| 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 |
1,338.8680 |
1,343.8010 |
4.9330 |
0.4% |
1,219.3860 |
| High |
1,344.9510 |
1,435.6220 |
90.6710 |
6.7% |
1,274.9130 |
| Low |
1,321.8800 |
1,341.3310 |
19.4510 |
1.5% |
1,206.3400 |
| Close |
1,343.9130 |
1,426.7810 |
82.8680 |
6.2% |
1,266.3520 |
| Range |
23.0710 |
94.2910 |
71.2200 |
308.7% |
68.5730 |
| ATR |
46.7441 |
50.1403 |
3.3962 |
7.3% |
0.0000 |
| Volume |
402,374 |
949,267 |
546,893 |
135.9% |
1,415,140 |
|
| Daily Pivots for day following 12-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,684.1177 |
1,649.7403 |
1,478.6411 |
|
| R3 |
1,589.8267 |
1,555.4493 |
1,452.7110 |
|
| R2 |
1,495.5357 |
1,495.5357 |
1,444.0677 |
|
| R1 |
1,461.1583 |
1,461.1583 |
1,435.4243 |
1,478.3470 |
| PP |
1,401.2447 |
1,401.2447 |
1,401.2447 |
1,409.8390 |
| S1 |
1,366.8673 |
1,366.8673 |
1,418.1377 |
1,384.0560 |
| S2 |
1,306.9537 |
1,306.9537 |
1,409.4943 |
|
| S3 |
1,212.6627 |
1,272.5763 |
1,400.8510 |
|
| S4 |
1,118.3717 |
1,178.2853 |
1,374.9210 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,454.9207 |
1,429.2093 |
1,304.0672 |
|
| R3 |
1,386.3477 |
1,360.6363 |
1,285.2096 |
|
| R2 |
1,317.7747 |
1,317.7747 |
1,278.9237 |
|
| R1 |
1,292.0633 |
1,292.0633 |
1,272.6379 |
1,304.9190 |
| PP |
1,249.2017 |
1,249.2017 |
1,249.2017 |
1,255.6295 |
| S1 |
1,223.4903 |
1,223.4903 |
1,260.0661 |
1,236.3460 |
| S2 |
1,180.6287 |
1,180.6287 |
1,253.7803 |
|
| S3 |
1,112.0557 |
1,154.9173 |
1,247.4944 |
|
| S4 |
1,043.4827 |
1,086.3443 |
1,228.6369 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,435.6220 |
1,238.3190 |
197.3030 |
13.8% |
53.7026 |
3.8% |
96% |
True |
False |
454,183 |
| 10 |
1,435.6220 |
1,183.8930 |
251.7290 |
17.6% |
40.3634 |
2.8% |
96% |
True |
False |
398,058 |
| 20 |
1,435.6220 |
1,152.4650 |
283.1570 |
19.8% |
42.3076 |
3.0% |
97% |
True |
False |
451,622 |
| 40 |
1,435.6220 |
1,077.4100 |
358.2120 |
25.1% |
51.3852 |
3.6% |
98% |
True |
False |
470,787 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
41.4% |
73.9803 |
5.2% |
59% |
False |
False |
615,033 |
| 80 |
1,668.4800 |
1,077.4100 |
591.0700 |
41.4% |
72.0163 |
5.0% |
59% |
False |
False |
617,305 |
| 100 |
1,787.3340 |
1,077.4100 |
709.9240 |
49.8% |
81.4505 |
5.7% |
49% |
False |
False |
619,235 |
| 120 |
2,028.6500 |
1,077.4100 |
951.2400 |
66.7% |
90.6064 |
6.4% |
37% |
False |
False |
626,094 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,836.3588 |
|
2.618 |
1,682.4758 |
|
1.618 |
1,588.1848 |
|
1.000 |
1,529.9130 |
|
0.618 |
1,493.8938 |
|
HIGH |
1,435.6220 |
|
0.618 |
1,399.6028 |
|
0.500 |
1,388.4765 |
|
0.382 |
1,377.3502 |
|
LOW |
1,341.3310 |
|
0.618 |
1,283.0592 |
|
1.000 |
1,247.0400 |
|
1.618 |
1,188.7682 |
|
2.618 |
1,094.4772 |
|
4.250 |
940.5943 |
|
|
| Fisher Pivots for day following 12-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,414.0128 |
1,409.7253 |
| PP |
1,401.2447 |
1,392.6697 |
| S1 |
1,388.4765 |
1,375.6140 |
|