Trading Metrics calculated at close of trading on 12-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2023 |
12-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
4,088.0 |
4,124.0 |
36.0 |
0.9% |
3,831.0 |
High |
4,128.0 |
4,153.0 |
25.0 |
0.6% |
4,045.0 |
Low |
4,073.0 |
4,106.0 |
33.0 |
0.8% |
3,812.0 |
Close |
4,105.0 |
4,139.0 |
34.0 |
0.8% |
4,023.0 |
Range |
55.0 |
47.0 |
-8.0 |
-14.5% |
233.0 |
ATR |
66.1 |
64.8 |
-1.3 |
-2.0% |
0.0 |
Volume |
880,513 |
1,013,504 |
132,991 |
15.1% |
3,603,177 |
|
Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,273.7 |
4,253.3 |
4,164.9 |
|
R3 |
4,226.7 |
4,206.3 |
4,151.9 |
|
R2 |
4,179.7 |
4,179.7 |
4,147.6 |
|
R1 |
4,159.3 |
4,159.3 |
4,143.3 |
4,169.5 |
PP |
4,132.7 |
4,132.7 |
4,132.7 |
4,137.8 |
S1 |
4,112.3 |
4,112.3 |
4,134.7 |
4,122.5 |
S2 |
4,085.7 |
4,085.7 |
4,130.4 |
|
S3 |
4,038.7 |
4,065.3 |
4,126.1 |
|
S4 |
3,991.7 |
4,018.3 |
4,113.2 |
|
|
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 |
4,153.0 |
3,958.0 |
195.0 |
4.7% |
59.0 |
1.4% |
93% |
True |
False |
871,105 |
10 |
4,153.0 |
3,782.0 |
371.0 |
9.0% |
67.8 |
1.6% |
96% |
True |
False |
833,495 |
20 |
4,153.0 |
3,753.0 |
400.0 |
9.7% |
67.3 |
1.6% |
97% |
True |
False |
772,392 |
40 |
4,153.0 |
3,753.0 |
400.0 |
9.7% |
55.1 |
1.3% |
97% |
True |
False |
521,233 |
60 |
4,153.0 |
3,430.0 |
723.0 |
17.5% |
55.6 |
1.3% |
98% |
True |
False |
348,305 |
80 |
4,153.0 |
3,250.0 |
903.0 |
21.8% |
58.4 |
1.4% |
98% |
True |
False |
261,559 |
100 |
4,153.0 |
3,250.0 |
903.0 |
21.8% |
52.0 |
1.3% |
98% |
True |
False |
209,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,352.8 |
2.618 |
4,276.0 |
1.618 |
4,229.0 |
1.000 |
4,200.0 |
0.618 |
4,182.0 |
HIGH |
4,153.0 |
0.618 |
4,135.0 |
0.500 |
4,129.5 |
0.382 |
4,124.0 |
LOW |
4,106.0 |
0.618 |
4,077.0 |
1.000 |
4,059.0 |
1.618 |
4,030.0 |
2.618 |
3,983.0 |
4.250 |
3,906.3 |
|
|
Fisher Pivots for day following 12-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,135.8 |
4,124.7 |
PP |
4,132.7 |
4,110.3 |
S1 |
4,129.5 |
4,096.0 |
|