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 |
1,839.61 |
1,854.68 |
15.07 |
0.8% |
1,806.85 |
High |
1,863.71 |
1,858.61 |
-5.10 |
-0.3% |
1,829.60 |
Low |
1,836.77 |
1,827.17 |
-9.60 |
-0.5% |
1,797.64 |
Close |
1,854.67 |
1,833.01 |
-21.66 |
-1.2% |
1,824.09 |
Range |
26.94 |
31.44 |
4.50 |
16.7% |
31.96 |
ATR |
22.46 |
23.10 |
0.64 |
2.9% |
0.00 |
Volume |
5,491 |
5,448 |
-43 |
-0.8% |
44,124 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,933.92 |
1,914.90 |
1,850.30 |
|
R3 |
1,902.48 |
1,883.46 |
1,841.66 |
|
R2 |
1,871.04 |
1,871.04 |
1,838.77 |
|
R1 |
1,852.02 |
1,852.02 |
1,835.89 |
1,845.81 |
PP |
1,839.60 |
1,839.60 |
1,839.60 |
1,836.49 |
S1 |
1,820.58 |
1,820.58 |
1,830.13 |
1,814.37 |
S2 |
1,808.16 |
1,808.16 |
1,827.25 |
|
S3 |
1,776.72 |
1,789.14 |
1,824.36 |
|
S4 |
1,745.28 |
1,757.70 |
1,815.72 |
|
|
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 |
1,802.99 |
60.72 |
3.3% |
22.73 |
1.2% |
49% |
False |
False |
8,719 |
10 |
1,863.71 |
1,785.38 |
78.33 |
4.3% |
21.60 |
1.2% |
61% |
False |
False |
9,937 |
20 |
1,863.71 |
1,768.70 |
95.01 |
5.2% |
22.30 |
1.2% |
68% |
False |
False |
10,167 |
40 |
1,863.71 |
1,665.68 |
198.03 |
10.8% |
23.06 |
1.3% |
84% |
False |
False |
9,089 |
60 |
1,863.71 |
1,617.06 |
246.65 |
13.5% |
23.59 |
1.3% |
88% |
False |
False |
8,684 |
80 |
1,863.71 |
1,616.14 |
247.57 |
13.5% |
24.32 |
1.3% |
88% |
False |
False |
8,636 |
100 |
1,863.71 |
1,616.14 |
247.57 |
13.5% |
23.42 |
1.3% |
88% |
False |
False |
8,256 |
120 |
1,863.71 |
1,616.14 |
247.57 |
13.5% |
22.84 |
1.2% |
88% |
False |
False |
7,962 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,992.23 |
2.618 |
1,940.92 |
1.618 |
1,909.48 |
1.000 |
1,890.05 |
0.618 |
1,878.04 |
HIGH |
1,858.61 |
0.618 |
1,846.60 |
0.500 |
1,842.89 |
0.382 |
1,839.18 |
LOW |
1,827.17 |
0.618 |
1,807.74 |
1.000 |
1,795.73 |
1.618 |
1,776.30 |
2.618 |
1,744.86 |
4.250 |
1,693.55 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,842.89 |
1,844.68 |
PP |
1,839.60 |
1,840.79 |
S1 |
1,836.30 |
1,836.90 |
|