| 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 |
1,872.8 |
1,875.7 |
2.9 |
0.2% |
1,831.8 |
| High |
1,886.4 |
1,885.2 |
-1.2 |
-0.1% |
1,875.2 |
| Low |
1,869.3 |
1,872.0 |
2.7 |
0.1% |
1,829.9 |
| Close |
1,877.8 |
1,876.5 |
-1.3 |
-0.1% |
1,869.7 |
| Range |
17.1 |
13.2 |
-3.9 |
-22.8% |
45.3 |
| ATR |
26.2 |
25.3 |
-0.9 |
-3.5% |
0.0 |
| Volume |
204,550 |
170,514 |
-34,036 |
-16.6% |
814,596 |
|
| Daily Pivots for day following 10-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,917.5 |
1,910.2 |
1,883.8 |
|
| R3 |
1,904.3 |
1,897.0 |
1,880.1 |
|
| R2 |
1,891.1 |
1,891.1 |
1,878.9 |
|
| R1 |
1,883.8 |
1,883.8 |
1,877.7 |
1,887.5 |
| PP |
1,877.9 |
1,877.9 |
1,877.9 |
1,879.7 |
| S1 |
1,870.6 |
1,870.6 |
1,875.3 |
1,874.3 |
| S2 |
1,864.7 |
1,864.7 |
1,874.1 |
|
| S3 |
1,851.5 |
1,857.4 |
1,872.9 |
|
| S4 |
1,838.3 |
1,844.2 |
1,869.2 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,994.2 |
1,977.2 |
1,894.6 |
|
| R3 |
1,948.9 |
1,931.9 |
1,882.2 |
|
| R2 |
1,903.6 |
1,903.6 |
1,878.0 |
|
| R1 |
1,886.6 |
1,886.6 |
1,873.9 |
1,895.1 |
| PP |
1,858.3 |
1,858.3 |
1,858.3 |
1,862.5 |
| S1 |
1,841.3 |
1,841.3 |
1,865.5 |
1,849.8 |
| S2 |
1,813.0 |
1,813.0 |
1,861.4 |
|
| S3 |
1,767.7 |
1,796.0 |
1,857.2 |
|
| S4 |
1,722.4 |
1,750.7 |
1,844.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,886.4 |
1,829.9 |
56.5 |
3.0% |
26.8 |
1.4% |
82% |
False |
False |
195,477 |
| 10 |
1,886.4 |
1,804.2 |
82.2 |
4.4% |
24.1 |
1.3% |
88% |
False |
False |
168,084 |
| 20 |
1,886.4 |
1,782.0 |
104.4 |
5.6% |
25.0 |
1.3% |
91% |
False |
False |
157,619 |
| 40 |
1,886.4 |
1,733.5 |
152.9 |
8.1% |
23.9 |
1.3% |
94% |
False |
False |
131,985 |
| 60 |
1,886.4 |
1,632.3 |
254.1 |
13.5% |
25.6 |
1.4% |
96% |
False |
False |
94,848 |
| 80 |
1,886.4 |
1,632.3 |
254.1 |
13.5% |
26.2 |
1.4% |
96% |
False |
False |
72,241 |
| 100 |
1,886.4 |
1,632.3 |
254.1 |
13.5% |
25.3 |
1.3% |
96% |
False |
False |
58,330 |
| 120 |
1,886.4 |
1,632.3 |
254.1 |
13.5% |
24.7 |
1.3% |
96% |
False |
False |
48,950 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,941.3 |
|
2.618 |
1,919.8 |
|
1.618 |
1,906.6 |
|
1.000 |
1,898.4 |
|
0.618 |
1,893.4 |
|
HIGH |
1,885.2 |
|
0.618 |
1,880.2 |
|
0.500 |
1,878.6 |
|
0.382 |
1,877.0 |
|
LOW |
1,872.0 |
|
0.618 |
1,863.8 |
|
1.000 |
1,858.8 |
|
1.618 |
1,850.6 |
|
2.618 |
1,837.4 |
|
4.250 |
1,815.9 |
|
|
| Fisher Pivots for day following 10-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,878.6 |
1,871.3 |
| PP |
1,877.9 |
1,866.0 |
| S1 |
1,877.2 |
1,860.8 |
|