| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
17,178.57 |
17,467.35 |
288.78 |
1.7% |
16,743.17 |
| High |
17,488.33 |
17,566.37 |
78.04 |
0.4% |
17,010.67 |
| Low |
17,140.85 |
17,321.26 |
180.41 |
1.1% |
16,608.44 |
| Close |
17,467.35 |
17,556.93 |
89.58 |
0.5% |
16,928.00 |
| Range |
347.48 |
245.11 |
-102.37 |
-29.5% |
402.23 |
| ATR |
410.96 |
399.11 |
-11.85 |
-2.9% |
0.00 |
| Volume |
39,132 |
35,159 |
-3,973 |
-10.2% |
80,230 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,216.85 |
18,132.00 |
17,691.74 |
|
| R3 |
17,971.74 |
17,886.89 |
17,624.34 |
|
| R2 |
17,726.63 |
17,726.63 |
17,601.87 |
|
| R1 |
17,641.78 |
17,641.78 |
17,579.40 |
17,684.21 |
| PP |
17,481.52 |
17,481.52 |
17,481.52 |
17,502.73 |
| S1 |
17,396.67 |
17,396.67 |
17,534.46 |
17,439.10 |
| S2 |
17,236.41 |
17,236.41 |
17,511.99 |
|
| S3 |
16,991.30 |
17,151.56 |
17,489.52 |
|
| S4 |
16,746.19 |
16,906.45 |
17,422.12 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,055.73 |
17,894.09 |
17,149.23 |
|
| R3 |
17,653.50 |
17,491.86 |
17,038.61 |
|
| R2 |
17,251.27 |
17,251.27 |
17,001.74 |
|
| R1 |
17,089.63 |
17,089.63 |
16,964.87 |
17,170.45 |
| PP |
16,849.04 |
16,849.04 |
16,849.04 |
16,889.45 |
| S1 |
16,687.40 |
16,687.40 |
16,891.13 |
16,768.22 |
| S2 |
16,446.81 |
16,446.81 |
16,854.26 |
|
| S3 |
16,044.58 |
16,285.17 |
16,817.39 |
|
| S4 |
15,642.35 |
15,882.94 |
16,706.77 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,566.37 |
16,702.84 |
863.53 |
4.9% |
297.66 |
1.7% |
99% |
True |
False |
22,747 |
| 10 |
17,566.37 |
16,373.97 |
1,192.40 |
6.8% |
271.92 |
1.5% |
99% |
True |
False |
27,297 |
| 20 |
18,335.40 |
16,331.29 |
2,004.11 |
11.4% |
371.41 |
2.1% |
61% |
False |
False |
40,006 |
| 40 |
18,335.40 |
15,516.53 |
2,818.87 |
16.1% |
453.61 |
2.6% |
72% |
False |
False |
41,025 |
| 60 |
21,466.76 |
15,516.53 |
5,950.23 |
33.9% |
644.97 |
3.7% |
34% |
False |
False |
51,180 |
| 80 |
21,466.76 |
15,516.53 |
5,950.23 |
33.9% |
703.16 |
4.0% |
34% |
False |
False |
54,873 |
| 100 |
23,424.74 |
15,516.53 |
7,908.21 |
45.0% |
776.97 |
4.4% |
26% |
False |
False |
53,906 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
55.1% |
841.31 |
4.8% |
21% |
False |
False |
52,440 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,608.09 |
|
2.618 |
18,208.07 |
|
1.618 |
17,962.96 |
|
1.000 |
17,811.48 |
|
0.618 |
17,717.85 |
|
HIGH |
17,566.37 |
|
0.618 |
17,472.74 |
|
0.500 |
17,443.82 |
|
0.382 |
17,414.89 |
|
LOW |
17,321.26 |
|
0.618 |
17,169.78 |
|
1.000 |
17,076.15 |
|
1.618 |
16,924.67 |
|
2.618 |
16,679.56 |
|
4.250 |
16,279.54 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
17,519.23 |
17,450.22 |
| PP |
17,481.52 |
17,343.51 |
| S1 |
17,443.82 |
17,236.80 |
|