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 |
1,875.7 |
1,881.3 |
5.6 |
0.3% |
1,831.8 |
High |
1,885.2 |
1,890.9 |
5.7 |
0.3% |
1,875.2 |
Low |
1,872.0 |
1,870.9 |
-1.1 |
-0.1% |
1,829.9 |
Close |
1,876.5 |
1,878.9 |
2.4 |
0.1% |
1,869.7 |
Range |
13.2 |
20.0 |
6.8 |
51.5% |
45.3 |
ATR |
25.3 |
24.9 |
-0.4 |
-1.5% |
0.0 |
Volume |
170,514 |
222,250 |
51,736 |
30.3% |
814,596 |
|
Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.2 |
1,929.6 |
1,889.9 |
|
R3 |
1,920.2 |
1,909.6 |
1,884.4 |
|
R2 |
1,900.2 |
1,900.2 |
1,882.6 |
|
R1 |
1,889.6 |
1,889.6 |
1,880.7 |
1,884.9 |
PP |
1,880.2 |
1,880.2 |
1,880.2 |
1,877.9 |
S1 |
1,869.6 |
1,869.6 |
1,877.1 |
1,864.9 |
S2 |
1,860.2 |
1,860.2 |
1,875.2 |
|
S3 |
1,840.2 |
1,849.6 |
1,873.4 |
|
S4 |
1,820.2 |
1,829.6 |
1,867.9 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.2 |
1,977.2 |
1,894.6 |
|
R3 |
1,948.9 |
1,931.9 |
1,882.2 |
|
R2 |
1,903.6 |
1,903.6 |
1,878.0 |
|
R1 |
1,886.6 |
1,886.6 |
1,873.9 |
1,895.1 |
PP |
1,858.3 |
1,858.3 |
1,858.3 |
1,862.5 |
S1 |
1,841.3 |
1,841.3 |
1,865.5 |
1,849.8 |
S2 |
1,813.0 |
1,813.0 |
1,861.4 |
|
S3 |
1,767.7 |
1,796.0 |
1,857.2 |
|
S4 |
1,722.4 |
1,750.7 |
1,844.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,890.9 |
1,829.9 |
61.0 |
3.2% |
24.9 |
1.3% |
80% |
True |
False |
200,256 |
10 |
1,890.9 |
1,804.2 |
86.7 |
4.6% |
22.7 |
1.2% |
86% |
True |
False |
174,347 |
20 |
1,890.9 |
1,782.0 |
108.9 |
5.8% |
25.0 |
1.3% |
89% |
True |
False |
163,343 |
40 |
1,890.9 |
1,733.5 |
157.4 |
8.4% |
23.8 |
1.3% |
92% |
True |
False |
136,355 |
60 |
1,890.9 |
1,632.3 |
258.6 |
13.8% |
25.4 |
1.4% |
95% |
True |
False |
98,405 |
80 |
1,890.9 |
1,632.3 |
258.6 |
13.8% |
26.1 |
1.4% |
95% |
True |
False |
74,982 |
100 |
1,890.9 |
1,632.3 |
258.6 |
13.8% |
25.4 |
1.4% |
95% |
True |
False |
60,546 |
120 |
1,890.9 |
1,632.3 |
258.6 |
13.8% |
24.6 |
1.3% |
95% |
True |
False |
50,791 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,975.9 |
2.618 |
1,943.3 |
1.618 |
1,923.3 |
1.000 |
1,910.9 |
0.618 |
1,903.3 |
HIGH |
1,890.9 |
0.618 |
1,883.3 |
0.500 |
1,880.9 |
0.382 |
1,878.5 |
LOW |
1,870.9 |
0.618 |
1,858.5 |
1.000 |
1,850.9 |
1.618 |
1,838.5 |
2.618 |
1,818.5 |
4.250 |
1,785.9 |
|
|
Fisher Pivots for day following 11-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,880.9 |
1,880.1 |
PP |
1,880.2 |
1,879.7 |
S1 |
1,879.6 |
1,879.3 |
|