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 |
3,891.0 |
3,982.0 |
91.0 |
2.3% |
3,845.0 |
High |
3,991.0 |
3,986.0 |
-5.0 |
-0.1% |
3,861.0 |
Low |
3,890.0 |
3,955.0 |
65.0 |
1.7% |
3,782.0 |
Close |
3,981.0 |
3,964.0 |
-17.0 |
-0.4% |
3,785.0 |
Range |
101.0 |
31.0 |
-70.0 |
-69.3% |
79.0 |
ATR |
69.1 |
66.4 |
-2.7 |
-3.9% |
0.0 |
Volume |
1,097,848 |
719,764 |
-378,084 |
-34.4% |
1,784,923 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,061.3 |
4,043.7 |
3,981.1 |
|
R3 |
4,030.3 |
4,012.7 |
3,972.5 |
|
R2 |
3,999.3 |
3,999.3 |
3,969.7 |
|
R1 |
3,981.7 |
3,981.7 |
3,966.8 |
3,975.0 |
PP |
3,968.3 |
3,968.3 |
3,968.3 |
3,965.0 |
S1 |
3,950.7 |
3,950.7 |
3,961.2 |
3,944.0 |
S2 |
3,937.3 |
3,937.3 |
3,958.3 |
|
S3 |
3,906.3 |
3,919.7 |
3,955.5 |
|
S4 |
3,875.3 |
3,888.7 |
3,947.0 |
|
|
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 |
5.3% |
76.6 |
1.9% |
87% |
False |
False |
795,886 |
10 |
3,991.0 |
3,782.0 |
209.0 |
5.3% |
67.5 |
1.7% |
87% |
False |
False |
604,906 |
20 |
4,043.0 |
3,753.0 |
290.0 |
7.3% |
65.8 |
1.7% |
73% |
False |
False |
806,629 |
40 |
4,043.0 |
3,705.0 |
338.0 |
8.5% |
55.6 |
1.4% |
77% |
False |
False |
413,429 |
60 |
4,043.0 |
3,268.0 |
775.0 |
19.6% |
57.0 |
1.4% |
90% |
False |
False |
276,111 |
80 |
4,043.0 |
3,250.0 |
793.0 |
20.0% |
57.1 |
1.4% |
90% |
False |
False |
207,210 |
100 |
4,043.0 |
3,250.0 |
793.0 |
20.0% |
49.1 |
1.2% |
90% |
False |
False |
165,827 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,117.8 |
2.618 |
4,067.2 |
1.618 |
4,036.2 |
1.000 |
4,017.0 |
0.618 |
4,005.2 |
HIGH |
3,986.0 |
0.618 |
3,974.2 |
0.500 |
3,970.5 |
0.382 |
3,966.8 |
LOW |
3,955.0 |
0.618 |
3,935.8 |
1.000 |
3,924.0 |
1.618 |
3,904.8 |
2.618 |
3,873.8 |
4.250 |
3,823.3 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,970.5 |
3,943.2 |
PP |
3,968.3 |
3,922.3 |
S1 |
3,966.2 |
3,901.5 |
|