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 |
4,052.0 |
4,088.0 |
36.0 |
0.9% |
3,831.0 |
High |
4,087.0 |
4,128.0 |
41.0 |
1.0% |
4,045.0 |
Low |
4,039.0 |
4,073.0 |
34.0 |
0.8% |
3,812.0 |
Close |
4,064.0 |
4,105.0 |
41.0 |
1.0% |
4,023.0 |
Range |
48.0 |
55.0 |
7.0 |
14.6% |
233.0 |
ATR |
66.3 |
66.1 |
-0.2 |
-0.2% |
0.0 |
Volume |
714,603 |
880,513 |
165,910 |
23.2% |
3,603,177 |
|
Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,267.0 |
4,241.0 |
4,135.3 |
|
R3 |
4,212.0 |
4,186.0 |
4,120.1 |
|
R2 |
4,157.0 |
4,157.0 |
4,115.1 |
|
R1 |
4,131.0 |
4,131.0 |
4,110.0 |
4,144.0 |
PP |
4,102.0 |
4,102.0 |
4,102.0 |
4,108.5 |
S1 |
4,076.0 |
4,076.0 |
4,100.0 |
4,089.0 |
S2 |
4,047.0 |
4,047.0 |
4,094.9 |
|
S3 |
3,992.0 |
4,021.0 |
4,089.9 |
|
S4 |
3,937.0 |
3,966.0 |
4,074.8 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,659.0 |
4,574.0 |
4,151.2 |
|
R3 |
4,426.0 |
4,341.0 |
4,087.1 |
|
R2 |
4,193.0 |
4,193.0 |
4,065.7 |
|
R1 |
4,108.0 |
4,108.0 |
4,044.4 |
4,150.5 |
PP |
3,960.0 |
3,960.0 |
3,960.0 |
3,981.3 |
S1 |
3,875.0 |
3,875.0 |
4,001.6 |
3,917.5 |
S2 |
3,727.0 |
3,727.0 |
3,980.3 |
|
S3 |
3,494.0 |
3,642.0 |
3,958.9 |
|
S4 |
3,261.0 |
3,409.0 |
3,894.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,128.0 |
3,955.0 |
173.0 |
4.2% |
55.8 |
1.4% |
87% |
True |
False |
812,357 |
10 |
4,128.0 |
3,782.0 |
346.0 |
8.4% |
67.9 |
1.7% |
93% |
True |
False |
765,665 |
20 |
4,128.0 |
3,753.0 |
375.0 |
9.1% |
70.7 |
1.7% |
94% |
True |
False |
842,018 |
40 |
4,128.0 |
3,753.0 |
375.0 |
9.1% |
55.6 |
1.4% |
94% |
True |
False |
495,921 |
60 |
4,128.0 |
3,430.0 |
698.0 |
17.0% |
55.7 |
1.4% |
97% |
True |
False |
331,415 |
80 |
4,128.0 |
3,250.0 |
878.0 |
21.4% |
59.0 |
1.4% |
97% |
True |
False |
248,891 |
100 |
4,128.0 |
3,250.0 |
878.0 |
21.4% |
51.5 |
1.3% |
97% |
True |
False |
199,246 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,361.8 |
2.618 |
4,272.0 |
1.618 |
4,217.0 |
1.000 |
4,183.0 |
0.618 |
4,162.0 |
HIGH |
4,128.0 |
0.618 |
4,107.0 |
0.500 |
4,100.5 |
0.382 |
4,094.0 |
LOW |
4,073.0 |
0.618 |
4,039.0 |
1.000 |
4,018.0 |
1.618 |
3,984.0 |
2.618 |
3,929.0 |
4.250 |
3,839.3 |
|
|
Fisher Pivots for day following 11-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,103.5 |
4,096.3 |
PP |
4,102.0 |
4,087.7 |
S1 |
4,100.5 |
4,079.0 |
|