| 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 |
10,803.02 |
11,131.88 |
328.86 |
3.0% |
11,038.42 |
| High |
11,082.59 |
11,304.84 |
222.25 |
2.0% |
11,093.10 |
| Low |
10,696.42 |
11,085.32 |
388.90 |
3.6% |
10,696.42 |
| Close |
11,040.35 |
11,108.45 |
68.10 |
0.6% |
11,040.35 |
| Range |
386.17 |
219.52 |
-166.65 |
-43.2% |
396.68 |
| ATR |
257.58 |
258.07 |
0.49 |
0.2% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,824.76 |
11,686.13 |
11,229.19 |
|
| R3 |
11,605.24 |
11,466.61 |
11,168.82 |
|
| R2 |
11,385.72 |
11,385.72 |
11,148.70 |
|
| R1 |
11,247.09 |
11,247.09 |
11,128.57 |
11,206.65 |
| PP |
11,166.20 |
11,166.20 |
11,166.20 |
11,145.98 |
| S1 |
11,027.57 |
11,027.57 |
11,088.33 |
10,987.13 |
| S2 |
10,946.68 |
10,946.68 |
11,068.20 |
|
| S3 |
10,727.16 |
10,808.05 |
11,048.08 |
|
| S4 |
10,507.64 |
10,588.53 |
10,987.71 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,133.33 |
11,983.52 |
11,258.52 |
|
| R3 |
11,736.65 |
11,586.84 |
11,149.44 |
|
| R2 |
11,339.97 |
11,339.97 |
11,113.07 |
|
| R1 |
11,190.16 |
11,190.16 |
11,076.71 |
11,265.07 |
| PP |
10,943.29 |
10,943.29 |
10,943.29 |
10,980.74 |
| S1 |
10,793.48 |
10,793.48 |
11,003.99 |
10,868.39 |
| S2 |
10,546.61 |
10,546.61 |
10,967.63 |
|
| S3 |
10,149.93 |
10,396.80 |
10,931.26 |
|
| S4 |
9,753.25 |
10,000.12 |
10,822.18 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,304.84 |
10,696.42 |
608.42 |
5.5% |
245.54 |
2.2% |
68% |
True |
False |
|
| 10 |
11,304.84 |
10,671.19 |
633.65 |
5.7% |
213.78 |
1.9% |
69% |
True |
False |
|
| 20 |
12,161.27 |
10,671.19 |
1,490.08 |
13.4% |
231.90 |
2.1% |
29% |
False |
False |
|
| 40 |
12,161.27 |
10,671.19 |
1,490.08 |
13.4% |
227.33 |
2.0% |
29% |
False |
False |
|
| 60 |
12,161.27 |
10,444.78 |
1,716.49 |
15.5% |
250.69 |
2.3% |
39% |
False |
False |
|
| 80 |
12,161.27 |
10,444.78 |
1,716.49 |
15.5% |
251.84 |
2.3% |
39% |
False |
False |
|
| 100 |
13,591.58 |
10,444.78 |
3,146.80 |
28.3% |
249.69 |
2.2% |
21% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
29.5% |
248.84 |
2.2% |
20% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,237.80 |
|
2.618 |
11,879.54 |
|
1.618 |
11,660.02 |
|
1.000 |
11,524.36 |
|
0.618 |
11,440.50 |
|
HIGH |
11,304.84 |
|
0.618 |
11,220.98 |
|
0.500 |
11,195.08 |
|
0.382 |
11,169.18 |
|
LOW |
11,085.32 |
|
0.618 |
10,949.66 |
|
1.000 |
10,865.80 |
|
1.618 |
10,730.14 |
|
2.618 |
10,510.62 |
|
4.250 |
10,152.36 |
|
|
| Fisher Pivots for day following 09-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,195.08 |
11,072.51 |
| PP |
11,166.20 |
11,036.57 |
| S1 |
11,137.33 |
11,000.63 |
|