| Trading Metrics calculated at close of trading on 12-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
17,467.35 |
17,557.29 |
89.94 |
0.5% |
16,743.17 |
| High |
17,566.37 |
19,066.47 |
1,500.10 |
8.5% |
17,010.67 |
| Low |
17,321.26 |
17,520.70 |
199.44 |
1.2% |
16,608.44 |
| Close |
17,556.93 |
18,839.63 |
1,282.70 |
7.3% |
16,928.00 |
| Range |
245.11 |
1,545.77 |
1,300.66 |
530.6% |
402.23 |
| ATR |
399.11 |
481.01 |
81.90 |
20.5% |
0.00 |
| Volume |
35,159 |
118,729 |
83,570 |
237.7% |
80,230 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
23,112.91 |
22,522.04 |
19,689.80 |
|
| R3 |
21,567.14 |
20,976.27 |
19,264.72 |
|
| R2 |
20,021.37 |
20,021.37 |
19,123.02 |
|
| R1 |
19,430.50 |
19,430.50 |
18,981.33 |
19,725.94 |
| PP |
18,475.60 |
18,475.60 |
18,475.60 |
18,623.32 |
| S1 |
17,884.73 |
17,884.73 |
18,697.93 |
18,180.17 |
| S2 |
16,929.83 |
16,929.83 |
18,556.24 |
|
| S3 |
15,384.06 |
16,338.96 |
18,414.54 |
|
| S4 |
13,838.29 |
14,793.19 |
17,989.46 |
|
|
| 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 |
19,066.47 |
16,702.84 |
2,363.63 |
12.5% |
586.37 |
3.1% |
90% |
True |
False |
46,442 |
| 10 |
19,066.47 |
16,373.97 |
2,692.50 |
14.3% |
396.59 |
2.1% |
92% |
True |
False |
35,141 |
| 20 |
19,066.47 |
16,331.29 |
2,735.18 |
14.5% |
406.64 |
2.2% |
92% |
True |
False |
41,847 |
| 40 |
19,066.47 |
15,516.53 |
3,549.94 |
18.8% |
459.41 |
2.4% |
94% |
True |
False |
43,969 |
| 60 |
21,466.76 |
15,516.53 |
5,950.23 |
31.6% |
659.97 |
3.5% |
56% |
False |
False |
53,150 |
| 80 |
21,466.76 |
15,516.53 |
5,950.23 |
31.6% |
699.94 |
3.7% |
56% |
False |
False |
56,346 |
| 100 |
22,718.84 |
15,516.53 |
7,202.31 |
38.2% |
770.04 |
4.1% |
46% |
False |
False |
54,258 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
51.4% |
844.01 |
4.5% |
34% |
False |
False |
52,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
25,635.99 |
|
2.618 |
23,113.30 |
|
1.618 |
21,567.53 |
|
1.000 |
20,612.24 |
|
0.618 |
20,021.76 |
|
HIGH |
19,066.47 |
|
0.618 |
18,475.99 |
|
0.500 |
18,293.59 |
|
0.382 |
18,111.18 |
|
LOW |
17,520.70 |
|
0.618 |
16,565.41 |
|
1.000 |
15,974.93 |
|
1.618 |
15,019.64 |
|
2.618 |
13,473.87 |
|
4.250 |
10,951.18 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
18,657.62 |
18,594.31 |
| PP |
18,475.60 |
18,348.98 |
| S1 |
18,293.59 |
18,103.66 |
|