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 |
3,914.50 |
3,941.00 |
26.50 |
0.7% |
3,895.00 |
High |
3,943.75 |
3,992.50 |
48.75 |
1.2% |
3,928.75 |
Low |
3,891.50 |
3,934.50 |
43.00 |
1.1% |
3,814.50 |
Close |
3,940.75 |
3,990.00 |
49.25 |
1.2% |
3,915.50 |
Range |
52.25 |
58.00 |
5.75 |
11.0% |
114.25 |
ATR |
76.59 |
75.26 |
-1.33 |
-1.7% |
0.00 |
Volume |
1,520,955 |
1,398,769 |
-122,186 |
-8.0% |
7,400,755 |
|
Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,146.25 |
4,126.25 |
4,022.00 |
|
R3 |
4,088.25 |
4,068.25 |
4,006.00 |
|
R2 |
4,030.25 |
4,030.25 |
4,000.75 |
|
R1 |
4,010.25 |
4,010.25 |
3,995.25 |
4,020.25 |
PP |
3,972.25 |
3,972.25 |
3,972.25 |
3,977.50 |
S1 |
3,952.25 |
3,952.25 |
3,984.75 |
3,962.25 |
S2 |
3,914.25 |
3,914.25 |
3,979.25 |
|
S3 |
3,856.25 |
3,894.25 |
3,974.00 |
|
S4 |
3,798.25 |
3,836.25 |
3,958.00 |
|
|
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 |
3,992.50 |
3,819.00 |
173.50 |
4.3% |
69.25 |
1.7% |
99% |
True |
False |
1,664,747 |
10 |
3,992.50 |
3,804.50 |
188.00 |
4.7% |
69.50 |
1.7% |
99% |
True |
False |
1,584,997 |
20 |
4,180.00 |
3,788.50 |
391.50 |
9.8% |
80.50 |
2.0% |
51% |
False |
False |
1,677,058 |
40 |
4,180.00 |
3,788.50 |
391.50 |
9.8% |
73.75 |
1.8% |
51% |
False |
False |
943,521 |
60 |
4,180.00 |
3,620.50 |
559.50 |
14.0% |
82.25 |
2.1% |
66% |
False |
False |
630,379 |
80 |
4,180.00 |
3,530.25 |
649.75 |
16.3% |
87.75 |
2.2% |
71% |
False |
False |
473,749 |
100 |
4,322.00 |
3,530.25 |
791.75 |
19.8% |
86.50 |
2.2% |
58% |
False |
False |
379,148 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
82.50 |
2.1% |
55% |
False |
False |
316,019 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,239.00 |
2.618 |
4,144.25 |
1.618 |
4,086.25 |
1.000 |
4,050.50 |
0.618 |
4,028.25 |
HIGH |
3,992.50 |
0.618 |
3,970.25 |
0.500 |
3,963.50 |
0.382 |
3,956.75 |
LOW |
3,934.50 |
0.618 |
3,898.75 |
1.000 |
3,876.50 |
1.618 |
3,840.75 |
2.618 |
3,782.75 |
4.250 |
3,688.00 |
|
|
Fisher Pivots for day following 11-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,981.25 |
3,974.00 |
PP |
3,972.25 |
3,958.00 |
S1 |
3,963.50 |
3,942.00 |
|