| Trading Metrics calculated at close of trading on 09-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,851.9 |
1,886.4 |
34.5 |
1.9% |
1,847.2 |
| High |
1,891.1 |
1,902.4 |
11.3 |
0.6% |
1,891.1 |
| Low |
1,851.6 |
1,886.4 |
34.8 |
1.9% |
1,846.1 |
| Close |
1,885.9 |
1,894.2 |
8.3 |
0.4% |
1,885.9 |
| Range |
39.5 |
16.0 |
-23.5 |
-59.5% |
45.0 |
| ATR |
26.3 |
25.6 |
-0.7 |
-2.7% |
0.0 |
| Volume |
16,596 |
52,315 |
35,719 |
215.2% |
57,961 |
|
| Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,942.3 |
1,934.3 |
1,903.0 |
|
| R3 |
1,926.3 |
1,918.3 |
1,898.6 |
|
| R2 |
1,910.3 |
1,910.3 |
1,897.1 |
|
| R1 |
1,902.3 |
1,902.3 |
1,895.7 |
1,906.3 |
| PP |
1,894.3 |
1,894.3 |
1,894.3 |
1,896.4 |
| S1 |
1,886.3 |
1,886.3 |
1,892.7 |
1,890.3 |
| S2 |
1,878.3 |
1,878.3 |
1,891.3 |
|
| S3 |
1,862.3 |
1,870.3 |
1,889.8 |
|
| S4 |
1,846.3 |
1,854.3 |
1,885.4 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,009.4 |
1,992.6 |
1,910.7 |
|
| R3 |
1,964.4 |
1,947.6 |
1,898.3 |
|
| R2 |
1,919.4 |
1,919.4 |
1,894.2 |
|
| R1 |
1,902.6 |
1,902.6 |
1,890.0 |
1,911.0 |
| PP |
1,874.4 |
1,874.4 |
1,874.4 |
1,878.6 |
| S1 |
1,857.6 |
1,857.6 |
1,881.8 |
1,866.0 |
| S2 |
1,829.4 |
1,829.4 |
1,877.7 |
|
| S3 |
1,784.4 |
1,812.6 |
1,873.5 |
|
| S4 |
1,739.4 |
1,767.6 |
1,861.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,902.4 |
1,846.1 |
56.3 |
3.0% |
28.6 |
1.5% |
85% |
True |
False |
22,055 |
| 10 |
1,902.4 |
1,814.6 |
87.8 |
4.6% |
23.6 |
1.2% |
91% |
True |
False |
13,614 |
| 20 |
1,902.4 |
1,797.6 |
104.8 |
5.5% |
24.6 |
1.3% |
92% |
True |
False |
8,750 |
| 40 |
1,902.4 |
1,735.2 |
167.2 |
8.8% |
24.2 |
1.3% |
95% |
True |
False |
5,971 |
| 60 |
1,902.4 |
1,647.7 |
254.7 |
13.4% |
25.0 |
1.3% |
97% |
True |
False |
4,765 |
| 80 |
1,902.4 |
1,647.7 |
254.7 |
13.4% |
25.4 |
1.3% |
97% |
True |
False |
3,983 |
| 100 |
1,902.4 |
1,647.7 |
254.7 |
13.4% |
24.1 |
1.3% |
97% |
True |
False |
3,281 |
| 120 |
1,902.4 |
1,647.7 |
254.7 |
13.4% |
23.0 |
1.2% |
97% |
True |
False |
2,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,970.4 |
|
2.618 |
1,944.3 |
|
1.618 |
1,928.3 |
|
1.000 |
1,918.4 |
|
0.618 |
1,912.3 |
|
HIGH |
1,902.4 |
|
0.618 |
1,896.3 |
|
0.500 |
1,894.4 |
|
0.382 |
1,892.5 |
|
LOW |
1,886.4 |
|
0.618 |
1,876.5 |
|
1.000 |
1,870.4 |
|
1.618 |
1,860.5 |
|
2.618 |
1,844.5 |
|
4.250 |
1,818.4 |
|
|
| Fisher Pivots for day following 09-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,894.4 |
1,887.6 |
| PP |
1,894.3 |
1,880.9 |
| S1 |
1,894.3 |
1,874.3 |
|