Trading Metrics calculated at close of trading on 10-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
3,918.50 |
3,914.50 |
-4.00 |
-0.1% |
3,895.00 |
High |
3,973.25 |
3,943.75 |
-29.50 |
-0.7% |
3,928.75 |
Low |
3,909.75 |
3,891.50 |
-18.25 |
-0.5% |
3,814.50 |
Close |
3,913.75 |
3,940.75 |
27.00 |
0.7% |
3,915.50 |
Range |
63.50 |
52.25 |
-11.25 |
-17.7% |
114.25 |
ATR |
78.46 |
76.59 |
-1.87 |
-2.4% |
0.00 |
Volume |
1,697,887 |
1,520,955 |
-176,932 |
-10.4% |
7,400,755 |
|
Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,082.00 |
4,063.75 |
3,969.50 |
|
R3 |
4,029.75 |
4,011.50 |
3,955.00 |
|
R2 |
3,977.50 |
3,977.50 |
3,950.25 |
|
R1 |
3,959.25 |
3,959.25 |
3,945.50 |
3,968.50 |
PP |
3,925.25 |
3,925.25 |
3,925.25 |
3,930.00 |
S1 |
3,907.00 |
3,907.00 |
3,936.00 |
3,916.00 |
S2 |
3,873.00 |
3,873.00 |
3,931.25 |
|
S3 |
3,820.75 |
3,854.75 |
3,926.50 |
|
S4 |
3,768.50 |
3,802.50 |
3,912.00 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,229.00 |
4,186.50 |
3,978.25 |
|
R3 |
4,114.75 |
4,072.25 |
3,947.00 |
|
R2 |
4,000.50 |
4,000.50 |
3,936.50 |
|
R1 |
3,958.00 |
3,958.00 |
3,926.00 |
3,979.25 |
PP |
3,886.25 |
3,886.25 |
3,886.25 |
3,897.00 |
S1 |
3,843.75 |
3,843.75 |
3,905.00 |
3,865.00 |
S2 |
3,772.00 |
3,772.00 |
3,894.50 |
|
S3 |
3,657.75 |
3,729.50 |
3,884.00 |
|
S4 |
3,543.50 |
3,615.25 |
3,852.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,973.25 |
3,819.00 |
154.25 |
3.9% |
69.75 |
1.8% |
79% |
False |
False |
1,767,424 |
10 |
3,973.25 |
3,804.50 |
168.75 |
4.3% |
70.00 |
1.8% |
81% |
False |
False |
1,545,761 |
20 |
4,180.00 |
3,788.50 |
391.50 |
9.9% |
81.00 |
2.1% |
39% |
False |
False |
1,714,410 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.9% |
73.75 |
1.9% |
39% |
False |
False |
908,681 |
60 |
4,180.00 |
3,620.50 |
559.50 |
14.2% |
83.50 |
2.1% |
57% |
False |
False |
607,115 |
80 |
4,180.00 |
3,530.25 |
649.75 |
16.5% |
87.75 |
2.2% |
63% |
False |
False |
456,282 |
100 |
4,341.50 |
3,530.25 |
811.25 |
20.6% |
86.25 |
2.2% |
51% |
False |
False |
365,165 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.4% |
82.50 |
2.1% |
49% |
False |
False |
304,362 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,165.75 |
2.618 |
4,080.50 |
1.618 |
4,028.25 |
1.000 |
3,996.00 |
0.618 |
3,976.00 |
HIGH |
3,943.75 |
0.618 |
3,923.75 |
0.500 |
3,917.50 |
0.382 |
3,911.50 |
LOW |
3,891.50 |
0.618 |
3,859.25 |
1.000 |
3,839.25 |
1.618 |
3,807.00 |
2.618 |
3,754.75 |
4.250 |
3,669.50 |
|
|
Fisher Pivots for day following 10-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,933.00 |
3,926.00 |
PP |
3,925.25 |
3,911.00 |
S1 |
3,917.50 |
3,896.00 |
|