Trading Metrics calculated at close of trading on 05-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
16,660.55 |
16,821.03 |
160.48 |
1.0% |
16,832.37 |
High |
16,977.85 |
16,869.28 |
-108.57 |
-0.6% |
16,962.33 |
Low |
16,646.73 |
16,767.04 |
120.31 |
0.7% |
16,373.97 |
Close |
16,821.03 |
16,845.49 |
24.46 |
0.1% |
16,581.61 |
Range |
331.12 |
102.24 |
-228.88 |
-69.1% |
588.36 |
ATR |
442.68 |
418.36 |
-24.32 |
-5.5% |
0.00 |
Volume |
40,988 |
253 |
-40,735 |
-99.4% |
153,807 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,133.99 |
17,091.98 |
16,901.72 |
|
R3 |
17,031.75 |
16,989.74 |
16,873.61 |
|
R2 |
16,929.51 |
16,929.51 |
16,864.23 |
|
R1 |
16,887.50 |
16,887.50 |
16,854.86 |
16,908.51 |
PP |
16,827.27 |
16,827.27 |
16,827.27 |
16,837.77 |
S1 |
16,785.26 |
16,785.26 |
16,836.12 |
16,806.27 |
S2 |
16,725.03 |
16,725.03 |
16,826.75 |
|
S3 |
16,622.79 |
16,683.02 |
16,817.37 |
|
S4 |
16,520.55 |
16,580.78 |
16,789.26 |
|
|
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% |
206.82 |
1.2% |
78% |
False |
False |
23,841 |
10 |
16,977.85 |
16,373.97 |
603.88 |
3.6% |
228.91 |
1.4% |
78% |
False |
False |
30,243 |
20 |
18,335.40 |
16,331.29 |
2,004.11 |
11.9% |
376.09 |
2.2% |
26% |
False |
False |
40,921 |
40 |
20,679.67 |
15,516.53 |
5,163.14 |
30.6% |
673.67 |
4.0% |
26% |
False |
False |
57,972 |
60 |
21,466.76 |
15,516.53 |
5,950.23 |
35.3% |
665.20 |
3.9% |
22% |
False |
False |
54,420 |
80 |
22,718.84 |
15,516.53 |
7,202.31 |
42.8% |
746.38 |
4.4% |
18% |
False |
False |
56,846 |
100 |
25,198.76 |
15,516.53 |
9,682.23 |
57.5% |
797.20 |
4.7% |
14% |
False |
False |
54,258 |
120 |
25,198.76 |
15,516.53 |
9,682.23 |
57.5% |
888.99 |
5.3% |
14% |
False |
False |
53,805 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,303.80 |
2.618 |
17,136.94 |
1.618 |
17,034.70 |
1.000 |
16,971.52 |
0.618 |
16,932.46 |
HIGH |
16,869.28 |
0.618 |
16,830.22 |
0.500 |
16,818.16 |
0.382 |
16,806.10 |
LOW |
16,767.04 |
0.618 |
16,703.86 |
1.000 |
16,664.80 |
1.618 |
16,601.62 |
2.618 |
16,499.38 |
4.250 |
16,332.52 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
16,836.38 |
16,828.04 |
PP |
16,827.27 |
16,810.59 |
S1 |
16,818.16 |
16,793.15 |
|