| Trading Metrics calculated at close of trading on 10-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,266.3520 |
1,318.3080 |
51.9560 |
4.1% |
1,219.3860 |
| High |
1,344.5090 |
1,344.3650 |
-0.1440 |
0.0% |
1,274.9130 |
| Low |
1,258.7110 |
1,315.6060 |
56.8950 |
4.5% |
1,206.3400 |
| Close |
1,318.3090 |
1,338.8200 |
20.5110 |
1.6% |
1,266.3520 |
| Range |
85.7980 |
28.7590 |
-57.0390 |
-66.5% |
68.5730 |
| ATR |
50.0887 |
48.5651 |
-1.5235 |
-3.0% |
0.0000 |
| Volume |
7,290 |
467,764 |
460,474 |
6,316.5% |
1,415,140 |
|
| Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,419.2073 |
1,407.7727 |
1,354.6375 |
|
| R3 |
1,390.4483 |
1,379.0137 |
1,346.7287 |
|
| R2 |
1,361.6893 |
1,361.6893 |
1,344.0925 |
|
| R1 |
1,350.2547 |
1,350.2547 |
1,341.4562 |
1,355.9720 |
| PP |
1,332.9303 |
1,332.9303 |
1,332.9303 |
1,335.7890 |
| S1 |
1,321.4957 |
1,321.4957 |
1,336.1838 |
1,327.2130 |
| S2 |
1,304.1713 |
1,304.1713 |
1,333.5475 |
|
| S3 |
1,275.4123 |
1,292.7367 |
1,330.9113 |
|
| S4 |
1,246.6533 |
1,263.9777 |
1,323.0026 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.9207 |
1,429.2093 |
1,304.0672 |
|
| R3 |
1,386.3477 |
1,360.6363 |
1,285.2096 |
|
| R2 |
1,317.7747 |
1,317.7747 |
1,278.9237 |
|
| R1 |
1,292.0633 |
1,292.0633 |
1,272.6379 |
1,304.9190 |
| PP |
1,249.2017 |
1,249.2017 |
1,249.2017 |
1,255.6295 |
| S1 |
1,223.4903 |
1,223.4903 |
1,260.0661 |
1,236.3460 |
| S2 |
1,180.6287 |
1,180.6287 |
1,253.7803 |
|
| S3 |
1,112.0557 |
1,154.9173 |
1,247.4944 |
|
| S4 |
1,043.4827 |
1,086.3443 |
1,228.6369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,344.5090 |
1,209.9860 |
134.5230 |
10.0% |
46.4812 |
3.5% |
96% |
False |
False |
377,420 |
| 10 |
1,344.5090 |
1,183.8930 |
160.6160 |
12.0% |
34.5945 |
2.6% |
96% |
False |
False |
346,043 |
| 20 |
1,347.9160 |
1,152.4650 |
195.4510 |
14.6% |
42.8960 |
3.2% |
95% |
False |
False |
416,851 |
| 40 |
1,347.9160 |
1,077.4100 |
270.5060 |
20.2% |
54.4248 |
4.1% |
97% |
False |
False |
474,965 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
44.1% |
74.1942 |
5.5% |
44% |
False |
False |
606,445 |
| 80 |
1,668.4800 |
1,077.4100 |
591.0700 |
44.1% |
74.0864 |
5.5% |
44% |
False |
False |
611,939 |
| 100 |
1,880.9780 |
1,077.4100 |
803.5680 |
60.0% |
82.8324 |
6.2% |
33% |
False |
False |
622,017 |
| 120 |
2,028.6500 |
1,077.4100 |
951.2400 |
71.1% |
91.8053 |
6.9% |
27% |
False |
False |
629,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,466.5908 |
|
2.618 |
1,419.6561 |
|
1.618 |
1,390.8971 |
|
1.000 |
1,373.1240 |
|
0.618 |
1,362.1381 |
|
HIGH |
1,344.3650 |
|
0.618 |
1,333.3791 |
|
0.500 |
1,329.9855 |
|
0.382 |
1,326.5919 |
|
LOW |
1,315.6060 |
|
0.618 |
1,297.8329 |
|
1.000 |
1,286.8470 |
|
1.618 |
1,269.0739 |
|
2.618 |
1,240.3149 |
|
4.250 |
1,193.3803 |
|
|
| Fisher Pivots for day following 10-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,335.8752 |
1,323.0180 |
| PP |
1,332.9303 |
1,307.2160 |
| S1 |
1,329.9855 |
1,291.4140 |
|