Trading Metrics calculated at close of trading on 10-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2023 |
10-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1,886.4 |
1,891.7 |
5.3 |
0.3% |
1,847.2 |
High |
1,902.4 |
1,901.4 |
-1.0 |
-0.1% |
1,891.1 |
Low |
1,886.4 |
1,889.0 |
2.6 |
0.1% |
1,846.1 |
Close |
1,894.2 |
1,893.0 |
-1.2 |
-0.1% |
1,885.9 |
Range |
16.0 |
12.4 |
-3.6 |
-22.5% |
45.0 |
ATR |
25.6 |
24.7 |
-0.9 |
-3.7% |
0.0 |
Volume |
52,315 |
46,442 |
-5,873 |
-11.2% |
57,961 |
|
Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,931.7 |
1,924.7 |
1,899.8 |
|
R3 |
1,919.3 |
1,912.3 |
1,896.4 |
|
R2 |
1,906.9 |
1,906.9 |
1,895.3 |
|
R1 |
1,899.9 |
1,899.9 |
1,894.1 |
1,903.4 |
PP |
1,894.5 |
1,894.5 |
1,894.5 |
1,896.2 |
S1 |
1,887.5 |
1,887.5 |
1,891.9 |
1,891.0 |
S2 |
1,882.1 |
1,882.1 |
1,890.7 |
|
S3 |
1,869.7 |
1,875.1 |
1,889.6 |
|
S4 |
1,857.3 |
1,862.7 |
1,886.2 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.4 |
1,992.6 |
1,910.7 |
|
R3 |
1,964.4 |
1,947.6 |
1,898.3 |
|
R2 |
1,919.4 |
1,919.4 |
1,894.2 |
|
R1 |
1,902.6 |
1,902.6 |
1,890.0 |
1,911.0 |
PP |
1,874.4 |
1,874.4 |
1,874.4 |
1,878.6 |
S1 |
1,857.6 |
1,857.6 |
1,881.8 |
1,866.0 |
S2 |
1,829.4 |
1,829.4 |
1,877.7 |
|
S3 |
1,784.4 |
1,812.6 |
1,873.5 |
|
S4 |
1,739.4 |
1,767.6 |
1,861.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,902.4 |
1,846.1 |
56.3 |
3.0% |
26.1 |
1.4% |
83% |
False |
False |
28,654 |
10 |
1,902.4 |
1,819.9 |
82.5 |
4.4% |
23.5 |
1.2% |
89% |
False |
False |
17,735 |
20 |
1,902.4 |
1,797.6 |
104.8 |
5.5% |
24.4 |
1.3% |
91% |
False |
False |
10,846 |
40 |
1,902.4 |
1,749.6 |
152.8 |
8.1% |
23.2 |
1.2% |
94% |
False |
False |
6,994 |
60 |
1,902.4 |
1,647.7 |
254.7 |
13.5% |
24.6 |
1.3% |
96% |
False |
False |
5,448 |
80 |
1,902.4 |
1,647.7 |
254.7 |
13.5% |
25.2 |
1.3% |
96% |
False |
False |
4,554 |
100 |
1,902.4 |
1,647.7 |
254.7 |
13.5% |
24.0 |
1.3% |
96% |
False |
False |
3,743 |
120 |
1,902.4 |
1,647.7 |
254.7 |
13.5% |
23.0 |
1.2% |
96% |
False |
False |
3,184 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.1 |
2.618 |
1,933.9 |
1.618 |
1,921.5 |
1.000 |
1,913.8 |
0.618 |
1,909.1 |
HIGH |
1,901.4 |
0.618 |
1,896.7 |
0.500 |
1,895.2 |
0.382 |
1,893.7 |
LOW |
1,889.0 |
0.618 |
1,881.3 |
1.000 |
1,876.6 |
1.618 |
1,868.9 |
2.618 |
1,856.5 |
4.250 |
1,836.3 |
|
|
Fisher Pivots for day following 10-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,895.2 |
1,887.7 |
PP |
1,894.5 |
1,882.3 |
S1 |
1,893.7 |
1,877.0 |
|