| 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 |
1,831.1 |
1,857.1 |
26.0 |
1.4% |
1,790.0 |
| High |
1,857.1 |
1,887.2 |
30.1 |
1.6% |
1,808.0 |
| Low |
1,830.5 |
1,843.2 |
12.7 |
0.7% |
1,745.4 |
| Close |
1,855.2 |
1,885.8 |
30.6 |
1.6% |
1,803.4 |
| Range |
26.6 |
44.0 |
17.4 |
65.4% |
62.6 |
| ATR |
40.0 |
40.3 |
0.3 |
0.7% |
0.0 |
| Volume |
169,677 |
243,092 |
73,415 |
43.3% |
840,899 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,004.1 |
1,988.9 |
1,910.0 |
|
| R3 |
1,960.1 |
1,944.9 |
1,897.9 |
|
| R2 |
1,916.1 |
1,916.1 |
1,893.9 |
|
| R1 |
1,900.9 |
1,900.9 |
1,889.8 |
1,908.5 |
| PP |
1,872.1 |
1,872.1 |
1,872.1 |
1,875.9 |
| S1 |
1,856.9 |
1,856.9 |
1,881.8 |
1,864.5 |
| S2 |
1,828.1 |
1,828.1 |
1,877.7 |
|
| S3 |
1,784.1 |
1,812.9 |
1,873.7 |
|
| S4 |
1,740.1 |
1,768.9 |
1,861.6 |
|
|
| 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 |
1,887.2 |
1,759.3 |
127.9 |
6.8% |
36.6 |
1.9% |
99% |
True |
False |
191,533 |
| 10 |
1,887.2 |
1,732.0 |
155.2 |
8.2% |
38.9 |
2.1% |
99% |
True |
False |
186,331 |
| 20 |
1,887.2 |
1,730.8 |
156.4 |
8.3% |
40.3 |
2.1% |
99% |
True |
False |
182,618 |
| 40 |
1,927.6 |
1,730.8 |
196.8 |
10.4% |
39.8 |
2.1% |
79% |
False |
False |
114,886 |
| 60 |
1,927.6 |
1,711.7 |
215.9 |
11.4% |
43.1 |
2.3% |
81% |
False |
False |
76,648 |
| 80 |
1,927.6 |
1,658.9 |
268.7 |
14.2% |
46.3 |
2.5% |
84% |
False |
False |
57,499 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,074.2 |
|
2.618 |
2,002.4 |
|
1.618 |
1,958.4 |
|
1.000 |
1,931.2 |
|
0.618 |
1,914.4 |
|
HIGH |
1,887.2 |
|
0.618 |
1,870.4 |
|
0.500 |
1,865.2 |
|
0.382 |
1,860.0 |
|
LOW |
1,843.2 |
|
0.618 |
1,816.0 |
|
1.000 |
1,799.2 |
|
1.618 |
1,772.0 |
|
2.618 |
1,728.0 |
|
4.250 |
1,656.2 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,878.9 |
1,871.0 |
| PP |
1,872.1 |
1,856.2 |
| S1 |
1,865.2 |
1,841.5 |
|