| 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 |
1,806.5 |
1,831.1 |
24.6 |
1.4% |
1,790.0 |
| High |
1,833.3 |
1,857.1 |
23.8 |
1.3% |
1,808.0 |
| Low |
1,795.7 |
1,830.5 |
34.8 |
1.9% |
1,745.4 |
| Close |
1,832.2 |
1,855.2 |
23.0 |
1.3% |
1,803.4 |
| Range |
37.6 |
26.6 |
-11.0 |
-29.3% |
62.6 |
| ATR |
41.1 |
40.0 |
-1.0 |
-2.5% |
0.0 |
| Volume |
160,532 |
169,677 |
9,145 |
5.7% |
840,899 |
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,927.4 |
1,917.9 |
1,869.8 |
|
| R3 |
1,900.8 |
1,891.3 |
1,862.5 |
|
| R2 |
1,874.2 |
1,874.2 |
1,860.1 |
|
| R1 |
1,864.7 |
1,864.7 |
1,857.6 |
1,869.5 |
| PP |
1,847.6 |
1,847.6 |
1,847.6 |
1,850.0 |
| S1 |
1,838.1 |
1,838.1 |
1,852.8 |
1,842.9 |
| S2 |
1,821.0 |
1,821.0 |
1,850.3 |
|
| S3 |
1,794.4 |
1,811.5 |
1,847.9 |
|
| S4 |
1,767.8 |
1,784.9 |
1,840.6 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.4 |
1,951.0 |
1,837.8 |
|
| R3 |
1,910.8 |
1,888.4 |
1,820.6 |
|
| R2 |
1,848.2 |
1,848.2 |
1,814.9 |
|
| R1 |
1,825.8 |
1,825.8 |
1,809.1 |
1,837.0 |
| PP |
1,785.6 |
1,785.6 |
1,785.6 |
1,791.2 |
| S1 |
1,763.2 |
1,763.2 |
1,797.7 |
1,774.4 |
| S2 |
1,723.0 |
1,723.0 |
1,791.9 |
|
| S3 |
1,660.4 |
1,700.6 |
1,786.2 |
|
| S4 |
1,597.8 |
1,638.0 |
1,769.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,857.1 |
1,750.4 |
106.7 |
5.8% |
35.3 |
1.9% |
98% |
True |
False |
178,167 |
| 10 |
1,857.1 |
1,731.2 |
125.9 |
6.8% |
38.3 |
2.1% |
98% |
True |
False |
175,329 |
| 20 |
1,905.7 |
1,730.8 |
174.9 |
9.4% |
41.8 |
2.3% |
71% |
False |
False |
187,477 |
| 40 |
1,927.6 |
1,730.8 |
196.8 |
10.6% |
39.4 |
2.1% |
63% |
False |
False |
108,811 |
| 60 |
1,927.6 |
1,711.7 |
215.9 |
11.6% |
43.2 |
2.3% |
66% |
False |
False |
72,599 |
| 80 |
1,927.6 |
1,658.9 |
268.7 |
14.5% |
46.3 |
2.5% |
73% |
False |
False |
54,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,970.2 |
|
2.618 |
1,926.7 |
|
1.618 |
1,900.1 |
|
1.000 |
1,883.7 |
|
0.618 |
1,873.5 |
|
HIGH |
1,857.1 |
|
0.618 |
1,846.9 |
|
0.500 |
1,843.8 |
|
0.382 |
1,840.7 |
|
LOW |
1,830.5 |
|
0.618 |
1,814.1 |
|
1.000 |
1,803.9 |
|
1.618 |
1,787.5 |
|
2.618 |
1,760.9 |
|
4.250 |
1,717.5 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,851.4 |
1,845.6 |
| PP |
1,847.6 |
1,836.0 |
| S1 |
1,843.8 |
1,826.4 |
|