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 |
3,848.0 |
3,831.0 |
-17.0 |
-0.4% |
3,845.0 |
High |
3,849.0 |
3,928.0 |
79.0 |
2.1% |
3,861.0 |
Low |
3,782.0 |
3,812.0 |
30.0 |
0.8% |
3,782.0 |
Close |
3,785.0 |
3,892.0 |
107.0 |
2.8% |
3,785.0 |
Range |
67.0 |
116.0 |
49.0 |
73.1% |
79.0 |
ATR |
60.8 |
66.7 |
5.9 |
9.7% |
0.0 |
Volume |
469,501 |
972,553 |
503,052 |
107.1% |
1,784,923 |
|
Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,225.3 |
4,174.7 |
3,955.8 |
|
R3 |
4,109.3 |
4,058.7 |
3,923.9 |
|
R2 |
3,993.3 |
3,993.3 |
3,913.3 |
|
R1 |
3,942.7 |
3,942.7 |
3,902.6 |
3,968.0 |
PP |
3,877.3 |
3,877.3 |
3,877.3 |
3,890.0 |
S1 |
3,826.7 |
3,826.7 |
3,881.4 |
3,852.0 |
S2 |
3,761.3 |
3,761.3 |
3,870.7 |
|
S3 |
3,645.3 |
3,710.7 |
3,860.1 |
|
S4 |
3,529.3 |
3,594.7 |
3,828.2 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,046.3 |
3,994.7 |
3,828.5 |
|
R3 |
3,967.3 |
3,915.7 |
3,806.7 |
|
R2 |
3,888.3 |
3,888.3 |
3,799.5 |
|
R1 |
3,836.7 |
3,836.7 |
3,792.2 |
3,823.0 |
PP |
3,809.3 |
3,809.3 |
3,809.3 |
3,802.5 |
S1 |
3,757.7 |
3,757.7 |
3,777.8 |
3,744.0 |
S2 |
3,730.3 |
3,730.3 |
3,770.5 |
|
S3 |
3,651.3 |
3,678.7 |
3,763.3 |
|
S4 |
3,572.3 |
3,599.7 |
3,741.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,928.0 |
3,782.0 |
146.0 |
3.8% |
66.4 |
1.7% |
75% |
True |
False |
551,495 |
10 |
3,928.0 |
3,753.0 |
175.0 |
4.5% |
66.0 |
1.7% |
79% |
True |
False |
530,516 |
20 |
4,043.0 |
3,753.0 |
290.0 |
7.5% |
63.5 |
1.6% |
48% |
False |
False |
719,411 |
40 |
4,043.0 |
3,672.0 |
371.0 |
9.5% |
54.5 |
1.4% |
59% |
False |
False |
368,019 |
60 |
4,043.0 |
3,268.0 |
775.0 |
19.9% |
56.0 |
1.4% |
81% |
False |
False |
245,836 |
80 |
4,043.0 |
3,250.0 |
793.0 |
20.4% |
56.6 |
1.5% |
81% |
False |
False |
184,515 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,421.0 |
2.618 |
4,231.7 |
1.618 |
4,115.7 |
1.000 |
4,044.0 |
0.618 |
3,999.7 |
HIGH |
3,928.0 |
0.618 |
3,883.7 |
0.500 |
3,870.0 |
0.382 |
3,856.3 |
LOW |
3,812.0 |
0.618 |
3,740.3 |
1.000 |
3,696.0 |
1.618 |
3,624.3 |
2.618 |
3,508.3 |
4.250 |
3,319.0 |
|
|
Fisher Pivots for day following 03-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,884.7 |
3,879.7 |
PP |
3,877.3 |
3,867.3 |
S1 |
3,870.0 |
3,855.0 |
|