| Trading Metrics calculated at close of trading on 31-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2023 |
31-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
12,212.50 |
11,984.00 |
-228.50 |
-1.9% |
11,676.75 |
| High |
12,252.00 |
12,156.00 |
-96.00 |
-0.8% |
12,308.50 |
| Low |
11,960.00 |
11,871.00 |
-89.00 |
-0.7% |
11,604.50 |
| Close |
11,968.00 |
12,152.00 |
184.00 |
1.5% |
12,222.25 |
| Range |
292.00 |
285.00 |
-7.00 |
-2.4% |
704.00 |
| ATR |
276.31 |
276.93 |
0.62 |
0.2% |
0.00 |
| Volume |
634,667 |
585,202 |
-49,465 |
-7.8% |
2,948,327 |
|
| Daily Pivots for day following 31-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,914.75 |
12,818.25 |
12,308.75 |
|
| R3 |
12,629.75 |
12,533.25 |
12,230.50 |
|
| R2 |
12,344.75 |
12,344.75 |
12,204.25 |
|
| R1 |
12,248.25 |
12,248.25 |
12,178.00 |
12,296.50 |
| PP |
12,059.75 |
12,059.75 |
12,059.75 |
12,083.75 |
| S1 |
11,963.25 |
11,963.25 |
12,126.00 |
12,011.50 |
| S2 |
11,774.75 |
11,774.75 |
12,099.75 |
|
| S3 |
11,489.75 |
11,678.25 |
12,073.50 |
|
| S4 |
11,204.75 |
11,393.25 |
11,995.25 |
|
|
| 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% |
297.50 |
2.4% |
78% |
False |
False |
612,569 |
| 10 |
12,308.50 |
11,308.50 |
1,000.00 |
8.2% |
278.50 |
2.3% |
84% |
False |
False |
596,034 |
| 20 |
12,308.50 |
10,751.00 |
1,557.50 |
12.8% |
269.00 |
2.2% |
90% |
False |
False |
616,264 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
13.2% |
280.75 |
2.3% |
87% |
False |
False |
523,351 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
13.2% |
287.25 |
2.4% |
87% |
False |
False |
349,446 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
14.5% |
310.75 |
2.6% |
88% |
False |
False |
262,335 |
| 100 |
13,054.25 |
10,595.25 |
2,459.00 |
20.2% |
318.50 |
2.6% |
63% |
False |
False |
209,979 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
27.4% |
305.75 |
2.5% |
47% |
False |
False |
174,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
13,367.25 |
|
2.618 |
12,902.25 |
|
1.618 |
12,617.25 |
|
1.000 |
12,441.00 |
|
0.618 |
12,332.25 |
|
HIGH |
12,156.00 |
|
0.618 |
12,047.25 |
|
0.500 |
12,013.50 |
|
0.382 |
11,979.75 |
|
LOW |
11,871.00 |
|
0.618 |
11,694.75 |
|
1.000 |
11,586.00 |
|
1.618 |
11,409.75 |
|
2.618 |
11,124.75 |
|
4.250 |
10,659.75 |
|
|
| Fisher Pivots for day following 31-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
12,105.75 |
12,131.25 |
| PP |
12,059.75 |
12,110.50 |
| S1 |
12,013.50 |
12,089.75 |
|