| Trading Metrics calculated at close of trading on 30-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jan-2023 |
30-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
12,049.00 |
12,212.50 |
163.50 |
1.4% |
11,676.75 |
| High |
12,308.50 |
12,252.00 |
-56.50 |
-0.5% |
12,308.50 |
| Low |
12,016.00 |
11,960.00 |
-56.00 |
-0.5% |
11,604.50 |
| Close |
12,222.25 |
11,968.00 |
-254.25 |
-2.1% |
12,222.25 |
| Range |
292.50 |
292.00 |
-0.50 |
-0.2% |
704.00 |
| ATR |
275.10 |
276.31 |
1.21 |
0.4% |
0.00 |
| Volume |
588,072 |
634,667 |
46,595 |
7.9% |
2,948,327 |
|
| Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,936.00 |
12,744.00 |
12,128.50 |
|
| R3 |
12,644.00 |
12,452.00 |
12,048.25 |
|
| R2 |
12,352.00 |
12,352.00 |
12,021.50 |
|
| R1 |
12,160.00 |
12,160.00 |
11,994.75 |
12,110.00 |
| PP |
12,060.00 |
12,060.00 |
12,060.00 |
12,035.00 |
| S1 |
11,868.00 |
11,868.00 |
11,941.25 |
11,818.00 |
| S2 |
11,768.00 |
11,768.00 |
11,914.50 |
|
| S3 |
11,476.00 |
11,576.00 |
11,887.75 |
|
| S4 |
11,184.00 |
11,284.00 |
11,807.50 |
|
|
| 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 |
5.9% |
275.50 |
2.3% |
52% |
False |
False |
597,803 |
| 10 |
12,308.50 |
11,308.50 |
1,000.00 |
8.4% |
267.50 |
2.2% |
66% |
False |
False |
595,128 |
| 20 |
12,308.50 |
10,751.00 |
1,557.50 |
13.0% |
264.50 |
2.2% |
78% |
False |
False |
610,128 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
13.4% |
278.50 |
2.3% |
76% |
False |
False |
508,884 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
13.4% |
291.50 |
2.4% |
76% |
False |
False |
339,714 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
14.7% |
311.50 |
2.6% |
78% |
False |
False |
255,027 |
| 100 |
13,054.25 |
10,595.25 |
2,459.00 |
20.5% |
319.00 |
2.7% |
56% |
False |
False |
204,128 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
27.9% |
303.75 |
2.5% |
41% |
False |
False |
170,111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,493.00 |
|
2.618 |
13,016.50 |
|
1.618 |
12,724.50 |
|
1.000 |
12,544.00 |
|
0.618 |
12,432.50 |
|
HIGH |
12,252.00 |
|
0.618 |
12,140.50 |
|
0.500 |
12,106.00 |
|
0.382 |
12,071.50 |
|
LOW |
11,960.00 |
|
0.618 |
11,779.50 |
|
1.000 |
11,668.00 |
|
1.618 |
11,487.50 |
|
2.618 |
11,195.50 |
|
4.250 |
10,719.00 |
|
|
| Fisher Pivots for day following 30-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,106.00 |
12,088.00 |
| PP |
12,060.00 |
12,048.00 |
| S1 |
12,014.00 |
12,008.00 |
|