Trading Metrics calculated at close of trading on 04-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1,826.19 |
1,839.61 |
13.42 |
0.7% |
1,806.85 |
High |
1,849.48 |
1,863.71 |
14.23 |
0.8% |
1,829.60 |
Low |
1,825.64 |
1,836.77 |
11.13 |
0.6% |
1,797.64 |
Close |
1,839.61 |
1,854.67 |
15.06 |
0.8% |
1,824.09 |
Range |
23.84 |
26.94 |
3.10 |
13.0% |
31.96 |
ATR |
22.12 |
22.46 |
0.34 |
1.6% |
0.00 |
Volume |
10,411 |
5,491 |
-4,920 |
-47.3% |
44,124 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,932.54 |
1,920.54 |
1,869.49 |
|
R3 |
1,905.60 |
1,893.60 |
1,862.08 |
|
R2 |
1,878.66 |
1,878.66 |
1,859.61 |
|
R1 |
1,866.66 |
1,866.66 |
1,857.14 |
1,872.66 |
PP |
1,851.72 |
1,851.72 |
1,851.72 |
1,854.72 |
S1 |
1,839.72 |
1,839.72 |
1,852.20 |
1,845.72 |
S2 |
1,824.78 |
1,824.78 |
1,849.73 |
|
S3 |
1,797.84 |
1,812.78 |
1,847.26 |
|
S4 |
1,770.90 |
1,785.84 |
1,839.85 |
|
|
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 |
1,863.71 |
1,797.64 |
66.07 |
3.6% |
19.77 |
1.1% |
86% |
True |
False |
9,824 |
10 |
1,863.71 |
1,784.91 |
78.80 |
4.2% |
21.97 |
1.2% |
89% |
True |
False |
10,479 |
20 |
1,863.71 |
1,766.66 |
97.05 |
5.2% |
21.40 |
1.2% |
91% |
True |
False |
10,342 |
40 |
1,863.71 |
1,665.68 |
198.03 |
10.7% |
22.60 |
1.2% |
95% |
True |
False |
9,159 |
60 |
1,863.71 |
1,617.06 |
246.65 |
13.3% |
23.61 |
1.3% |
96% |
True |
False |
8,738 |
80 |
1,863.71 |
1,616.14 |
247.57 |
13.3% |
24.20 |
1.3% |
96% |
True |
False |
8,676 |
100 |
1,863.71 |
1,616.14 |
247.57 |
13.3% |
23.27 |
1.3% |
96% |
True |
False |
8,261 |
120 |
1,863.71 |
1,616.14 |
247.57 |
13.3% |
22.72 |
1.2% |
96% |
True |
False |
7,976 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,978.21 |
2.618 |
1,934.24 |
1.618 |
1,907.30 |
1.000 |
1,890.65 |
0.618 |
1,880.36 |
HIGH |
1,863.71 |
0.618 |
1,853.42 |
0.500 |
1,850.24 |
0.382 |
1,847.06 |
LOW |
1,836.77 |
0.618 |
1,820.12 |
1.000 |
1,809.83 |
1.618 |
1,793.18 |
2.618 |
1,766.24 |
4.250 |
1,722.28 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,853.19 |
1,848.79 |
PP |
1,851.72 |
1,842.90 |
S1 |
1,850.24 |
1,837.02 |
|