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 |
1,908.2 |
1,913.1 |
4.9 |
0.3% |
1,866.1 |
High |
1,917.6 |
1,923.4 |
5.8 |
0.3% |
1,907.1 |
Low |
1,906.0 |
1,904.4 |
-1.6 |
-0.1% |
1,862.3 |
Close |
1,909.6 |
1,912.2 |
2.6 |
0.1% |
1,902.1 |
Range |
11.6 |
19.0 |
7.4 |
63.8% |
44.8 |
ATR |
24.3 |
23.9 |
-0.4 |
-1.6% |
0.0 |
Volume |
5,655 |
7,711 |
2,056 |
36.4% |
9,776 |
|
Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,970.3 |
1,960.3 |
1,922.7 |
|
R3 |
1,951.3 |
1,941.3 |
1,917.4 |
|
R2 |
1,932.3 |
1,932.3 |
1,915.7 |
|
R1 |
1,922.3 |
1,922.3 |
1,913.9 |
1,917.8 |
PP |
1,913.3 |
1,913.3 |
1,913.3 |
1,911.1 |
S1 |
1,903.3 |
1,903.3 |
1,910.5 |
1,898.8 |
S2 |
1,894.3 |
1,894.3 |
1,908.7 |
|
S3 |
1,875.3 |
1,884.3 |
1,907.0 |
|
S4 |
1,856.3 |
1,865.3 |
1,901.8 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.9 |
2,008.3 |
1,926.7 |
|
R3 |
1,980.1 |
1,963.5 |
1,914.4 |
|
R2 |
1,935.3 |
1,935.3 |
1,910.3 |
|
R1 |
1,918.7 |
1,918.7 |
1,906.2 |
1,927.0 |
PP |
1,890.5 |
1,890.5 |
1,890.5 |
1,894.7 |
S1 |
1,873.9 |
1,873.9 |
1,898.0 |
1,882.2 |
S2 |
1,845.7 |
1,845.7 |
1,893.9 |
|
S3 |
1,800.9 |
1,829.1 |
1,889.8 |
|
S4 |
1,756.1 |
1,784.3 |
1,877.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,923.4 |
1,862.3 |
61.1 |
3.2% |
24.0 |
1.3% |
82% |
True |
False |
4,842 |
10 |
1,923.4 |
1,836.1 |
87.3 |
4.6% |
21.6 |
1.1% |
87% |
True |
False |
3,134 |
20 |
1,923.4 |
1,813.2 |
110.2 |
5.8% |
23.9 |
1.3% |
90% |
True |
False |
2,192 |
40 |
1,923.4 |
1,769.1 |
154.3 |
8.1% |
22.4 |
1.2% |
93% |
True |
False |
1,918 |
60 |
1,923.4 |
1,663.2 |
260.2 |
13.6% |
24.0 |
1.3% |
96% |
True |
False |
1,744 |
80 |
1,923.4 |
1,662.5 |
260.9 |
13.6% |
24.4 |
1.3% |
96% |
True |
False |
1,442 |
100 |
1,923.4 |
1,662.5 |
260.9 |
13.6% |
23.1 |
1.2% |
96% |
True |
False |
1,247 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,004.2 |
2.618 |
1,973.1 |
1.618 |
1,954.1 |
1.000 |
1,942.4 |
0.618 |
1,935.1 |
HIGH |
1,923.4 |
0.618 |
1,916.1 |
0.500 |
1,913.9 |
0.382 |
1,911.7 |
LOW |
1,904.4 |
0.618 |
1,892.7 |
1.000 |
1,885.4 |
1.618 |
1,873.7 |
2.618 |
1,854.7 |
4.250 |
1,823.7 |
|
|
Fisher Pivots for day following 11-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,913.9 |
1,913.0 |
PP |
1,913.3 |
1,912.7 |
S1 |
1,912.8 |
1,912.5 |
|