| 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 |
1,211.2660 |
1,252.4330 |
41.1670 |
3.4% |
1,216.8250 |
| High |
1,267.4400 |
1,266.5650 |
-0.8750 |
-0.1% |
1,232.6990 |
| Low |
1,209.9860 |
1,242.7640 |
32.7780 |
2.7% |
1,183.8930 |
| Close |
1,252.4240 |
1,252.0180 |
-0.4060 |
0.0% |
1,198.6730 |
| Range |
57.4540 |
23.8010 |
-33.6530 |
-58.6% |
48.8060 |
| ATR |
50.0430 |
48.1686 |
-1.8744 |
-3.7% |
0.0000 |
| Volume |
581,298 |
386,530 |
-194,768 |
-33.5% |
1,570,240 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,325.1853 |
1,312.4027 |
1,265.1086 |
|
| R3 |
1,301.3843 |
1,288.6017 |
1,258.5633 |
|
| R2 |
1,277.5833 |
1,277.5833 |
1,256.3815 |
|
| R1 |
1,264.8007 |
1,264.8007 |
1,254.1998 |
1,259.2915 |
| PP |
1,253.7823 |
1,253.7823 |
1,253.7823 |
1,251.0278 |
| S1 |
1,240.9997 |
1,240.9997 |
1,249.8362 |
1,235.4905 |
| S2 |
1,229.9813 |
1,229.9813 |
1,247.6545 |
|
| S3 |
1,206.1803 |
1,217.1987 |
1,245.4727 |
|
| S4 |
1,182.3793 |
1,193.3977 |
1,238.9275 |
|
|
| 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 |
1,267.4400 |
1,183.8930 |
83.5470 |
6.7% |
27.0242 |
2.2% |
82% |
False |
False |
341,933 |
| 10 |
1,267.4400 |
1,183.8930 |
83.5470 |
6.7% |
27.1629 |
2.2% |
82% |
False |
False |
390,969 |
| 20 |
1,347.9160 |
1,152.4650 |
195.4510 |
15.6% |
43.1336 |
3.4% |
51% |
False |
False |
447,951 |
| 40 |
1,576.4860 |
1,077.4100 |
499.0760 |
39.9% |
71.5172 |
5.7% |
35% |
False |
False |
625,439 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
47.2% |
74.6454 |
6.0% |
30% |
False |
False |
624,483 |
| 80 |
1,752.2240 |
1,077.4100 |
674.8140 |
53.9% |
77.5434 |
6.2% |
26% |
False |
False |
632,640 |
| 100 |
2,028.6500 |
1,077.4100 |
951.2400 |
76.0% |
84.8191 |
6.8% |
18% |
False |
False |
627,918 |
| 120 |
2,028.6500 |
1,077.4100 |
951.2400 |
76.0% |
95.6788 |
7.6% |
18% |
False |
False |
642,694 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,367.7193 |
|
2.618 |
1,328.8760 |
|
1.618 |
1,305.0750 |
|
1.000 |
1,290.3660 |
|
0.618 |
1,281.2740 |
|
HIGH |
1,266.5650 |
|
0.618 |
1,257.4730 |
|
0.500 |
1,254.6645 |
|
0.382 |
1,251.8560 |
|
LOW |
1,242.7640 |
|
0.618 |
1,228.0550 |
|
1.000 |
1,218.9630 |
|
1.618 |
1,204.2540 |
|
2.618 |
1,180.4530 |
|
4.250 |
1,141.6098 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,254.6645 |
1,246.9753 |
| PP |
1,253.7823 |
1,241.9327 |
| S1 |
1,252.9002 |
1,236.8900 |
|