| Trading Metrics calculated at close of trading on 13-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
11,474.50 |
11,528.50 |
54.00 |
0.5% |
11,126.50 |
| High |
11,579.75 |
11,619.50 |
39.75 |
0.3% |
11,619.50 |
| Low |
11,291.00 |
11,389.00 |
98.00 |
0.9% |
11,094.00 |
| Close |
11,534.25 |
11,608.00 |
73.75 |
0.6% |
11,608.00 |
| Range |
288.75 |
230.50 |
-58.25 |
-20.2% |
525.50 |
| ATR |
283.55 |
279.76 |
-3.79 |
-1.3% |
0.00 |
| Volume |
754,571 |
482,002 |
-272,569 |
-36.1% |
2,942,325 |
|
| Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,230.25 |
12,149.75 |
11,734.75 |
|
| R3 |
11,999.75 |
11,919.25 |
11,671.50 |
|
| R2 |
11,769.25 |
11,769.25 |
11,650.25 |
|
| R1 |
11,688.75 |
11,688.75 |
11,629.25 |
11,729.00 |
| PP |
11,538.75 |
11,538.75 |
11,538.75 |
11,559.00 |
| S1 |
11,458.25 |
11,458.25 |
11,586.75 |
11,498.50 |
| S2 |
11,308.25 |
11,308.25 |
11,565.75 |
|
| S3 |
11,077.75 |
11,227.75 |
11,544.50 |
|
| S4 |
10,847.25 |
10,997.25 |
11,481.25 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,017.00 |
12,838.00 |
11,897.00 |
|
| R3 |
12,491.50 |
12,312.50 |
11,752.50 |
|
| R2 |
11,966.00 |
11,966.00 |
11,704.25 |
|
| R1 |
11,787.00 |
11,787.00 |
11,656.25 |
11,876.50 |
| PP |
11,440.50 |
11,440.50 |
11,440.50 |
11,485.25 |
| S1 |
11,261.50 |
11,261.50 |
11,559.75 |
11,351.00 |
| S2 |
10,915.00 |
10,915.00 |
11,511.75 |
|
| S3 |
10,389.50 |
10,736.00 |
11,463.50 |
|
| S4 |
9,864.00 |
10,210.50 |
11,319.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,619.50 |
11,094.00 |
525.50 |
4.5% |
243.75 |
2.1% |
98% |
True |
False |
588,465 |
| 10 |
11,619.50 |
10,751.00 |
868.50 |
7.5% |
261.50 |
2.3% |
99% |
True |
False |
625,127 |
| 20 |
11,898.00 |
10,751.00 |
1,147.00 |
9.9% |
278.75 |
2.4% |
75% |
False |
False |
613,026 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
13.8% |
276.00 |
2.4% |
53% |
False |
False |
360,438 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
13.9% |
308.75 |
2.7% |
54% |
False |
False |
240,678 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
15.2% |
326.50 |
2.8% |
58% |
False |
False |
180,728 |
| 100 |
13,369.50 |
10,595.25 |
2,774.25 |
23.9% |
320.25 |
2.8% |
37% |
False |
False |
144,618 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
28.7% |
302.00 |
2.6% |
30% |
False |
False |
120,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,599.00 |
|
2.618 |
12,223.00 |
|
1.618 |
11,992.50 |
|
1.000 |
11,850.00 |
|
0.618 |
11,762.00 |
|
HIGH |
11,619.50 |
|
0.618 |
11,531.50 |
|
0.500 |
11,504.25 |
|
0.382 |
11,477.00 |
|
LOW |
11,389.00 |
|
0.618 |
11,246.50 |
|
1.000 |
11,158.50 |
|
1.618 |
11,016.00 |
|
2.618 |
10,785.50 |
|
4.250 |
10,409.50 |
|
|
| Fisher Pivots for day following 13-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,573.50 |
11,548.50 |
| PP |
11,538.75 |
11,489.00 |
| S1 |
11,504.25 |
11,429.50 |
|