Trading Metrics calculated at close of trading on 05-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1,845.2 |
1,861.2 |
16.0 |
0.9% |
1,808.2 |
High |
1,871.3 |
1,864.3 |
-7.0 |
-0.4% |
1,841.9 |
Low |
1,842.0 |
1,829.9 |
-12.1 |
-0.7% |
1,804.2 |
Close |
1,859.0 |
1,840.6 |
-18.4 |
-1.0% |
1,826.2 |
Range |
29.3 |
34.4 |
5.1 |
17.4% |
37.7 |
ATR |
25.3 |
25.9 |
0.7 |
2.6% |
0.0 |
Volume |
198,354 |
188,603 |
-9,751 |
-4.9% |
491,180 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,948.1 |
1,928.8 |
1,859.5 |
|
R3 |
1,913.7 |
1,894.4 |
1,850.1 |
|
R2 |
1,879.3 |
1,879.3 |
1,846.9 |
|
R1 |
1,860.0 |
1,860.0 |
1,843.8 |
1,852.5 |
PP |
1,844.9 |
1,844.9 |
1,844.9 |
1,841.2 |
S1 |
1,825.6 |
1,825.6 |
1,837.4 |
1,818.1 |
S2 |
1,810.5 |
1,810.5 |
1,834.3 |
|
S3 |
1,776.1 |
1,791.2 |
1,831.1 |
|
S4 |
1,741.7 |
1,756.8 |
1,821.7 |
|
|
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 |
1,811.2 |
60.1 |
3.3% |
23.5 |
1.3% |
49% |
False |
False |
162,543 |
10 |
1,871.3 |
1,792.7 |
78.6 |
4.3% |
23.3 |
1.3% |
61% |
False |
False |
148,181 |
20 |
1,871.3 |
1,780.5 |
90.8 |
4.9% |
24.2 |
1.3% |
66% |
False |
False |
149,237 |
40 |
1,871.3 |
1,681.3 |
190.0 |
10.3% |
25.4 |
1.4% |
84% |
False |
False |
121,596 |
60 |
1,871.3 |
1,632.3 |
239.0 |
13.0% |
25.8 |
1.4% |
87% |
False |
False |
85,337 |
80 |
1,871.3 |
1,632.3 |
239.0 |
13.0% |
26.4 |
1.4% |
87% |
False |
False |
65,119 |
100 |
1,871.3 |
1,632.3 |
239.0 |
13.0% |
25.3 |
1.4% |
87% |
False |
False |
52,454 |
120 |
1,871.3 |
1,632.3 |
239.0 |
13.0% |
24.5 |
1.3% |
87% |
False |
False |
44,065 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,010.5 |
2.618 |
1,954.4 |
1.618 |
1,920.0 |
1.000 |
1,898.7 |
0.618 |
1,885.6 |
HIGH |
1,864.3 |
0.618 |
1,851.2 |
0.500 |
1,847.1 |
0.382 |
1,843.0 |
LOW |
1,829.9 |
0.618 |
1,808.6 |
1.000 |
1,795.5 |
1.618 |
1,774.2 |
2.618 |
1,739.8 |
4.250 |
1,683.7 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,847.1 |
1,850.6 |
PP |
1,844.9 |
1,847.3 |
S1 |
1,842.8 |
1,843.9 |
|