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 |
1,897.8 |
1,895.2 |
-2.6 |
-0.1% |
1,847.2 |
High |
1,907.2 |
1,922.8 |
15.6 |
0.8% |
1,891.1 |
Low |
1,887.5 |
1,891.0 |
3.5 |
0.2% |
1,846.1 |
Close |
1,895.5 |
1,915.5 |
20.0 |
1.1% |
1,885.9 |
Range |
19.7 |
31.8 |
12.1 |
61.4% |
45.0 |
ATR |
24.3 |
24.9 |
0.5 |
2.2% |
0.0 |
Volume |
65,905 |
62,084 |
-3,821 |
-5.8% |
57,961 |
|
Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,005.2 |
1,992.1 |
1,933.0 |
|
R3 |
1,973.4 |
1,960.3 |
1,924.2 |
|
R2 |
1,941.6 |
1,941.6 |
1,921.3 |
|
R1 |
1,928.5 |
1,928.5 |
1,918.4 |
1,935.1 |
PP |
1,909.8 |
1,909.8 |
1,909.8 |
1,913.0 |
S1 |
1,896.7 |
1,896.7 |
1,912.6 |
1,903.3 |
S2 |
1,878.0 |
1,878.0 |
1,909.7 |
|
S3 |
1,846.2 |
1,864.9 |
1,906.8 |
|
S4 |
1,814.4 |
1,833.1 |
1,898.0 |
|
|
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 |
1,922.8 |
1,851.6 |
71.2 |
3.7% |
23.9 |
1.2% |
90% |
True |
False |
48,668 |
10 |
1,922.8 |
1,827.0 |
95.8 |
5.0% |
23.5 |
1.2% |
92% |
True |
False |
29,552 |
20 |
1,922.8 |
1,797.6 |
125.2 |
6.5% |
23.8 |
1.2% |
94% |
True |
False |
16,773 |
40 |
1,922.8 |
1,749.6 |
173.2 |
9.0% |
23.3 |
1.2% |
96% |
True |
False |
10,014 |
60 |
1,922.8 |
1,647.7 |
275.1 |
14.4% |
24.7 |
1.3% |
97% |
True |
False |
7,515 |
80 |
1,922.8 |
1,647.7 |
275.1 |
14.4% |
25.3 |
1.3% |
97% |
True |
False |
6,144 |
100 |
1,922.8 |
1,647.7 |
275.1 |
14.4% |
24.3 |
1.3% |
97% |
True |
False |
5,019 |
120 |
1,922.8 |
1,647.7 |
275.1 |
14.4% |
23.0 |
1.2% |
97% |
True |
False |
4,245 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,058.0 |
2.618 |
2,006.1 |
1.618 |
1,974.3 |
1.000 |
1,954.6 |
0.618 |
1,942.5 |
HIGH |
1,922.8 |
0.618 |
1,910.7 |
0.500 |
1,906.9 |
0.382 |
1,903.1 |
LOW |
1,891.0 |
0.618 |
1,871.3 |
1.000 |
1,859.2 |
1.618 |
1,839.5 |
2.618 |
1,807.7 |
4.250 |
1,755.9 |
|
|
Fisher Pivots for day following 12-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,912.6 |
1,912.1 |
PP |
1,909.8 |
1,908.6 |
S1 |
1,906.9 |
1,905.2 |
|