| 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 |
11,184.75 |
11,282.50 |
97.75 |
0.9% |
11,122.50 |
| High |
11,288.75 |
11,479.50 |
190.75 |
1.7% |
11,182.00 |
| Low |
11,094.00 |
11,239.75 |
145.75 |
1.3% |
10,751.00 |
| Close |
11,282.00 |
11,476.50 |
194.50 |
1.7% |
11,113.50 |
| Range |
194.75 |
239.75 |
45.00 |
23.1% |
431.00 |
| ATR |
286.49 |
283.15 |
-3.34 |
-1.2% |
0.00 |
| Volume |
559,281 |
500,153 |
-59,128 |
-10.6% |
2,846,468 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,117.75 |
12,037.00 |
11,608.25 |
|
| R3 |
11,878.00 |
11,797.25 |
11,542.50 |
|
| R2 |
11,638.25 |
11,638.25 |
11,520.50 |
|
| R1 |
11,557.50 |
11,557.50 |
11,498.50 |
11,598.00 |
| PP |
11,398.50 |
11,398.50 |
11,398.50 |
11,418.75 |
| S1 |
11,317.75 |
11,317.75 |
11,454.50 |
11,358.00 |
| S2 |
11,158.75 |
11,158.75 |
11,432.50 |
|
| S3 |
10,919.00 |
11,078.00 |
11,410.50 |
|
| S4 |
10,679.25 |
10,838.25 |
11,344.75 |
|
|
| 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 |
11,479.50 |
10,751.00 |
728.50 |
6.3% |
271.25 |
2.4% |
100% |
True |
False |
627,307 |
| 10 |
11,479.50 |
10,751.00 |
728.50 |
6.3% |
262.50 |
2.3% |
100% |
True |
False |
612,028 |
| 20 |
12,354.75 |
10,751.00 |
1,603.75 |
14.0% |
297.75 |
2.6% |
45% |
False |
False |
619,833 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
14.0% |
276.75 |
2.4% |
45% |
False |
False |
329,619 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
14.0% |
313.00 |
2.7% |
45% |
False |
False |
220,090 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
15.3% |
326.75 |
2.8% |
50% |
False |
False |
165,283 |
| 100 |
13,498.00 |
10,595.25 |
2,902.75 |
25.3% |
316.50 |
2.8% |
30% |
False |
False |
132,252 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,498.50 |
|
2.618 |
12,107.25 |
|
1.618 |
11,867.50 |
|
1.000 |
11,719.25 |
|
0.618 |
11,627.75 |
|
HIGH |
11,479.50 |
|
0.618 |
11,388.00 |
|
0.500 |
11,359.50 |
|
0.382 |
11,331.25 |
|
LOW |
11,239.75 |
|
0.618 |
11,091.50 |
|
1.000 |
11,000.00 |
|
1.618 |
10,851.75 |
|
2.618 |
10,612.00 |
|
4.250 |
10,220.75 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,437.50 |
11,413.25 |
| PP |
11,398.50 |
11,350.00 |
| S1 |
11,359.50 |
11,286.75 |
|