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 |
3,831.0 |
3,891.0 |
60.0 |
1.6% |
3,845.0 |
High |
3,928.0 |
3,991.0 |
63.0 |
1.6% |
3,861.0 |
Low |
3,812.0 |
3,890.0 |
78.0 |
2.0% |
3,782.0 |
Close |
3,892.0 |
3,981.0 |
89.0 |
2.3% |
3,785.0 |
Range |
116.0 |
101.0 |
-15.0 |
-12.9% |
79.0 |
ATR |
66.7 |
69.1 |
2.5 |
3.7% |
0.0 |
Volume |
972,553 |
1,097,848 |
125,295 |
12.9% |
1,784,923 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,257.0 |
4,220.0 |
4,036.6 |
|
R3 |
4,156.0 |
4,119.0 |
4,008.8 |
|
R2 |
4,055.0 |
4,055.0 |
3,999.5 |
|
R1 |
4,018.0 |
4,018.0 |
3,990.3 |
4,036.5 |
PP |
3,954.0 |
3,954.0 |
3,954.0 |
3,963.3 |
S1 |
3,917.0 |
3,917.0 |
3,971.7 |
3,935.5 |
S2 |
3,853.0 |
3,853.0 |
3,962.5 |
|
S3 |
3,752.0 |
3,816.0 |
3,953.2 |
|
S4 |
3,651.0 |
3,715.0 |
3,925.5 |
|
|
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 |
3,991.0 |
3,782.0 |
209.0 |
5.2% |
80.0 |
2.0% |
95% |
True |
False |
718,973 |
10 |
3,991.0 |
3,753.0 |
238.0 |
6.0% |
71.6 |
1.8% |
96% |
True |
False |
588,281 |
20 |
4,043.0 |
3,753.0 |
290.0 |
7.3% |
66.6 |
1.7% |
79% |
False |
False |
771,932 |
40 |
4,043.0 |
3,705.0 |
338.0 |
8.5% |
55.8 |
1.4% |
82% |
False |
False |
395,464 |
60 |
4,043.0 |
3,268.0 |
775.0 |
19.5% |
57.1 |
1.4% |
92% |
False |
False |
264,132 |
80 |
4,043.0 |
3,250.0 |
793.0 |
19.9% |
57.6 |
1.4% |
92% |
False |
False |
198,238 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,420.3 |
2.618 |
4,255.4 |
1.618 |
4,154.4 |
1.000 |
4,092.0 |
0.618 |
4,053.4 |
HIGH |
3,991.0 |
0.618 |
3,952.4 |
0.500 |
3,940.5 |
0.382 |
3,928.6 |
LOW |
3,890.0 |
0.618 |
3,827.6 |
1.000 |
3,789.0 |
1.618 |
3,726.6 |
2.618 |
3,625.6 |
4.250 |
3,460.8 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,967.5 |
3,949.5 |
PP |
3,954.0 |
3,918.0 |
S1 |
3,940.5 |
3,886.5 |
|