| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
10,988.50 |
10,838.75 |
-149.75 |
-1.4% |
11,122.50 |
| High |
11,046.75 |
11,165.75 |
119.00 |
1.1% |
11,182.00 |
| Low |
10,805.00 |
10,751.00 |
-54.00 |
-0.5% |
10,751.00 |
| Close |
10,820.25 |
11,113.50 |
293.25 |
2.7% |
11,113.50 |
| Range |
241.75 |
414.75 |
173.00 |
71.6% |
431.00 |
| ATR |
286.01 |
295.21 |
9.20 |
3.2% |
0.00 |
| Volume |
694,452 |
736,332 |
41,880 |
6.0% |
2,846,468 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,254.25 |
12,098.75 |
11,341.50 |
|
| R3 |
11,839.50 |
11,684.00 |
11,227.50 |
|
| R2 |
11,424.75 |
11,424.75 |
11,189.50 |
|
| R1 |
11,269.25 |
11,269.25 |
11,151.50 |
11,347.00 |
| PP |
11,010.00 |
11,010.00 |
11,010.00 |
11,049.00 |
| S1 |
10,854.50 |
10,854.50 |
11,075.50 |
10,932.25 |
| S2 |
10,595.25 |
10,595.25 |
11,037.50 |
|
| S3 |
10,180.50 |
10,439.75 |
10,999.50 |
|
| S4 |
9,765.75 |
10,025.00 |
10,885.50 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,308.50 |
12,142.00 |
11,350.50 |
|
| R3 |
11,877.50 |
11,711.00 |
11,232.00 |
|
| R2 |
11,446.50 |
11,446.50 |
11,192.50 |
|
| R1 |
11,280.00 |
11,280.00 |
11,153.00 |
11,147.75 |
| PP |
11,015.50 |
11,015.50 |
11,015.50 |
10,949.50 |
| S1 |
10,849.00 |
10,849.00 |
11,074.00 |
10,716.75 |
| S2 |
10,584.50 |
10,584.50 |
11,034.50 |
|
| S3 |
10,153.50 |
10,418.00 |
10,995.00 |
|
| S4 |
9,722.50 |
9,987.00 |
10,876.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,182.00 |
10,751.00 |
431.00 |
3.9% |
279.00 |
2.5% |
84% |
False |
True |
661,790 |
| 10 |
11,384.75 |
10,751.00 |
633.75 |
5.7% |
295.50 |
2.7% |
57% |
False |
True |
616,335 |
| 20 |
12,354.75 |
10,751.00 |
1,603.75 |
14.4% |
297.00 |
2.7% |
23% |
False |
True |
569,451 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
14.4% |
296.50 |
2.7% |
23% |
False |
True |
287,098 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
15.8% |
323.75 |
2.9% |
29% |
False |
False |
191,712 |
| 80 |
12,383.50 |
10,595.25 |
1,788.25 |
16.1% |
326.25 |
2.9% |
29% |
False |
False |
143,973 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
30.0% |
314.75 |
2.8% |
16% |
False |
False |
115,195 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,928.50 |
|
2.618 |
12,251.50 |
|
1.618 |
11,836.75 |
|
1.000 |
11,580.50 |
|
0.618 |
11,422.00 |
|
HIGH |
11,165.75 |
|
0.618 |
11,007.25 |
|
0.500 |
10,958.50 |
|
0.382 |
10,909.50 |
|
LOW |
10,751.00 |
|
0.618 |
10,494.75 |
|
1.000 |
10,336.25 |
|
1.618 |
10,080.00 |
|
2.618 |
9,665.25 |
|
4.250 |
8,988.25 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,061.75 |
11,061.75 |
| PP |
11,010.00 |
11,010.00 |
| S1 |
10,958.50 |
10,958.50 |
|