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 |
16,675 |
16,625 |
-50 |
-0.3% |
16,690 |
High |
16,765 |
17,015 |
250 |
1.5% |
16,815 |
Low |
16,525 |
16,610 |
85 |
0.5% |
16,090 |
Close |
16,615 |
16,780 |
165 |
1.0% |
16,535 |
Range |
240 |
405 |
165 |
68.8% |
725 |
ATR |
541 |
531 |
-10 |
-1.8% |
0 |
Volume |
4,086 |
7,387 |
3,301 |
80.8% |
22,175 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,017 |
17,803 |
17,003 |
|
R3 |
17,612 |
17,398 |
16,891 |
|
R2 |
17,207 |
17,207 |
16,854 |
|
R1 |
16,993 |
16,993 |
16,817 |
17,100 |
PP |
16,802 |
16,802 |
16,802 |
16,855 |
S1 |
16,588 |
16,588 |
16,743 |
16,695 |
S2 |
16,397 |
16,397 |
16,706 |
|
S3 |
15,992 |
16,183 |
16,669 |
|
S4 |
15,587 |
15,778 |
16,557 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,655 |
18,320 |
16,934 |
|
R3 |
17,930 |
17,595 |
16,734 |
|
R2 |
17,205 |
17,205 |
16,668 |
|
R1 |
16,870 |
16,870 |
16,601 |
16,675 |
PP |
16,480 |
16,480 |
16,480 |
16,383 |
S1 |
16,145 |
16,145 |
16,469 |
15,950 |
S2 |
15,755 |
15,755 |
16,402 |
|
S3 |
15,030 |
15,420 |
16,336 |
|
S4 |
14,305 |
14,695 |
16,136 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,015 |
16,090 |
925 |
5.5% |
347 |
2.1% |
75% |
True |
False |
5,792 |
10 |
17,015 |
16,090 |
925 |
5.5% |
372 |
2.2% |
75% |
True |
False |
3,986 |
20 |
18,300 |
16,090 |
2,210 |
13.2% |
453 |
2.7% |
31% |
False |
False |
2,164 |
40 |
21,200 |
14,955 |
6,245 |
37.2% |
768 |
4.6% |
29% |
False |
False |
1,292 |
60 |
21,365 |
14,955 |
6,410 |
38.2% |
722 |
4.3% |
28% |
False |
False |
869 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,736 |
2.618 |
18,075 |
1.618 |
17,670 |
1.000 |
17,420 |
0.618 |
17,265 |
HIGH |
17,015 |
0.618 |
16,860 |
0.500 |
16,813 |
0.382 |
16,765 |
LOW |
16,610 |
0.618 |
16,360 |
1.000 |
16,205 |
1.618 |
15,955 |
2.618 |
15,550 |
4.250 |
14,889 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
16,813 |
16,704 |
PP |
16,802 |
16,628 |
S1 |
16,791 |
16,553 |
|