| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
16,743.17 |
16,660.55 |
-82.62 |
-0.5% |
16,832.37 |
| High |
16,764.22 |
16,977.85 |
213.63 |
1.3% |
16,962.33 |
| Low |
16,608.44 |
16,646.73 |
38.29 |
0.2% |
16,373.97 |
| Close |
16,661.00 |
16,821.03 |
160.03 |
1.0% |
16,581.61 |
| Range |
155.78 |
331.12 |
175.34 |
112.6% |
588.36 |
| ATR |
451.26 |
442.68 |
-8.58 |
-1.9% |
0.00 |
| Volume |
327 |
40,988 |
40,661 |
12,434.6% |
153,807 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,808.56 |
17,645.92 |
17,003.15 |
|
| R3 |
17,477.44 |
17,314.80 |
16,912.09 |
|
| R2 |
17,146.32 |
17,146.32 |
16,881.74 |
|
| R1 |
16,983.68 |
16,983.68 |
16,851.38 |
17,065.00 |
| PP |
16,815.20 |
16,815.20 |
16,815.20 |
16,855.87 |
| S1 |
16,652.56 |
16,652.56 |
16,790.68 |
16,733.88 |
| S2 |
16,484.08 |
16,484.08 |
16,760.32 |
|
| S3 |
16,152.96 |
16,321.44 |
16,729.97 |
|
| S4 |
15,821.84 |
15,990.32 |
16,638.91 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,404.38 |
18,081.36 |
16,905.21 |
|
| R3 |
17,816.02 |
17,493.00 |
16,743.41 |
|
| R2 |
17,227.66 |
17,227.66 |
16,689.48 |
|
| R1 |
16,904.64 |
16,904.64 |
16,635.54 |
16,771.97 |
| PP |
16,639.30 |
16,639.30 |
16,639.30 |
16,572.97 |
| S1 |
16,316.28 |
16,316.28 |
16,527.68 |
16,183.61 |
| S2 |
16,050.94 |
16,050.94 |
16,473.74 |
|
| S3 |
15,462.58 |
15,727.92 |
16,419.81 |
|
| S4 |
14,874.22 |
15,139.56 |
16,258.01 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,977.85 |
16,373.97 |
603.88 |
3.6% |
246.17 |
1.5% |
74% |
True |
False |
31,847 |
| 10 |
17,011.26 |
16,331.29 |
679.97 |
4.0% |
286.68 |
1.7% |
72% |
False |
False |
36,870 |
| 20 |
18,335.40 |
16,331.29 |
2,004.11 |
11.9% |
380.14 |
2.3% |
24% |
False |
False |
43,157 |
| 40 |
21,466.76 |
15,516.53 |
5,950.23 |
35.4% |
692.57 |
4.1% |
22% |
False |
False |
57,977 |
| 60 |
21,466.76 |
15,516.53 |
5,950.23 |
35.4% |
672.05 |
4.0% |
22% |
False |
False |
54,424 |
| 80 |
22,718.84 |
15,516.53 |
7,202.31 |
42.8% |
761.56 |
4.5% |
18% |
False |
False |
56,852 |
| 100 |
25,198.76 |
15,516.53 |
9,682.23 |
57.6% |
803.18 |
4.8% |
13% |
False |
False |
54,729 |
| 120 |
25,198.76 |
15,516.53 |
9,682.23 |
57.6% |
894.65 |
5.3% |
13% |
False |
False |
54,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,385.11 |
|
2.618 |
17,844.72 |
|
1.618 |
17,513.60 |
|
1.000 |
17,308.97 |
|
0.618 |
17,182.48 |
|
HIGH |
16,977.85 |
|
0.618 |
16,851.36 |
|
0.500 |
16,812.29 |
|
0.382 |
16,773.22 |
|
LOW |
16,646.73 |
|
0.618 |
16,442.10 |
|
1.000 |
16,315.61 |
|
1.618 |
16,110.98 |
|
2.618 |
15,779.86 |
|
4.250 |
15,239.47 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,818.12 |
16,772.66 |
| PP |
16,815.20 |
16,724.28 |
| S1 |
16,812.29 |
16,675.91 |
|