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 |
1,891.7 |
1,897.8 |
6.1 |
0.3% |
1,847.2 |
High |
1,901.4 |
1,907.2 |
5.8 |
0.3% |
1,891.1 |
Low |
1,889.0 |
1,887.5 |
-1.5 |
-0.1% |
1,846.1 |
Close |
1,893.0 |
1,895.5 |
2.5 |
0.1% |
1,885.9 |
Range |
12.4 |
19.7 |
7.3 |
58.9% |
45.0 |
ATR |
24.7 |
24.3 |
-0.4 |
-1.4% |
0.0 |
Volume |
46,442 |
65,905 |
19,463 |
41.9% |
57,961 |
|
Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,955.8 |
1,945.4 |
1,906.3 |
|
R3 |
1,936.1 |
1,925.7 |
1,900.9 |
|
R2 |
1,916.4 |
1,916.4 |
1,899.1 |
|
R1 |
1,906.0 |
1,906.0 |
1,897.3 |
1,901.4 |
PP |
1,896.7 |
1,896.7 |
1,896.7 |
1,894.4 |
S1 |
1,886.3 |
1,886.3 |
1,893.7 |
1,881.7 |
S2 |
1,877.0 |
1,877.0 |
1,891.9 |
|
S3 |
1,857.3 |
1,866.6 |
1,890.1 |
|
S4 |
1,837.6 |
1,846.9 |
1,884.7 |
|
|
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 |
1,907.2 |
1,846.1 |
61.1 |
3.2% |
24.3 |
1.3% |
81% |
True |
False |
39,504 |
10 |
1,907.2 |
1,819.9 |
87.3 |
4.6% |
22.2 |
1.2% |
87% |
True |
False |
23,901 |
20 |
1,907.2 |
1,797.6 |
109.6 |
5.8% |
24.4 |
1.3% |
89% |
True |
False |
13,973 |
40 |
1,907.2 |
1,749.6 |
157.6 |
8.3% |
23.1 |
1.2% |
93% |
True |
False |
8,534 |
60 |
1,907.2 |
1,647.7 |
259.5 |
13.7% |
24.5 |
1.3% |
95% |
True |
False |
6,492 |
80 |
1,907.2 |
1,647.7 |
259.5 |
13.7% |
25.1 |
1.3% |
95% |
True |
False |
5,372 |
100 |
1,907.2 |
1,647.7 |
259.5 |
13.7% |
24.1 |
1.3% |
95% |
True |
False |
4,400 |
120 |
1,907.2 |
1,647.7 |
259.5 |
13.7% |
22.9 |
1.2% |
95% |
True |
False |
3,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,990.9 |
2.618 |
1,958.8 |
1.618 |
1,939.1 |
1.000 |
1,926.9 |
0.618 |
1,919.4 |
HIGH |
1,907.2 |
0.618 |
1,899.7 |
0.500 |
1,897.4 |
0.382 |
1,895.0 |
LOW |
1,887.5 |
0.618 |
1,875.3 |
1.000 |
1,867.8 |
1.618 |
1,855.6 |
2.618 |
1,835.9 |
4.250 |
1,803.8 |
|
|
Fisher Pivots for day following 11-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,897.4 |
1,896.8 |
PP |
1,896.7 |
1,896.4 |
S1 |
1,896.1 |
1,895.9 |
|