| 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 |
11,126.50 |
11,184.75 |
58.25 |
0.5% |
11,122.50 |
| High |
11,385.50 |
11,288.75 |
-96.75 |
-0.8% |
11,182.00 |
| Low |
11,120.25 |
11,094.00 |
-26.25 |
-0.2% |
10,751.00 |
| Close |
11,185.50 |
11,282.00 |
96.50 |
0.9% |
11,113.50 |
| Range |
265.25 |
194.75 |
-70.50 |
-26.6% |
431.00 |
| ATR |
293.55 |
286.49 |
-7.06 |
-2.4% |
0.00 |
| Volume |
646,318 |
559,281 |
-87,037 |
-13.5% |
2,846,468 |
|
| Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,805.75 |
11,738.75 |
11,389.00 |
|
| R3 |
11,611.00 |
11,544.00 |
11,335.50 |
|
| R2 |
11,416.25 |
11,416.25 |
11,317.75 |
|
| R1 |
11,349.25 |
11,349.25 |
11,299.75 |
11,382.75 |
| PP |
11,221.50 |
11,221.50 |
11,221.50 |
11,238.50 |
| S1 |
11,154.50 |
11,154.50 |
11,264.25 |
11,188.00 |
| S2 |
11,026.75 |
11,026.75 |
11,246.25 |
|
| S3 |
10,832.00 |
10,959.75 |
11,228.50 |
|
| S4 |
10,637.25 |
10,765.00 |
11,175.00 |
|
|
| 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 |
5.6% |
264.25 |
2.3% |
84% |
False |
False |
678,877 |
| 10 |
11,385.50 |
10,751.00 |
634.50 |
5.6% |
267.50 |
2.4% |
84% |
False |
False |
611,992 |
| 20 |
12,354.75 |
10,751.00 |
1,603.75 |
14.2% |
295.75 |
2.6% |
33% |
False |
False |
614,137 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
14.2% |
278.25 |
2.5% |
33% |
False |
False |
317,154 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
14.3% |
317.75 |
2.8% |
33% |
False |
False |
211,769 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
15.6% |
325.75 |
2.9% |
39% |
False |
False |
159,038 |
| 100 |
13,760.00 |
10,595.25 |
3,164.75 |
28.1% |
315.50 |
2.8% |
22% |
False |
False |
127,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,116.50 |
|
2.618 |
11,798.50 |
|
1.618 |
11,603.75 |
|
1.000 |
11,483.50 |
|
0.618 |
11,409.00 |
|
HIGH |
11,288.75 |
|
0.618 |
11,214.25 |
|
0.500 |
11,191.50 |
|
0.382 |
11,168.50 |
|
LOW |
11,094.00 |
|
0.618 |
10,973.75 |
|
1.000 |
10,899.25 |
|
1.618 |
10,779.00 |
|
2.618 |
10,584.25 |
|
4.250 |
10,266.25 |
|
|
| Fisher Pivots for day following 10-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,251.75 |
11,210.75 |
| PP |
11,221.50 |
11,139.50 |
| S1 |
11,191.50 |
11,068.25 |
|