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 |
1,854.68 |
1,832.96 |
-21.72 |
-1.2% |
1,826.19 |
High |
1,858.61 |
1,869.42 |
10.81 |
0.6% |
1,869.42 |
Low |
1,827.17 |
1,831.87 |
4.70 |
0.3% |
1,825.64 |
Close |
1,833.01 |
1,866.13 |
33.12 |
1.8% |
1,866.13 |
Range |
31.44 |
37.55 |
6.11 |
19.4% |
43.78 |
ATR |
23.10 |
24.13 |
1.03 |
4.5% |
0.00 |
Volume |
5,448 |
5,560 |
112 |
2.1% |
26,910 |
|
Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,968.46 |
1,954.84 |
1,886.78 |
|
R3 |
1,930.91 |
1,917.29 |
1,876.46 |
|
R2 |
1,893.36 |
1,893.36 |
1,873.01 |
|
R1 |
1,879.74 |
1,879.74 |
1,869.57 |
1,886.55 |
PP |
1,855.81 |
1,855.81 |
1,855.81 |
1,859.21 |
S1 |
1,842.19 |
1,842.19 |
1,862.69 |
1,849.00 |
S2 |
1,818.26 |
1,818.26 |
1,859.25 |
|
S3 |
1,780.71 |
1,804.64 |
1,855.80 |
|
S4 |
1,743.16 |
1,767.09 |
1,845.48 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,985.07 |
1,969.38 |
1,890.21 |
|
R3 |
1,941.29 |
1,925.60 |
1,878.17 |
|
R2 |
1,897.51 |
1,897.51 |
1,874.16 |
|
R1 |
1,881.82 |
1,881.82 |
1,870.14 |
1,889.67 |
PP |
1,853.73 |
1,853.73 |
1,853.73 |
1,857.65 |
S1 |
1,838.04 |
1,838.04 |
1,862.12 |
1,845.89 |
S2 |
1,809.95 |
1,809.95 |
1,858.10 |
|
S3 |
1,766.17 |
1,794.26 |
1,854.09 |
|
S4 |
1,722.39 |
1,750.48 |
1,842.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,869.42 |
1,810.32 |
59.10 |
3.2% |
26.87 |
1.4% |
94% |
True |
False |
7,663 |
10 |
1,869.42 |
1,785.38 |
84.04 |
4.5% |
24.31 |
1.3% |
96% |
True |
False |
9,368 |
20 |
1,869.42 |
1,774.92 |
94.50 |
5.1% |
23.13 |
1.2% |
97% |
True |
False |
10,012 |
40 |
1,869.42 |
1,702.49 |
166.93 |
8.9% |
22.74 |
1.2% |
98% |
True |
False |
9,015 |
60 |
1,869.42 |
1,617.06 |
252.36 |
13.5% |
23.85 |
1.3% |
99% |
True |
False |
8,636 |
80 |
1,869.42 |
1,616.14 |
253.28 |
13.6% |
24.38 |
1.3% |
99% |
True |
False |
8,593 |
100 |
1,869.42 |
1,616.14 |
253.28 |
13.6% |
23.52 |
1.3% |
99% |
True |
False |
8,255 |
120 |
1,869.42 |
1,616.14 |
253.28 |
13.6% |
23.02 |
1.2% |
99% |
True |
False |
7,950 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,029.01 |
2.618 |
1,967.73 |
1.618 |
1,930.18 |
1.000 |
1,906.97 |
0.618 |
1,892.63 |
HIGH |
1,869.42 |
0.618 |
1,855.08 |
0.500 |
1,850.65 |
0.382 |
1,846.21 |
LOW |
1,831.87 |
0.618 |
1,808.66 |
1.000 |
1,794.32 |
1.618 |
1,771.11 |
2.618 |
1,733.56 |
4.250 |
1,672.28 |
|
|
Fisher Pivots for day following 06-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,860.97 |
1,860.19 |
PP |
1,855.81 |
1,854.24 |
S1 |
1,850.65 |
1,848.30 |
|