| Trading Metrics calculated at close of trading on 11-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2023 |
11-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
11,069.56 |
11,268.84 |
199.28 |
1.8% |
11,038.42 |
| High |
11,207.56 |
11,403.89 |
196.33 |
1.8% |
11,093.10 |
| Low |
11,050.68 |
11,220.75 |
170.07 |
1.5% |
10,696.42 |
| Close |
11,205.78 |
11,402.52 |
196.74 |
1.8% |
11,040.35 |
| Range |
156.88 |
183.14 |
26.26 |
16.7% |
396.68 |
| ATR |
250.85 |
247.08 |
-3.77 |
-1.5% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,891.81 |
11,830.30 |
11,503.25 |
|
| R3 |
11,708.67 |
11,647.16 |
11,452.88 |
|
| R2 |
11,525.53 |
11,525.53 |
11,436.10 |
|
| R1 |
11,464.02 |
11,464.02 |
11,419.31 |
11,494.78 |
| PP |
11,342.39 |
11,342.39 |
11,342.39 |
11,357.76 |
| S1 |
11,280.88 |
11,280.88 |
11,385.73 |
11,311.64 |
| S2 |
11,159.25 |
11,159.25 |
11,368.94 |
|
| S3 |
10,976.11 |
11,097.74 |
11,352.16 |
|
| S4 |
10,792.97 |
10,914.60 |
11,301.79 |
|
|
| 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 |
11,403.89 |
10,696.42 |
707.47 |
6.2% |
210.82 |
1.8% |
100% |
True |
False |
|
| 10 |
11,403.89 |
10,671.19 |
732.70 |
6.4% |
216.39 |
1.9% |
100% |
True |
False |
|
| 20 |
12,161.27 |
10,671.19 |
1,490.08 |
13.1% |
232.24 |
2.0% |
49% |
False |
False |
|
| 40 |
12,161.27 |
10,671.19 |
1,490.08 |
13.1% |
218.94 |
1.9% |
49% |
False |
False |
|
| 60 |
12,161.27 |
10,632.39 |
1,528.88 |
13.4% |
237.80 |
2.1% |
50% |
False |
False |
|
| 80 |
12,161.27 |
10,444.78 |
1,716.49 |
15.1% |
250.49 |
2.2% |
56% |
False |
False |
|
| 100 |
13,402.61 |
10,444.78 |
2,957.83 |
25.9% |
249.59 |
2.2% |
32% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
28.7% |
247.29 |
2.2% |
29% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,182.24 |
|
2.618 |
11,883.35 |
|
1.618 |
11,700.21 |
|
1.000 |
11,587.03 |
|
0.618 |
11,517.07 |
|
HIGH |
11,403.89 |
|
0.618 |
11,333.93 |
|
0.500 |
11,312.32 |
|
0.382 |
11,290.71 |
|
LOW |
11,220.75 |
|
0.618 |
11,107.57 |
|
1.000 |
11,037.61 |
|
1.618 |
10,924.43 |
|
2.618 |
10,741.29 |
|
4.250 |
10,442.41 |
|
|
| Fisher Pivots for day following 11-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,372.45 |
11,344.11 |
| PP |
11,342.39 |
11,285.70 |
| S1 |
11,312.32 |
11,227.29 |
|