| Trading Metrics calculated at close of trading on 18-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2023 |
18-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
11,613.50 |
11,619.75 |
6.25 |
0.1% |
11,126.50 |
| High |
11,685.00 |
11,759.50 |
74.50 |
0.6% |
11,619.50 |
| Low |
11,510.25 |
11,468.00 |
-42.25 |
-0.4% |
11,094.00 |
| Close |
11,624.50 |
11,475.75 |
-148.75 |
-1.3% |
11,608.00 |
| Range |
174.75 |
291.50 |
116.75 |
66.8% |
525.50 |
| ATR |
272.26 |
273.64 |
1.37 |
0.5% |
0.00 |
| Volume |
576,141 |
619,614 |
43,473 |
7.5% |
2,942,325 |
|
| Daily Pivots for day following 18-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,442.25 |
12,250.50 |
11,636.00 |
|
| R3 |
12,150.75 |
11,959.00 |
11,556.00 |
|
| R2 |
11,859.25 |
11,859.25 |
11,529.25 |
|
| R1 |
11,667.50 |
11,667.50 |
11,502.50 |
11,617.50 |
| PP |
11,567.75 |
11,567.75 |
11,567.75 |
11,542.75 |
| S1 |
11,376.00 |
11,376.00 |
11,449.00 |
11,326.00 |
| S2 |
11,276.25 |
11,276.25 |
11,422.25 |
|
| S3 |
10,984.75 |
11,084.50 |
11,395.50 |
|
| S4 |
10,693.25 |
10,793.00 |
11,315.50 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
13,017.00 |
12,838.00 |
11,897.00 |
|
| R3 |
12,491.50 |
12,312.50 |
11,752.50 |
|
| R2 |
11,966.00 |
11,966.00 |
11,704.25 |
|
| R1 |
11,787.00 |
11,787.00 |
11,656.25 |
11,876.50 |
| PP |
11,440.50 |
11,440.50 |
11,440.50 |
11,485.25 |
| S1 |
11,261.50 |
11,261.50 |
11,559.75 |
11,351.00 |
| S2 |
10,915.00 |
10,915.00 |
11,511.75 |
|
| S3 |
10,389.50 |
10,736.00 |
11,463.50 |
|
| S4 |
9,864.00 |
10,210.50 |
11,319.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,759.50 |
11,239.75 |
519.75 |
4.5% |
245.00 |
2.1% |
45% |
True |
False |
586,496 |
| 10 |
11,759.50 |
10,751.00 |
1,008.50 |
8.8% |
254.75 |
2.2% |
72% |
True |
False |
632,686 |
| 20 |
11,759.50 |
10,751.00 |
1,008.50 |
8.8% |
266.50 |
2.3% |
72% |
True |
False |
606,018 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
14.0% |
274.00 |
2.4% |
45% |
False |
False |
390,277 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
14.0% |
305.75 |
2.7% |
45% |
False |
False |
260,587 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
15.3% |
322.75 |
2.8% |
50% |
False |
False |
195,659 |
| 100 |
13,369.50 |
10,595.25 |
2,774.25 |
24.2% |
321.75 |
2.8% |
32% |
False |
False |
156,575 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
29.1% |
302.00 |
2.6% |
26% |
False |
False |
130,481 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,998.50 |
|
2.618 |
12,522.75 |
|
1.618 |
12,231.25 |
|
1.000 |
12,051.00 |
|
0.618 |
11,939.75 |
|
HIGH |
11,759.50 |
|
0.618 |
11,648.25 |
|
0.500 |
11,613.75 |
|
0.382 |
11,579.25 |
|
LOW |
11,468.00 |
|
0.618 |
11,287.75 |
|
1.000 |
11,176.50 |
|
1.618 |
10,996.25 |
|
2.618 |
10,704.75 |
|
4.250 |
10,229.00 |
|
|
| Fisher Pivots for day following 18-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,613.75 |
11,574.25 |
| PP |
11,567.75 |
11,541.50 |
| S1 |
11,521.75 |
11,508.50 |
|