Trading Metrics calculated at close of trading on 06-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1,252.4330 |
1,252.1530 |
-0.2800 |
0.0% |
1,219.3860 |
High |
1,266.5650 |
1,274.9130 |
8.3480 |
0.7% |
1,274.9130 |
Low |
1,242.7640 |
1,238.3190 |
-4.4450 |
-0.4% |
1,206.3400 |
Close |
1,252.0180 |
1,266.3520 |
14.3340 |
1.1% |
1,266.3520 |
Range |
23.8010 |
36.5940 |
12.7930 |
53.7% |
68.5730 |
ATR |
48.1686 |
47.3418 |
-0.8268 |
-1.7% |
0.0000 |
Volume |
386,530 |
444,221 |
57,691 |
14.9% |
1,415,140 |
|
Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,369.6433 |
1,354.5917 |
1,286.4787 |
|
R3 |
1,333.0493 |
1,317.9977 |
1,276.4154 |
|
R2 |
1,296.4553 |
1,296.4553 |
1,273.0609 |
|
R1 |
1,281.4037 |
1,281.4037 |
1,269.7065 |
1,288.9295 |
PP |
1,259.8613 |
1,259.8613 |
1,259.8613 |
1,263.6243 |
S1 |
1,244.8097 |
1,244.8097 |
1,262.9976 |
1,252.3355 |
S2 |
1,223.2673 |
1,223.2673 |
1,259.6431 |
|
S3 |
1,186.6733 |
1,208.2157 |
1,256.2887 |
|
S4 |
1,150.0793 |
1,171.6217 |
1,246.2253 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,454.9207 |
1,429.2093 |
1,304.0672 |
|
R3 |
1,386.3477 |
1,360.6363 |
1,285.2096 |
|
R2 |
1,317.7747 |
1,317.7747 |
1,278.9237 |
|
R1 |
1,292.0633 |
1,292.0633 |
1,272.6379 |
1,304.9190 |
PP |
1,249.2017 |
1,249.2017 |
1,249.2017 |
1,255.6295 |
S1 |
1,223.4903 |
1,223.4903 |
1,260.0661 |
1,236.3460 |
S2 |
1,180.6287 |
1,180.6287 |
1,253.7803 |
|
S3 |
1,112.0557 |
1,154.9173 |
1,247.4944 |
|
S4 |
1,043.4827 |
1,086.3443 |
1,228.6369 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,274.9130 |
1,184.0510 |
90.8620 |
7.2% |
30.1140 |
2.4% |
91% |
True |
False |
355,775 |
10 |
1,274.9130 |
1,183.8930 |
91.0200 |
7.2% |
29.2083 |
2.3% |
91% |
True |
False |
396,764 |
20 |
1,347.9160 |
1,152.4650 |
195.4510 |
15.4% |
42.2695 |
3.3% |
58% |
False |
False |
445,362 |
40 |
1,347.9160 |
1,077.4100 |
270.5060 |
21.4% |
64.1938 |
5.1% |
70% |
False |
False |
577,845 |
60 |
1,668.4800 |
1,077.4100 |
591.0700 |
46.7% |
74.5845 |
5.9% |
32% |
False |
False |
621,469 |
80 |
1,668.4800 |
1,077.4100 |
591.0700 |
46.7% |
75.7881 |
6.0% |
32% |
False |
False |
626,963 |
100 |
1,955.9150 |
1,077.4100 |
878.5050 |
69.4% |
83.6492 |
6.6% |
22% |
False |
False |
632,279 |
120 |
2,028.6500 |
1,077.4100 |
951.2400 |
75.1% |
93.1931 |
7.4% |
20% |
False |
False |
646,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,430.4375 |
2.618 |
1,370.7161 |
1.618 |
1,334.1221 |
1.000 |
1,311.5070 |
0.618 |
1,297.5281 |
HIGH |
1,274.9130 |
0.618 |
1,260.9341 |
0.500 |
1,256.6160 |
0.382 |
1,252.2979 |
LOW |
1,238.3190 |
0.618 |
1,215.7039 |
1.000 |
1,201.7250 |
1.618 |
1,179.1099 |
2.618 |
1,142.5159 |
4.250 |
1,082.7945 |
|
|
Fisher Pivots for day following 06-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,263.1067 |
1,258.3845 |
PP |
1,259.8613 |
1,250.4170 |
S1 |
1,256.6160 |
1,242.4495 |
|