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 |
1,831.8 |
1,845.2 |
13.4 |
0.7% |
1,808.2 |
High |
1,856.6 |
1,871.3 |
14.7 |
0.8% |
1,841.9 |
Low |
1,831.3 |
1,842.0 |
10.7 |
0.6% |
1,804.2 |
Close |
1,846.1 |
1,859.0 |
12.9 |
0.7% |
1,826.2 |
Range |
25.3 |
29.3 |
4.0 |
15.8% |
37.7 |
ATR |
25.0 |
25.3 |
0.3 |
1.2% |
0.0 |
Volume |
212,272 |
198,354 |
-13,918 |
-6.6% |
491,180 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,945.3 |
1,931.5 |
1,875.1 |
|
R3 |
1,916.0 |
1,902.2 |
1,867.1 |
|
R2 |
1,886.7 |
1,886.7 |
1,864.4 |
|
R1 |
1,872.9 |
1,872.9 |
1,861.7 |
1,879.8 |
PP |
1,857.4 |
1,857.4 |
1,857.4 |
1,860.9 |
S1 |
1,843.6 |
1,843.6 |
1,856.3 |
1,850.5 |
S2 |
1,828.1 |
1,828.1 |
1,853.6 |
|
S3 |
1,798.8 |
1,814.3 |
1,850.9 |
|
S4 |
1,769.5 |
1,785.0 |
1,842.9 |
|
|
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 |
1,871.3 |
1,804.2 |
67.1 |
3.6% |
20.4 |
1.1% |
82% |
True |
False |
148,438 |
10 |
1,871.3 |
1,792.7 |
78.6 |
4.2% |
23.7 |
1.3% |
84% |
True |
False |
149,071 |
20 |
1,871.3 |
1,779.1 |
92.2 |
5.0% |
23.2 |
1.2% |
87% |
True |
False |
146,200 |
40 |
1,871.3 |
1,681.3 |
190.0 |
10.2% |
24.9 |
1.3% |
94% |
True |
False |
118,013 |
60 |
1,871.3 |
1,632.3 |
239.0 |
12.9% |
25.8 |
1.4% |
95% |
True |
False |
82,291 |
80 |
1,871.3 |
1,632.3 |
239.0 |
12.9% |
26.2 |
1.4% |
95% |
True |
False |
62,785 |
100 |
1,871.3 |
1,632.3 |
239.0 |
12.9% |
25.1 |
1.3% |
95% |
True |
False |
50,592 |
120 |
1,871.3 |
1,632.3 |
239.0 |
12.9% |
24.4 |
1.3% |
95% |
True |
False |
42,499 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,995.8 |
2.618 |
1,948.0 |
1.618 |
1,918.7 |
1.000 |
1,900.6 |
0.618 |
1,889.4 |
HIGH |
1,871.3 |
0.618 |
1,860.1 |
0.500 |
1,856.7 |
0.382 |
1,853.2 |
LOW |
1,842.0 |
0.618 |
1,823.9 |
1.000 |
1,812.7 |
1.618 |
1,794.6 |
2.618 |
1,765.3 |
4.250 |
1,717.5 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,858.2 |
1,854.5 |
PP |
1,857.4 |
1,850.0 |
S1 |
1,856.7 |
1,845.6 |
|