| 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 |
3,941.00 |
3,991.75 |
50.75 |
1.3% |
3,895.00 |
| High |
3,992.50 |
4,021.50 |
29.00 |
0.7% |
3,928.75 |
| Low |
3,934.50 |
3,954.00 |
19.50 |
0.5% |
3,814.50 |
| Close |
3,990.00 |
4,003.50 |
13.50 |
0.3% |
3,915.50 |
| Range |
58.00 |
67.50 |
9.50 |
16.4% |
114.25 |
| ATR |
75.26 |
74.70 |
-0.55 |
-0.7% |
0.00 |
| Volume |
1,398,769 |
2,102,587 |
703,818 |
50.3% |
7,400,755 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,195.50 |
4,167.00 |
4,040.50 |
|
| R3 |
4,128.00 |
4,099.50 |
4,022.00 |
|
| R2 |
4,060.50 |
4,060.50 |
4,016.00 |
|
| R1 |
4,032.00 |
4,032.00 |
4,009.75 |
4,046.25 |
| PP |
3,993.00 |
3,993.00 |
3,993.00 |
4,000.00 |
| S1 |
3,964.50 |
3,964.50 |
3,997.25 |
3,978.75 |
| S2 |
3,925.50 |
3,925.50 |
3,991.00 |
|
| S3 |
3,858.00 |
3,897.00 |
3,985.00 |
|
| S4 |
3,790.50 |
3,829.50 |
3,966.50 |
|
|
| 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 |
4,021.50 |
3,819.00 |
202.50 |
5.1% |
70.25 |
1.8% |
91% |
True |
False |
1,749,270 |
| 10 |
4,021.50 |
3,806.25 |
215.25 |
5.4% |
69.25 |
1.7% |
92% |
True |
False |
1,666,974 |
| 20 |
4,090.75 |
3,788.50 |
302.25 |
7.5% |
75.75 |
1.9% |
71% |
False |
False |
1,638,985 |
| 40 |
4,180.00 |
3,788.50 |
391.50 |
9.8% |
74.00 |
1.9% |
55% |
False |
False |
995,890 |
| 60 |
4,180.00 |
3,670.00 |
510.00 |
12.7% |
81.50 |
2.0% |
65% |
False |
False |
665,383 |
| 80 |
4,180.00 |
3,530.25 |
649.75 |
16.2% |
87.75 |
2.2% |
73% |
False |
False |
500,014 |
| 100 |
4,265.75 |
3,530.25 |
735.50 |
18.4% |
86.75 |
2.2% |
64% |
False |
False |
400,171 |
| 120 |
4,373.50 |
3,530.25 |
843.25 |
21.1% |
82.25 |
2.1% |
56% |
False |
False |
333,538 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,308.50 |
|
2.618 |
4,198.25 |
|
1.618 |
4,130.75 |
|
1.000 |
4,089.00 |
|
0.618 |
4,063.25 |
|
HIGH |
4,021.50 |
|
0.618 |
3,995.75 |
|
0.500 |
3,987.75 |
|
0.382 |
3,979.75 |
|
LOW |
3,954.00 |
|
0.618 |
3,912.25 |
|
1.000 |
3,886.50 |
|
1.618 |
3,844.75 |
|
2.618 |
3,777.25 |
|
4.250 |
3,667.00 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3,998.25 |
3,987.75 |
| PP |
3,993.00 |
3,972.25 |
| S1 |
3,987.75 |
3,956.50 |
|