| 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 |
11,282.50 |
11,474.50 |
192.00 |
1.7% |
11,122.50 |
| High |
11,479.50 |
11,579.75 |
100.25 |
0.9% |
11,182.00 |
| Low |
11,239.75 |
11,291.00 |
51.25 |
0.5% |
10,751.00 |
| Close |
11,476.50 |
11,534.25 |
57.75 |
0.5% |
11,113.50 |
| Range |
239.75 |
288.75 |
49.00 |
20.4% |
431.00 |
| ATR |
283.15 |
283.55 |
0.40 |
0.1% |
0.00 |
| Volume |
500,153 |
754,571 |
254,418 |
50.9% |
2,846,468 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,334.50 |
12,223.25 |
11,693.00 |
|
| R3 |
12,045.75 |
11,934.50 |
11,613.75 |
|
| R2 |
11,757.00 |
11,757.00 |
11,587.25 |
|
| R1 |
11,645.75 |
11,645.75 |
11,560.75 |
11,701.50 |
| PP |
11,468.25 |
11,468.25 |
11,468.25 |
11,496.25 |
| S1 |
11,357.00 |
11,357.00 |
11,507.75 |
11,412.50 |
| S2 |
11,179.50 |
11,179.50 |
11,481.25 |
|
| S3 |
10,890.75 |
11,068.25 |
11,454.75 |
|
| S4 |
10,602.00 |
10,779.50 |
11,375.50 |
|
|
| 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 |
11,579.75 |
10,751.00 |
828.75 |
7.2% |
280.75 |
2.4% |
95% |
True |
False |
639,331 |
| 10 |
11,579.75 |
10,751.00 |
828.75 |
7.2% |
267.75 |
2.3% |
95% |
True |
False |
623,927 |
| 20 |
12,069.50 |
10,751.00 |
1,318.50 |
11.4% |
284.25 |
2.5% |
59% |
False |
False |
619,584 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
13.9% |
279.00 |
2.4% |
49% |
False |
False |
348,456 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
13.9% |
310.50 |
2.7% |
49% |
False |
False |
232,657 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
15.3% |
327.00 |
2.8% |
53% |
False |
False |
174,708 |
| 100 |
13,369.50 |
10,595.25 |
2,774.25 |
24.1% |
318.75 |
2.8% |
34% |
False |
False |
139,798 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
28.9% |
301.25 |
2.6% |
28% |
False |
False |
116,500 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,807.00 |
|
2.618 |
12,335.75 |
|
1.618 |
12,047.00 |
|
1.000 |
11,868.50 |
|
0.618 |
11,758.25 |
|
HIGH |
11,579.75 |
|
0.618 |
11,469.50 |
|
0.500 |
11,435.50 |
|
0.382 |
11,401.25 |
|
LOW |
11,291.00 |
|
0.618 |
11,112.50 |
|
1.000 |
11,002.25 |
|
1.618 |
10,823.75 |
|
2.618 |
10,535.00 |
|
4.250 |
10,063.75 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,501.25 |
11,468.50 |
| PP |
11,468.25 |
11,402.75 |
| S1 |
11,435.50 |
11,337.00 |
|