| 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 |
1,906.8 |
1,916.8 |
10.0 |
0.5% |
1,875.9 |
| High |
1,927.2 |
1,919.9 |
-7.3 |
-0.4% |
1,927.2 |
| Low |
1,901.6 |
1,891.9 |
-9.7 |
-0.5% |
1,862.8 |
| Close |
1,919.5 |
1,893.5 |
-26.0 |
-1.4% |
1,919.5 |
| Range |
25.6 |
28.0 |
2.4 |
9.4% |
64.4 |
| ATR |
36.8 |
36.1 |
-0.6 |
-1.7% |
0.0 |
| Volume |
167,852 |
164,559 |
-3,293 |
-2.0% |
848,704 |
|
| Daily Pivots for day following 30-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,985.8 |
1,967.6 |
1,908.9 |
|
| R3 |
1,957.8 |
1,939.6 |
1,901.2 |
|
| R2 |
1,929.8 |
1,929.8 |
1,898.6 |
|
| R1 |
1,911.6 |
1,911.6 |
1,896.1 |
1,906.7 |
| PP |
1,901.8 |
1,901.8 |
1,901.8 |
1,899.3 |
| S1 |
1,883.6 |
1,883.6 |
1,890.9 |
1,878.7 |
| S2 |
1,873.8 |
1,873.8 |
1,888.4 |
|
| S3 |
1,845.8 |
1,855.6 |
1,885.8 |
|
| S4 |
1,817.8 |
1,827.6 |
1,878.1 |
|
|
| Weekly Pivots for week ending 27-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,096.4 |
2,072.3 |
1,954.9 |
|
| R3 |
2,032.0 |
2,007.9 |
1,937.2 |
|
| R2 |
1,967.6 |
1,967.6 |
1,931.3 |
|
| R1 |
1,943.5 |
1,943.5 |
1,925.4 |
1,955.6 |
| PP |
1,903.2 |
1,903.2 |
1,903.2 |
1,909.2 |
| S1 |
1,879.1 |
1,879.1 |
1,913.6 |
1,891.2 |
| S2 |
1,838.8 |
1,838.8 |
1,907.7 |
|
| S3 |
1,774.4 |
1,814.7 |
1,901.8 |
|
| S4 |
1,710.0 |
1,750.3 |
1,884.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,927.2 |
1,862.8 |
64.4 |
3.4% |
30.0 |
1.6% |
48% |
False |
False |
166,359 |
| 10 |
1,927.2 |
1,832.2 |
95.0 |
5.0% |
33.3 |
1.8% |
65% |
False |
False |
181,236 |
| 20 |
1,927.2 |
1,745.4 |
181.8 |
9.6% |
35.3 |
1.9% |
81% |
False |
False |
184,728 |
| 40 |
1,927.2 |
1,730.8 |
196.4 |
10.4% |
39.2 |
2.1% |
83% |
False |
False |
164,197 |
| 60 |
1,927.6 |
1,730.8 |
196.8 |
10.4% |
40.6 |
2.1% |
83% |
False |
False |
109,627 |
| 80 |
1,927.6 |
1,658.9 |
268.7 |
14.2% |
42.8 |
2.3% |
87% |
False |
False |
82,236 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,038.9 |
|
2.618 |
1,993.2 |
|
1.618 |
1,965.2 |
|
1.000 |
1,947.9 |
|
0.618 |
1,937.2 |
|
HIGH |
1,919.9 |
|
0.618 |
1,909.2 |
|
0.500 |
1,905.9 |
|
0.382 |
1,902.6 |
|
LOW |
1,891.9 |
|
0.618 |
1,874.6 |
|
1.000 |
1,863.9 |
|
1.618 |
1,846.6 |
|
2.618 |
1,818.6 |
|
4.250 |
1,772.9 |
|
|
| Fisher Pivots for day following 30-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,905.9 |
1,906.9 |
| PP |
1,901.8 |
1,902.4 |
| S1 |
1,897.6 |
1,898.0 |
|