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 |
11,131.88 |
11,069.56 |
-62.32 |
-0.6% |
11,038.42 |
High |
11,304.84 |
11,207.56 |
-97.28 |
-0.9% |
11,093.10 |
Low |
11,085.32 |
11,050.68 |
-34.64 |
-0.3% |
10,696.42 |
Close |
11,108.45 |
11,205.78 |
97.33 |
0.9% |
11,040.35 |
Range |
219.52 |
156.88 |
-62.64 |
-28.5% |
396.68 |
ATR |
258.07 |
250.85 |
-7.23 |
-2.8% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,625.31 |
11,572.43 |
11,292.06 |
|
R3 |
11,468.43 |
11,415.55 |
11,248.92 |
|
R2 |
11,311.55 |
11,311.55 |
11,234.54 |
|
R1 |
11,258.67 |
11,258.67 |
11,220.16 |
11,285.11 |
PP |
11,154.67 |
11,154.67 |
11,154.67 |
11,167.90 |
S1 |
11,101.79 |
11,101.79 |
11,191.40 |
11,128.23 |
S2 |
10,997.79 |
10,997.79 |
11,177.02 |
|
S3 |
10,840.91 |
10,944.91 |
11,162.64 |
|
S4 |
10,684.03 |
10,788.03 |
11,119.50 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,133.33 |
11,983.52 |
11,258.52 |
|
R3 |
11,736.65 |
11,586.84 |
11,149.44 |
|
R2 |
11,339.97 |
11,339.97 |
11,113.07 |
|
R1 |
11,190.16 |
11,190.16 |
11,076.71 |
11,265.07 |
PP |
10,943.29 |
10,943.29 |
10,943.29 |
10,980.74 |
S1 |
10,793.48 |
10,793.48 |
11,003.99 |
10,868.39 |
S2 |
10,546.61 |
10,546.61 |
10,967.63 |
|
S3 |
10,149.93 |
10,396.80 |
10,931.26 |
|
S4 |
9,753.25 |
10,000.12 |
10,822.18 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,304.84 |
10,696.42 |
608.42 |
5.4% |
212.48 |
1.9% |
84% |
False |
False |
|
10 |
11,304.84 |
10,671.19 |
633.65 |
5.7% |
211.84 |
1.9% |
84% |
False |
False |
|
20 |
12,161.27 |
10,671.19 |
1,490.08 |
13.3% |
232.00 |
2.1% |
36% |
False |
False |
|
40 |
12,161.27 |
10,671.19 |
1,490.08 |
13.3% |
221.98 |
2.0% |
36% |
False |
False |
|
60 |
12,161.27 |
10,632.39 |
1,528.88 |
13.6% |
242.59 |
2.2% |
38% |
False |
False |
|
80 |
12,161.27 |
10,444.78 |
1,716.49 |
15.3% |
250.24 |
2.2% |
44% |
False |
False |
|
100 |
13,553.28 |
10,444.78 |
3,108.50 |
27.7% |
249.24 |
2.2% |
24% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
29.2% |
248.01 |
2.2% |
23% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,874.30 |
2.618 |
11,618.27 |
1.618 |
11,461.39 |
1.000 |
11,364.44 |
0.618 |
11,304.51 |
HIGH |
11,207.56 |
0.618 |
11,147.63 |
0.500 |
11,129.12 |
0.382 |
11,110.61 |
LOW |
11,050.68 |
0.618 |
10,953.73 |
1.000 |
10,893.80 |
1.618 |
10,796.85 |
2.618 |
10,639.97 |
4.250 |
10,383.94 |
|
|
Fisher Pivots for day following 10-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
11,180.23 |
11,137.40 |
PP |
11,154.67 |
11,069.01 |
S1 |
11,129.12 |
11,000.63 |
|