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 |
1,814.90 |
1,826.19 |
11.29 |
0.6% |
1,806.85 |
High |
1,824.91 |
1,849.48 |
24.57 |
1.3% |
1,829.60 |
Low |
1,810.32 |
1,825.64 |
15.32 |
0.8% |
1,797.64 |
Close |
1,824.09 |
1,839.61 |
15.52 |
0.9% |
1,824.09 |
Range |
14.59 |
23.84 |
9.25 |
63.4% |
31.96 |
ATR |
21.86 |
22.12 |
0.25 |
1.2% |
0.00 |
Volume |
11,408 |
10,411 |
-997 |
-8.7% |
44,124 |
|
Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,909.76 |
1,898.53 |
1,852.72 |
|
R3 |
1,885.92 |
1,874.69 |
1,846.17 |
|
R2 |
1,862.08 |
1,862.08 |
1,843.98 |
|
R1 |
1,850.85 |
1,850.85 |
1,841.80 |
1,856.47 |
PP |
1,838.24 |
1,838.24 |
1,838.24 |
1,841.05 |
S1 |
1,827.01 |
1,827.01 |
1,837.42 |
1,832.63 |
S2 |
1,814.40 |
1,814.40 |
1,835.24 |
|
S3 |
1,790.56 |
1,803.17 |
1,833.05 |
|
S4 |
1,766.72 |
1,779.33 |
1,826.50 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,912.99 |
1,900.50 |
1,841.67 |
|
R3 |
1,881.03 |
1,868.54 |
1,832.88 |
|
R2 |
1,849.07 |
1,849.07 |
1,829.95 |
|
R1 |
1,836.58 |
1,836.58 |
1,827.02 |
1,842.83 |
PP |
1,817.11 |
1,817.11 |
1,817.11 |
1,820.23 |
S1 |
1,804.62 |
1,804.62 |
1,821.16 |
1,810.87 |
S2 |
1,785.15 |
1,785.15 |
1,818.23 |
|
S3 |
1,753.19 |
1,772.66 |
1,815.30 |
|
S4 |
1,721.23 |
1,740.70 |
1,806.51 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,849.48 |
1,797.64 |
51.84 |
2.8% |
20.17 |
1.1% |
81% |
True |
False |
10,907 |
10 |
1,849.48 |
1,784.34 |
65.14 |
3.5% |
20.64 |
1.1% |
85% |
True |
False |
11,020 |
20 |
1,849.48 |
1,765.85 |
83.63 |
4.5% |
22.22 |
1.2% |
88% |
True |
False |
10,514 |
40 |
1,849.48 |
1,627.88 |
221.60 |
12.0% |
23.26 |
1.3% |
96% |
True |
False |
9,191 |
60 |
1,849.48 |
1,617.06 |
232.42 |
12.6% |
23.51 |
1.3% |
96% |
True |
False |
8,793 |
80 |
1,849.48 |
1,616.14 |
233.34 |
12.7% |
24.14 |
1.3% |
96% |
True |
False |
8,718 |
100 |
1,849.48 |
1,616.14 |
233.34 |
12.7% |
23.14 |
1.3% |
96% |
True |
False |
8,266 |
120 |
1,849.48 |
1,616.14 |
233.34 |
12.7% |
22.80 |
1.2% |
96% |
True |
False |
7,988 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,950.80 |
2.618 |
1,911.89 |
1.618 |
1,888.05 |
1.000 |
1,873.32 |
0.618 |
1,864.21 |
HIGH |
1,849.48 |
0.618 |
1,840.37 |
0.500 |
1,837.56 |
0.382 |
1,834.75 |
LOW |
1,825.64 |
0.618 |
1,810.91 |
1.000 |
1,801.80 |
1.618 |
1,787.07 |
2.618 |
1,763.23 |
4.250 |
1,724.32 |
|
|
Fisher Pivots for day following 03-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,838.93 |
1,835.15 |
PP |
1,838.24 |
1,830.69 |
S1 |
1,837.56 |
1,826.24 |
|