| Trading Metrics calculated at close of trading on 03-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,194.2730 |
1,219.3860 |
25.1130 |
2.1% |
1,216.8250 |
| High |
1,203.3030 |
1,219.8090 |
16.5060 |
1.4% |
1,232.6990 |
| Low |
1,184.0510 |
1,206.3400 |
22.2890 |
1.9% |
1,183.8930 |
| Close |
1,198.6730 |
1,211.2960 |
12.6230 |
1.1% |
1,198.6730 |
| Range |
19.2520 |
13.4690 |
-5.7830 |
-30.0% |
48.8060 |
| ATR |
51.6527 |
49.4729 |
-2.1798 |
-4.2% |
0.0000 |
| Volume |
363,736 |
3,091 |
-360,645 |
-99.2% |
1,570,240 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,252.8887 |
1,245.5613 |
1,218.7040 |
|
| R3 |
1,239.4197 |
1,232.0923 |
1,215.0000 |
|
| R2 |
1,225.9507 |
1,225.9507 |
1,213.7653 |
|
| R1 |
1,218.6233 |
1,218.6233 |
1,212.5307 |
1,215.5525 |
| PP |
1,212.4817 |
1,212.4817 |
1,212.4817 |
1,210.9463 |
| S1 |
1,205.1543 |
1,205.1543 |
1,210.0613 |
1,202.0835 |
| S2 |
1,199.0127 |
1,199.0127 |
1,208.8267 |
|
| S3 |
1,185.5437 |
1,191.6853 |
1,207.5920 |
|
| S4 |
1,172.0747 |
1,178.2163 |
1,203.8881 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.5063 |
1,323.8957 |
1,225.5163 |
|
| R3 |
1,302.7003 |
1,275.0897 |
1,212.0947 |
|
| R2 |
1,253.8943 |
1,253.8943 |
1,207.6208 |
|
| R1 |
1,226.2837 |
1,226.2837 |
1,203.1469 |
1,215.6860 |
| PP |
1,205.0883 |
1,205.0883 |
1,205.0883 |
1,199.7895 |
| S1 |
1,177.4777 |
1,177.4777 |
1,194.1991 |
1,166.8800 |
| S2 |
1,156.2823 |
1,156.2823 |
1,189.7252 |
|
| S3 |
1,107.4763 |
1,128.6717 |
1,185.2514 |
|
| S4 |
1,058.6703 |
1,079.8657 |
1,171.8297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,232.6990 |
1,183.8930 |
48.8060 |
4.0% |
22.7078 |
1.9% |
56% |
False |
False |
314,666 |
| 10 |
1,232.6990 |
1,152.4650 |
80.2340 |
6.6% |
30.6085 |
2.5% |
73% |
False |
False |
357,931 |
| 20 |
1,347.9160 |
1,152.4650 |
195.4510 |
16.1% |
43.7331 |
3.6% |
30% |
False |
False |
421,842 |
| 40 |
1,668.4800 |
1,077.4100 |
591.0700 |
48.8% |
75.9844 |
6.3% |
23% |
False |
False |
601,672 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
48.8% |
74.6976 |
6.2% |
23% |
False |
False |
617,170 |
| 80 |
1,787.3340 |
1,077.4100 |
709.9240 |
58.6% |
79.1161 |
6.5% |
19% |
False |
False |
630,073 |
| 100 |
2,028.6500 |
1,077.4100 |
951.2400 |
78.5% |
85.8310 |
7.1% |
14% |
False |
False |
635,397 |
| 120 |
2,028.6500 |
1,073.7810 |
954.8690 |
78.8% |
96.9904 |
8.0% |
14% |
False |
False |
650,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,277.0523 |
|
2.618 |
1,255.0708 |
|
1.618 |
1,241.6018 |
|
1.000 |
1,233.2780 |
|
0.618 |
1,228.1328 |
|
HIGH |
1,219.8090 |
|
0.618 |
1,214.6638 |
|
0.500 |
1,213.0745 |
|
0.382 |
1,211.4852 |
|
LOW |
1,206.3400 |
|
0.618 |
1,198.0162 |
|
1.000 |
1,192.8710 |
|
1.618 |
1,184.5472 |
|
2.618 |
1,171.0782 |
|
4.250 |
1,149.0968 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,213.0745 |
1,208.1477 |
| PP |
1,212.4817 |
1,204.9993 |
| S1 |
1,211.8888 |
1,201.8510 |
|