Trading Metrics calculated at close of trading on 06-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1,861.2 |
1,835.9 |
-25.3 |
-1.4% |
1,831.8 |
High |
1,864.3 |
1,875.2 |
10.9 |
0.6% |
1,875.2 |
Low |
1,829.9 |
1,835.2 |
5.3 |
0.3% |
1,829.9 |
Close |
1,840.6 |
1,869.7 |
29.1 |
1.6% |
1,869.7 |
Range |
34.4 |
40.0 |
5.6 |
16.3% |
45.3 |
ATR |
25.9 |
26.9 |
1.0 |
3.9% |
0.0 |
Volume |
188,603 |
215,367 |
26,764 |
14.2% |
814,596 |
|
Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,980.0 |
1,964.9 |
1,891.7 |
|
R3 |
1,940.0 |
1,924.9 |
1,880.7 |
|
R2 |
1,900.0 |
1,900.0 |
1,877.0 |
|
R1 |
1,884.9 |
1,884.9 |
1,873.4 |
1,892.5 |
PP |
1,860.0 |
1,860.0 |
1,860.0 |
1,863.8 |
S1 |
1,844.9 |
1,844.9 |
1,866.0 |
1,852.5 |
S2 |
1,820.0 |
1,820.0 |
1,862.4 |
|
S3 |
1,780.0 |
1,804.9 |
1,858.7 |
|
S4 |
1,740.0 |
1,764.9 |
1,847.7 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.2 |
1,977.2 |
1,894.6 |
|
R3 |
1,948.9 |
1,931.9 |
1,882.2 |
|
R2 |
1,903.6 |
1,903.6 |
1,878.0 |
|
R1 |
1,886.6 |
1,886.6 |
1,873.9 |
1,895.1 |
PP |
1,858.3 |
1,858.3 |
1,858.3 |
1,862.5 |
S1 |
1,841.3 |
1,841.3 |
1,865.5 |
1,849.8 |
S2 |
1,813.0 |
1,813.0 |
1,861.4 |
|
S3 |
1,767.7 |
1,796.0 |
1,857.2 |
|
S4 |
1,722.4 |
1,750.7 |
1,844.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,875.2 |
1,819.8 |
55.4 |
3.0% |
28.3 |
1.5% |
90% |
True |
False |
184,418 |
10 |
1,875.2 |
1,792.7 |
82.5 |
4.4% |
26.0 |
1.4% |
93% |
True |
False |
158,700 |
20 |
1,875.2 |
1,782.0 |
93.2 |
5.0% |
25.1 |
1.3% |
94% |
True |
False |
152,227 |
40 |
1,875.2 |
1,719.4 |
155.8 |
8.3% |
25.0 |
1.3% |
96% |
True |
False |
125,538 |
60 |
1,875.2 |
1,632.3 |
242.9 |
13.0% |
26.0 |
1.4% |
98% |
True |
False |
88,826 |
80 |
1,875.2 |
1,632.3 |
242.9 |
13.0% |
26.4 |
1.4% |
98% |
True |
False |
67,724 |
100 |
1,875.2 |
1,632.3 |
242.9 |
13.0% |
25.4 |
1.4% |
98% |
True |
False |
54,600 |
120 |
1,875.2 |
1,632.3 |
242.9 |
13.0% |
24.7 |
1.3% |
98% |
True |
False |
45,842 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,045.2 |
2.618 |
1,979.9 |
1.618 |
1,939.9 |
1.000 |
1,915.2 |
0.618 |
1,899.9 |
HIGH |
1,875.2 |
0.618 |
1,859.9 |
0.500 |
1,855.2 |
0.382 |
1,850.5 |
LOW |
1,835.2 |
0.618 |
1,810.5 |
1.000 |
1,795.2 |
1.618 |
1,770.5 |
2.618 |
1,730.5 |
4.250 |
1,665.2 |
|
|
Fisher Pivots for day following 06-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,864.9 |
1,864.0 |
PP |
1,860.0 |
1,858.3 |
S1 |
1,855.2 |
1,852.6 |
|