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 |
14,782.0 |
14,916.0 |
134.0 |
0.9% |
14,036.0 |
High |
14,909.0 |
15,067.0 |
158.0 |
1.1% |
14,744.0 |
Low |
14,739.0 |
14,856.0 |
117.0 |
0.8% |
13,962.0 |
Close |
14,834.0 |
15,003.0 |
169.0 |
1.1% |
14,665.0 |
Range |
170.0 |
211.0 |
41.0 |
24.1% |
782.0 |
ATR |
216.1 |
217.4 |
1.2 |
0.6% |
0.0 |
Volume |
46,787 |
52,416 |
5,629 |
12.0% |
261,542 |
|
Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,608.3 |
15,516.7 |
15,119.1 |
|
R3 |
15,397.3 |
15,305.7 |
15,061.0 |
|
R2 |
15,186.3 |
15,186.3 |
15,041.7 |
|
R1 |
15,094.7 |
15,094.7 |
15,022.3 |
15,140.5 |
PP |
14,975.3 |
14,975.3 |
14,975.3 |
14,998.3 |
S1 |
14,883.7 |
14,883.7 |
14,983.7 |
14,929.5 |
S2 |
14,764.3 |
14,764.3 |
14,964.3 |
|
S3 |
14,553.3 |
14,672.7 |
14,945.0 |
|
S4 |
14,342.3 |
14,461.7 |
14,887.0 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,803.0 |
16,516.0 |
15,095.1 |
|
R3 |
16,021.0 |
15,734.0 |
14,880.1 |
|
R2 |
15,239.0 |
15,239.0 |
14,808.4 |
|
R1 |
14,952.0 |
14,952.0 |
14,736.7 |
15,095.5 |
PP |
14,457.0 |
14,457.0 |
14,457.0 |
14,528.8 |
S1 |
14,170.0 |
14,170.0 |
14,593.3 |
14,313.5 |
S2 |
13,675.0 |
13,675.0 |
14,521.6 |
|
S3 |
12,893.0 |
13,388.0 |
14,450.0 |
|
S4 |
12,111.0 |
12,606.0 |
14,234.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
15,067.0 |
14,446.0 |
621.0 |
4.1% |
199.8 |
1.3% |
90% |
True |
False |
52,856 |
10 |
15,067.0 |
13,880.0 |
1,187.0 |
7.9% |
230.4 |
1.5% |
95% |
True |
False |
53,566 |
20 |
15,067.0 |
13,765.0 |
1,302.0 |
8.7% |
233.9 |
1.6% |
95% |
True |
False |
52,297 |
40 |
15,067.0 |
13,765.0 |
1,302.0 |
8.7% |
182.5 |
1.2% |
95% |
True |
False |
27,133 |
60 |
15,067.0 |
12,650.0 |
2,417.0 |
16.1% |
170.7 |
1.1% |
97% |
True |
False |
18,119 |
80 |
15,067.0 |
11,934.0 |
3,133.0 |
20.9% |
189.7 |
1.3% |
98% |
True |
False |
13,601 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,963.8 |
2.618 |
15,619.4 |
1.618 |
15,408.4 |
1.000 |
15,278.0 |
0.618 |
15,197.4 |
HIGH |
15,067.0 |
0.618 |
14,986.4 |
0.500 |
14,961.5 |
0.382 |
14,936.6 |
LOW |
14,856.0 |
0.618 |
14,725.6 |
1.000 |
14,645.0 |
1.618 |
14,514.6 |
2.618 |
14,303.6 |
4.250 |
13,959.3 |
|
|
Fisher Pivots for day following 11-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
14,989.2 |
14,960.7 |
PP |
14,975.3 |
14,918.3 |
S1 |
14,961.5 |
14,876.0 |
|