| 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 |
1,318.3080 |
1,338.8680 |
20.5600 |
1.6% |
1,219.3860 |
| High |
1,344.3650 |
1,344.9510 |
0.5860 |
0.0% |
1,274.9130 |
| Low |
1,315.6060 |
1,321.8800 |
6.2740 |
0.5% |
1,206.3400 |
| Close |
1,338.8200 |
1,343.9130 |
5.0930 |
0.4% |
1,266.3520 |
| Range |
28.7590 |
23.0710 |
-5.6880 |
-19.8% |
68.5730 |
| ATR |
48.5651 |
46.7441 |
-1.8210 |
-3.7% |
0.0000 |
| Volume |
467,764 |
402,374 |
-65,390 |
-14.0% |
1,415,140 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,406.1277 |
1,398.0913 |
1,356.6021 |
|
| R3 |
1,383.0567 |
1,375.0203 |
1,350.2575 |
|
| R2 |
1,359.9857 |
1,359.9857 |
1,348.1427 |
|
| R1 |
1,351.9493 |
1,351.9493 |
1,346.0278 |
1,355.9675 |
| PP |
1,336.9147 |
1,336.9147 |
1,336.9147 |
1,338.9238 |
| S1 |
1,328.8783 |
1,328.8783 |
1,341.7982 |
1,332.8965 |
| S2 |
1,313.8437 |
1,313.8437 |
1,339.6833 |
|
| S3 |
1,290.7727 |
1,305.8073 |
1,337.5685 |
|
| S4 |
1,267.7017 |
1,282.7363 |
1,331.2240 |
|
|
| 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 |
1,344.9510 |
1,238.3190 |
106.6320 |
7.9% |
39.6046 |
2.9% |
99% |
True |
False |
341,635 |
| 10 |
1,344.9510 |
1,183.8930 |
161.0580 |
12.0% |
33.9547 |
2.5% |
99% |
True |
False |
351,557 |
| 20 |
1,347.9160 |
1,152.4650 |
195.4510 |
14.5% |
41.9747 |
3.1% |
98% |
False |
False |
436,768 |
| 40 |
1,347.9160 |
1,077.4100 |
270.5060 |
20.1% |
51.9618 |
3.9% |
99% |
False |
False |
447,285 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
44.0% |
73.6270 |
5.5% |
45% |
False |
False |
599,288 |
| 80 |
1,668.4800 |
1,077.4100 |
591.0700 |
44.0% |
73.2039 |
5.4% |
45% |
False |
False |
605,563 |
| 100 |
1,877.9650 |
1,077.4100 |
800.5550 |
59.6% |
82.4778 |
6.1% |
33% |
False |
False |
620,375 |
| 120 |
2,028.6500 |
1,077.4100 |
951.2400 |
70.8% |
90.8620 |
6.8% |
28% |
False |
False |
624,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,443.0028 |
|
2.618 |
1,405.3509 |
|
1.618 |
1,382.2799 |
|
1.000 |
1,368.0220 |
|
0.618 |
1,359.2089 |
|
HIGH |
1,344.9510 |
|
0.618 |
1,336.1379 |
|
0.500 |
1,333.4155 |
|
0.382 |
1,330.6931 |
|
LOW |
1,321.8800 |
|
0.618 |
1,307.6221 |
|
1.000 |
1,298.8090 |
|
1.618 |
1,284.5511 |
|
2.618 |
1,261.4801 |
|
4.250 |
1,223.8283 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,340.4138 |
1,329.8857 |
| PP |
1,336.9147 |
1,315.8583 |
| S1 |
1,333.4155 |
1,301.8310 |
|