| Trading Metrics calculated at close of trading on 13-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2023 |
13-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
11,442.49 |
11,363.24 |
-79.25 |
-0.7% |
11,131.88 |
| High |
11,500.86 |
11,547.96 |
47.10 |
0.4% |
11,547.96 |
| Low |
11,247.33 |
11,350.23 |
102.90 |
0.9% |
11,050.68 |
| Close |
11,459.61 |
11,541.48 |
81.87 |
0.7% |
11,541.48 |
| Range |
253.53 |
197.73 |
-55.80 |
-22.0% |
497.28 |
| ATR |
247.54 |
243.98 |
-3.56 |
-1.4% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,073.08 |
12,005.01 |
11,650.23 |
|
| R3 |
11,875.35 |
11,807.28 |
11,595.86 |
|
| R2 |
11,677.62 |
11,677.62 |
11,577.73 |
|
| R1 |
11,609.55 |
11,609.55 |
11,559.61 |
11,643.59 |
| PP |
11,479.89 |
11,479.89 |
11,479.89 |
11,496.91 |
| S1 |
11,411.82 |
11,411.82 |
11,523.35 |
11,445.86 |
| S2 |
11,282.16 |
11,282.16 |
11,505.23 |
|
| S3 |
11,084.43 |
11,214.09 |
11,487.10 |
|
| S4 |
10,886.70 |
11,016.36 |
11,432.73 |
|
|
| Weekly Pivots for week ending 13-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,871.88 |
12,703.96 |
11,814.98 |
|
| R3 |
12,374.60 |
12,206.68 |
11,678.23 |
|
| R2 |
11,877.32 |
11,877.32 |
11,632.65 |
|
| R1 |
11,709.40 |
11,709.40 |
11,587.06 |
11,793.36 |
| PP |
11,380.04 |
11,380.04 |
11,380.04 |
11,422.02 |
| S1 |
11,212.12 |
11,212.12 |
11,495.90 |
11,296.08 |
| S2 |
10,882.76 |
10,882.76 |
11,450.31 |
|
| S3 |
10,385.48 |
10,714.84 |
11,404.73 |
|
| S4 |
9,888.20 |
10,217.56 |
11,267.98 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,547.96 |
11,050.68 |
497.28 |
4.3% |
202.16 |
1.8% |
99% |
True |
False |
|
| 10 |
11,547.96 |
10,696.42 |
851.54 |
7.4% |
218.32 |
1.9% |
99% |
True |
False |
|
| 20 |
11,590.44 |
10,671.19 |
919.25 |
8.0% |
217.43 |
1.9% |
95% |
False |
False |
|
| 40 |
12,161.27 |
10,671.19 |
1,490.08 |
12.9% |
218.21 |
1.9% |
58% |
False |
False |
|
| 60 |
12,161.27 |
10,632.39 |
1,528.88 |
13.2% |
237.53 |
2.1% |
59% |
False |
False |
|
| 80 |
12,161.27 |
10,444.78 |
1,716.49 |
14.9% |
251.25 |
2.2% |
64% |
False |
False |
|
| 100 |
13,172.44 |
10,444.78 |
2,727.66 |
23.6% |
250.06 |
2.2% |
40% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
28.4% |
246.80 |
2.1% |
33% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,388.31 |
|
2.618 |
12,065.62 |
|
1.618 |
11,867.89 |
|
1.000 |
11,745.69 |
|
0.618 |
11,670.16 |
|
HIGH |
11,547.96 |
|
0.618 |
11,472.43 |
|
0.500 |
11,449.10 |
|
0.382 |
11,425.76 |
|
LOW |
11,350.23 |
|
0.618 |
11,228.03 |
|
1.000 |
11,152.50 |
|
1.618 |
11,030.30 |
|
2.618 |
10,832.57 |
|
4.250 |
10,509.88 |
|
|
| Fisher Pivots for day following 13-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,510.69 |
11,489.11 |
| PP |
11,479.89 |
11,436.73 |
| S1 |
11,449.10 |
11,384.36 |
|