| Trading Metrics calculated at close of trading on 17-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jan-2023 |
17-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
11,528.50 |
11,613.50 |
85.00 |
0.7% |
11,126.50 |
| High |
11,619.50 |
11,685.00 |
65.50 |
0.6% |
11,619.50 |
| Low |
11,389.00 |
11,510.25 |
121.25 |
1.1% |
11,094.00 |
| Close |
11,608.00 |
11,624.50 |
16.50 |
0.1% |
11,608.00 |
| Range |
230.50 |
174.75 |
-55.75 |
-24.2% |
525.50 |
| ATR |
279.76 |
272.26 |
-7.50 |
-2.7% |
0.00 |
| Volume |
482,002 |
576,141 |
94,139 |
19.5% |
2,942,325 |
|
| Daily Pivots for day following 17-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,130.75 |
12,052.50 |
11,720.50 |
|
| R3 |
11,956.00 |
11,877.75 |
11,672.50 |
|
| R2 |
11,781.25 |
11,781.25 |
11,656.50 |
|
| R1 |
11,703.00 |
11,703.00 |
11,640.50 |
11,742.00 |
| PP |
11,606.50 |
11,606.50 |
11,606.50 |
11,626.25 |
| S1 |
11,528.25 |
11,528.25 |
11,608.50 |
11,567.50 |
| S2 |
11,431.75 |
11,431.75 |
11,592.50 |
|
| S3 |
11,257.00 |
11,353.50 |
11,576.50 |
|
| S4 |
11,082.25 |
11,178.75 |
11,528.50 |
|
|
| 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 |
11,685.00 |
11,094.00 |
591.00 |
5.1% |
225.75 |
1.9% |
90% |
True |
False |
574,429 |
| 10 |
11,685.00 |
10,751.00 |
934.00 |
8.0% |
259.25 |
2.2% |
94% |
True |
False |
636,493 |
| 20 |
11,685.00 |
10,751.00 |
934.00 |
8.0% |
262.75 |
2.3% |
94% |
True |
False |
608,314 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
13.8% |
274.00 |
2.4% |
54% |
False |
False |
374,810 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
13.8% |
306.25 |
2.6% |
55% |
False |
False |
250,272 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
15.1% |
322.50 |
2.8% |
58% |
False |
False |
187,923 |
| 100 |
13,369.50 |
10,595.25 |
2,774.25 |
23.9% |
320.25 |
2.8% |
37% |
False |
False |
150,379 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
28.7% |
302.25 |
2.6% |
31% |
False |
False |
125,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,427.75 |
|
2.618 |
12,142.50 |
|
1.618 |
11,967.75 |
|
1.000 |
11,859.75 |
|
0.618 |
11,793.00 |
|
HIGH |
11,685.00 |
|
0.618 |
11,618.25 |
|
0.500 |
11,597.50 |
|
0.382 |
11,577.00 |
|
LOW |
11,510.25 |
|
0.618 |
11,402.25 |
|
1.000 |
11,335.50 |
|
1.618 |
11,227.50 |
|
2.618 |
11,052.75 |
|
4.250 |
10,767.50 |
|
|
| Fisher Pivots for day following 17-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,615.50 |
11,579.00 |
| PP |
11,606.50 |
11,533.50 |
| S1 |
11,597.50 |
11,488.00 |
|