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 |
1,871.72 |
1,877.05 |
5.33 |
0.3% |
1,826.19 |
High |
1,879.79 |
1,885.83 |
6.04 |
0.3% |
1,869.42 |
Low |
1,868.44 |
1,868.39 |
-0.05 |
0.0% |
1,825.64 |
Close |
1,877.09 |
1,875.93 |
-1.16 |
-0.1% |
1,866.13 |
Range |
11.35 |
17.44 |
6.09 |
53.7% |
43.78 |
ATR |
22.57 |
22.20 |
-0.37 |
-1.6% |
0.00 |
Volume |
5,613 |
5,695 |
82 |
1.5% |
26,910 |
|
Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,929.04 |
1,919.92 |
1,885.52 |
|
R3 |
1,911.60 |
1,902.48 |
1,880.73 |
|
R2 |
1,894.16 |
1,894.16 |
1,879.13 |
|
R1 |
1,885.04 |
1,885.04 |
1,877.53 |
1,880.88 |
PP |
1,876.72 |
1,876.72 |
1,876.72 |
1,874.64 |
S1 |
1,867.60 |
1,867.60 |
1,874.33 |
1,863.44 |
S2 |
1,859.28 |
1,859.28 |
1,872.73 |
|
S3 |
1,841.84 |
1,850.16 |
1,871.13 |
|
S4 |
1,824.40 |
1,832.72 |
1,866.34 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.07 |
1,969.38 |
1,890.21 |
|
R3 |
1,941.29 |
1,925.60 |
1,878.17 |
|
R2 |
1,897.51 |
1,897.51 |
1,874.16 |
|
R1 |
1,881.82 |
1,881.82 |
1,870.14 |
1,889.67 |
PP |
1,853.73 |
1,853.73 |
1,853.73 |
1,857.65 |
S1 |
1,838.04 |
1,838.04 |
1,862.12 |
1,845.89 |
S2 |
1,809.95 |
1,809.95 |
1,858.10 |
|
S3 |
1,766.17 |
1,794.26 |
1,854.09 |
|
S4 |
1,722.39 |
1,750.48 |
1,842.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,885.83 |
1,827.17 |
58.66 |
3.1% |
22.15 |
1.2% |
83% |
True |
False |
5,552 |
10 |
1,885.83 |
1,797.64 |
88.19 |
4.7% |
20.96 |
1.1% |
89% |
True |
False |
7,688 |
20 |
1,885.83 |
1,774.92 |
110.91 |
5.9% |
22.65 |
1.2% |
91% |
True |
False |
9,338 |
40 |
1,885.83 |
1,732.59 |
153.24 |
8.2% |
21.55 |
1.1% |
94% |
True |
False |
8,791 |
60 |
1,885.83 |
1,617.06 |
268.77 |
14.3% |
23.17 |
1.2% |
96% |
True |
False |
8,493 |
80 |
1,885.83 |
1,616.14 |
269.69 |
14.4% |
23.98 |
1.3% |
96% |
True |
False |
8,483 |
100 |
1,885.83 |
1,616.14 |
269.69 |
14.4% |
23.48 |
1.3% |
96% |
True |
False |
8,238 |
120 |
1,885.83 |
1,616.14 |
269.69 |
14.4% |
22.79 |
1.2% |
96% |
True |
False |
7,910 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,959.95 |
2.618 |
1,931.49 |
1.618 |
1,914.05 |
1.000 |
1,903.27 |
0.618 |
1,896.61 |
HIGH |
1,885.83 |
0.618 |
1,879.17 |
0.500 |
1,877.11 |
0.382 |
1,875.05 |
LOW |
1,868.39 |
0.618 |
1,857.61 |
1.000 |
1,850.95 |
1.618 |
1,840.17 |
2.618 |
1,822.73 |
4.250 |
1,794.27 |
|
|
Fisher Pivots for day following 11-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,877.11 |
1,876.62 |
PP |
1,876.72 |
1,876.39 |
S1 |
1,876.32 |
1,876.16 |
|