| S1 |
12,056.00 |
12,056.00 |
12,195.50 |
12,119.00 |
| S2 |
11,889.75 |
11,889.75 |
12,168.50 |
|
| S3 |
11,597.25 |
11,763.50 |
12,141.75 |
|
| S4 |
11,304.75 |
11,471.00 |
12,061.50 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
14,157.00 |
13,893.75 |
12,609.50 |
|
| R3 |
13,453.00 |
13,189.75 |
12,415.75 |
|
| R2 |
12,749.00 |
12,749.00 |
12,351.25 |
|
| R1 |
12,485.75 |
12,485.75 |
12,286.75 |
12,617.50 |
| PP |
12,045.00 |
12,045.00 |
12,045.00 |
12,111.00 |
| S1 |
11,781.75 |
11,781.75 |
12,157.75 |
11,913.50 |
| S2 |
11,341.00 |
11,341.00 |
12,093.25 |
|
| S3 |
10,637.00 |
11,077.75 |
12,028.75 |
|
| S4 |
9,933.00 |
10,373.75 |
11,835.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
12,308.50 |
11,604.50 |
704.00 |
5.8% |
283.50 |
2.3% |
88% |
True |
False |
589,665 |
| 10 |
12,308.50 |
11,308.50 |
1,000.00 |
8.2% |
261.50 |
2.1% |
91% |
True |
False |
579,862 |
| 20 |
12,308.50 |
10,751.00 |
1,557.50 |
12.7% |
264.50 |
2.2% |
94% |
True |
False |
601,895 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
13.1% |
285.75 |
2.3% |
92% |
False |
False |
493,125 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
13.2% |
292.25 |
2.4% |
92% |
False |
False |
329,147 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
14.4% |
312.75 |
2.6% |
92% |
False |
False |
247,104 |
| 100 |
13,054.25 |
10,595.25 |
2,459.00 |
20.1% |
319.25 |
2.6% |
66% |
False |
False |
197,782 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
27.3% |
303.50 |
2.5% |
49% |
False |
False |
164,822 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,551.50 |
|
2.618 |
13,074.25 |
|
1.618 |
12,781.75 |
|
1.000 |
12,601.00 |
|
0.618 |
12,489.25 |
|
HIGH |
12,308.50 |
|
0.618 |
12,196.75 |
|
0.500 |
12,162.25 |
|
0.382 |
12,127.75 |
|
LOW |
12,016.00 |
|
0.618 |
11,835.25 |
|
1.000 |
11,723.50 |
|
1.618 |
11,542.75 |
|
2.618 |
11,250.25 |
|
4.250 |
10,773.00 |
|
|
| Fisher Pivots for day following 27-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,202.25 |
12,133.75 |
| PP |
12,182.25 |
12,045.00 |
| S1 |
12,162.25 |
11,956.50 |
|