| Trading Metrics calculated at close of trading on 09-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
10,838.75 |
11,126.50 |
287.75 |
2.7% |
11,122.50 |
| High |
11,165.75 |
11,385.50 |
219.75 |
2.0% |
11,182.00 |
| Low |
10,751.00 |
11,120.25 |
369.25 |
3.4% |
10,751.00 |
| Close |
11,113.50 |
11,185.50 |
72.00 |
0.6% |
11,113.50 |
| Range |
414.75 |
265.25 |
-149.50 |
-36.0% |
431.00 |
| ATR |
295.21 |
293.55 |
-1.66 |
-0.6% |
0.00 |
| Volume |
736,332 |
646,318 |
-90,014 |
-12.2% |
2,846,468 |
|
| Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,026.25 |
11,871.00 |
11,331.50 |
|
| R3 |
11,761.00 |
11,605.75 |
11,258.50 |
|
| R2 |
11,495.75 |
11,495.75 |
11,234.25 |
|
| R1 |
11,340.50 |
11,340.50 |
11,209.75 |
11,418.00 |
| PP |
11,230.50 |
11,230.50 |
11,230.50 |
11,269.25 |
| S1 |
11,075.25 |
11,075.25 |
11,161.25 |
11,153.00 |
| S2 |
10,965.25 |
10,965.25 |
11,136.75 |
|
| S3 |
10,700.00 |
10,810.00 |
11,112.50 |
|
| S4 |
10,434.75 |
10,544.75 |
11,039.50 |
|
|
| 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 |
11,385.50 |
10,751.00 |
634.50 |
5.7% |
292.75 |
2.6% |
68% |
True |
False |
698,557 |
| 10 |
11,385.50 |
10,751.00 |
634.50 |
5.7% |
270.50 |
2.4% |
68% |
True |
False |
609,517 |
| 20 |
12,354.75 |
10,751.00 |
1,603.75 |
14.3% |
297.50 |
2.7% |
27% |
False |
False |
598,560 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
14.3% |
294.50 |
2.6% |
27% |
False |
False |
303,223 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
15.7% |
325.50 |
2.9% |
34% |
False |
False |
202,472 |
| 80 |
12,383.50 |
10,595.25 |
1,788.25 |
16.0% |
327.50 |
2.9% |
33% |
False |
False |
152,050 |
| 100 |
13,793.25 |
10,595.25 |
3,198.00 |
28.6% |
315.50 |
2.8% |
18% |
False |
False |
121,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,512.75 |
|
2.618 |
12,080.00 |
|
1.618 |
11,814.75 |
|
1.000 |
11,650.75 |
|
0.618 |
11,549.50 |
|
HIGH |
11,385.50 |
|
0.618 |
11,284.25 |
|
0.500 |
11,253.00 |
|
0.382 |
11,221.50 |
|
LOW |
11,120.25 |
|
0.618 |
10,956.25 |
|
1.000 |
10,855.00 |
|
1.618 |
10,691.00 |
|
2.618 |
10,425.75 |
|
4.250 |
9,993.00 |
|
|
| Fisher Pivots for day following 09-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,253.00 |
11,146.50 |
| PP |
11,230.50 |
11,107.25 |
| S1 |
11,208.00 |
11,068.25 |
|