| Trading Metrics calculated at close of trading on 19-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2023 |
19-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
11,619.75 |
11,470.50 |
-149.25 |
-1.3% |
11,126.50 |
| High |
11,759.50 |
11,487.00 |
-272.50 |
-2.3% |
11,619.50 |
| Low |
11,468.00 |
11,308.50 |
-159.50 |
-1.4% |
11,094.00 |
| Close |
11,475.75 |
11,356.50 |
-119.25 |
-1.0% |
11,608.00 |
| Range |
291.50 |
178.50 |
-113.00 |
-38.8% |
525.50 |
| ATR |
273.64 |
266.84 |
-6.80 |
-2.5% |
0.00 |
| Volume |
619,614 |
594,769 |
-24,845 |
-4.0% |
2,942,325 |
|
| Daily Pivots for day following 19-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,919.50 |
11,816.50 |
11,454.75 |
|
| R3 |
11,741.00 |
11,638.00 |
11,405.50 |
|
| R2 |
11,562.50 |
11,562.50 |
11,389.25 |
|
| R1 |
11,459.50 |
11,459.50 |
11,372.75 |
11,421.75 |
| PP |
11,384.00 |
11,384.00 |
11,384.00 |
11,365.00 |
| S1 |
11,281.00 |
11,281.00 |
11,340.25 |
11,243.25 |
| S2 |
11,205.50 |
11,205.50 |
11,323.75 |
|
| S3 |
11,027.00 |
11,102.50 |
11,307.50 |
|
| S4 |
10,848.50 |
10,924.00 |
11,258.25 |
|
|
| 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 |
11,291.00 |
468.50 |
4.1% |
232.75 |
2.0% |
14% |
False |
False |
605,419 |
| 10 |
11,759.50 |
10,751.00 |
1,008.50 |
8.9% |
252.00 |
2.2% |
60% |
False |
False |
616,363 |
| 20 |
11,759.50 |
10,751.00 |
1,008.50 |
8.9% |
261.50 |
2.3% |
60% |
False |
False |
607,630 |
| 40 |
12,354.75 |
10,751.00 |
1,603.75 |
14.1% |
272.50 |
2.4% |
38% |
False |
False |
405,125 |
| 60 |
12,354.75 |
10,746.75 |
1,608.00 |
14.2% |
301.25 |
2.7% |
38% |
False |
False |
270,491 |
| 80 |
12,354.75 |
10,595.25 |
1,759.50 |
15.5% |
320.25 |
2.8% |
43% |
False |
False |
203,085 |
| 100 |
13,369.50 |
10,595.25 |
2,774.25 |
24.4% |
322.25 |
2.8% |
27% |
False |
False |
162,523 |
| 120 |
13,929.00 |
10,595.25 |
3,333.75 |
29.4% |
300.00 |
2.6% |
23% |
False |
False |
135,438 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,245.50 |
|
2.618 |
11,954.25 |
|
1.618 |
11,775.75 |
|
1.000 |
11,665.50 |
|
0.618 |
11,597.25 |
|
HIGH |
11,487.00 |
|
0.618 |
11,418.75 |
|
0.500 |
11,397.75 |
|
0.382 |
11,376.75 |
|
LOW |
11,308.50 |
|
0.618 |
11,198.25 |
|
1.000 |
11,130.00 |
|
1.618 |
11,019.75 |
|
2.618 |
10,841.25 |
|
4.250 |
10,550.00 |
|
|
| Fisher Pivots for day following 19-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,397.75 |
11,534.00 |
| PP |
11,384.00 |
11,474.75 |
| S1 |
11,370.25 |
11,415.75 |
|