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 |
1,821.8 |
1,831.8 |
10.0 |
0.5% |
1,808.2 |
High |
1,832.4 |
1,856.6 |
24.2 |
1.3% |
1,841.9 |
Low |
1,819.8 |
1,831.3 |
11.5 |
0.6% |
1,804.2 |
Close |
1,826.2 |
1,846.1 |
19.9 |
1.1% |
1,826.2 |
Range |
12.6 |
25.3 |
12.7 |
100.8% |
37.7 |
ATR |
24.5 |
25.0 |
0.4 |
1.7% |
0.0 |
Volume |
107,496 |
212,272 |
104,776 |
97.5% |
491,180 |
|
Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,920.6 |
1,908.6 |
1,860.0 |
|
R3 |
1,895.3 |
1,883.3 |
1,853.1 |
|
R2 |
1,870.0 |
1,870.0 |
1,850.7 |
|
R1 |
1,858.0 |
1,858.0 |
1,848.4 |
1,864.0 |
PP |
1,844.7 |
1,844.7 |
1,844.7 |
1,847.7 |
S1 |
1,832.7 |
1,832.7 |
1,843.8 |
1,838.7 |
S2 |
1,819.4 |
1,819.4 |
1,841.5 |
|
S3 |
1,794.1 |
1,807.4 |
1,839.1 |
|
S4 |
1,768.8 |
1,782.1 |
1,832.2 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,937.2 |
1,919.4 |
1,846.9 |
|
R3 |
1,899.5 |
1,881.7 |
1,836.6 |
|
R2 |
1,861.8 |
1,861.8 |
1,833.1 |
|
R1 |
1,844.0 |
1,844.0 |
1,829.7 |
1,852.9 |
PP |
1,824.1 |
1,824.1 |
1,824.1 |
1,828.6 |
S1 |
1,806.3 |
1,806.3 |
1,822.7 |
1,815.2 |
S2 |
1,786.4 |
1,786.4 |
1,819.3 |
|
S3 |
1,748.7 |
1,768.6 |
1,815.8 |
|
S4 |
1,711.0 |
1,730.9 |
1,805.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,856.6 |
1,804.2 |
52.4 |
2.8% |
21.3 |
1.2% |
80% |
True |
False |
140,690 |
10 |
1,856.6 |
1,792.7 |
63.9 |
3.5% |
22.3 |
1.2% |
84% |
True |
False |
137,844 |
20 |
1,856.6 |
1,778.1 |
78.5 |
4.3% |
24.0 |
1.3% |
87% |
True |
False |
145,273 |
40 |
1,856.6 |
1,645.8 |
210.8 |
11.4% |
25.5 |
1.4% |
95% |
True |
False |
113,506 |
60 |
1,856.6 |
1,632.3 |
224.3 |
12.1% |
25.6 |
1.4% |
95% |
True |
False |
79,086 |
80 |
1,856.6 |
1,632.3 |
224.3 |
12.1% |
26.1 |
1.4% |
95% |
True |
False |
60,333 |
100 |
1,856.6 |
1,632.3 |
224.3 |
12.1% |
25.0 |
1.4% |
95% |
True |
False |
48,629 |
120 |
1,856.6 |
1,632.3 |
224.3 |
12.1% |
24.5 |
1.3% |
95% |
True |
False |
40,854 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,964.1 |
2.618 |
1,922.8 |
1.618 |
1,897.5 |
1.000 |
1,881.9 |
0.618 |
1,872.2 |
HIGH |
1,856.6 |
0.618 |
1,846.9 |
0.500 |
1,844.0 |
0.382 |
1,841.0 |
LOW |
1,831.3 |
0.618 |
1,815.7 |
1.000 |
1,806.0 |
1.618 |
1,790.4 |
2.618 |
1,765.1 |
4.250 |
1,723.8 |
|
|
Fisher Pivots for day following 03-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,845.4 |
1,842.0 |
PP |
1,844.7 |
1,838.0 |
S1 |
1,844.0 |
1,833.9 |
|