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 |
133.030 |
130.681 |
-2.349 |
-1.8% |
132.879 |
High |
133.095 |
131.399 |
-1.696 |
-1.3% |
134.499 |
Low |
130.782 |
129.515 |
-1.267 |
-1.0% |
130.782 |
Close |
131.117 |
131.015 |
-0.102 |
-0.1% |
131.117 |
Range |
2.313 |
1.884 |
-0.429 |
-18.5% |
3.717 |
ATR |
1.905 |
1.903 |
-0.001 |
-0.1% |
0.000 |
Volume |
403,776 |
503,352 |
99,576 |
24.7% |
1,399,782 |
|
Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
136.295 |
135.539 |
132.051 |
|
R3 |
134.411 |
133.655 |
131.533 |
|
R2 |
132.527 |
132.527 |
131.360 |
|
R1 |
131.771 |
131.771 |
131.188 |
132.149 |
PP |
130.643 |
130.643 |
130.643 |
130.832 |
S1 |
129.887 |
129.887 |
130.842 |
130.265 |
S2 |
128.759 |
128.759 |
130.670 |
|
S3 |
126.875 |
128.003 |
130.497 |
|
S4 |
124.991 |
126.119 |
129.979 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
143.284 |
140.917 |
133.161 |
|
R3 |
139.567 |
137.200 |
132.139 |
|
R2 |
135.850 |
135.850 |
131.798 |
|
R1 |
133.483 |
133.483 |
131.458 |
132.808 |
PP |
132.133 |
132.133 |
132.133 |
131.795 |
S1 |
129.766 |
129.766 |
130.776 |
129.091 |
S2 |
128.416 |
128.416 |
130.436 |
|
S3 |
124.699 |
126.049 |
130.095 |
|
S4 |
120.982 |
122.332 |
129.073 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
134.499 |
129.515 |
4.984 |
3.8% |
1.572 |
1.2% |
30% |
False |
True |
380,626 |
10 |
137.477 |
129.515 |
7.962 |
6.1% |
1.922 |
1.5% |
19% |
False |
True |
405,588 |
20 |
138.172 |
129.515 |
8.657 |
6.6% |
1.892 |
1.4% |
17% |
False |
True |
419,976 |
40 |
148.402 |
129.515 |
18.887 |
14.4% |
2.050 |
1.6% |
8% |
False |
True |
422,542 |
60 |
151.942 |
129.515 |
22.427 |
17.1% |
1.941 |
1.5% |
7% |
False |
True |
406,684 |
80 |
151.942 |
129.515 |
22.427 |
17.1% |
1.843 |
1.4% |
7% |
False |
True |
408,162 |
100 |
151.942 |
129.515 |
22.427 |
17.1% |
1.756 |
1.3% |
7% |
False |
True |
372,659 |
120 |
151.942 |
129.515 |
22.427 |
17.1% |
1.738 |
1.3% |
7% |
False |
True |
370,392 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
139.406 |
2.618 |
136.331 |
1.618 |
134.447 |
1.000 |
133.283 |
0.618 |
132.563 |
HIGH |
131.399 |
0.618 |
130.679 |
0.500 |
130.457 |
0.382 |
130.235 |
LOW |
129.515 |
0.618 |
128.351 |
1.000 |
127.631 |
1.618 |
126.467 |
2.618 |
124.583 |
4.250 |
121.508 |
|
|
Fisher Pivots for day following 03-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
130.829 |
131.996 |
PP |
130.643 |
131.669 |
S1 |
130.457 |
131.342 |
|