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 |
3,982.0 |
3,971.0 |
-11.0 |
-0.3% |
3,831.0 |
High |
3,986.0 |
4,045.0 |
59.0 |
1.5% |
4,045.0 |
Low |
3,955.0 |
3,958.0 |
3.0 |
0.1% |
3,812.0 |
Close |
3,964.0 |
4,023.0 |
59.0 |
1.5% |
4,023.0 |
Range |
31.0 |
87.0 |
56.0 |
180.6% |
233.0 |
ATR |
66.4 |
67.9 |
1.5 |
2.2% |
0.0 |
Volume |
719,764 |
813,012 |
93,248 |
13.0% |
3,603,177 |
|
Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,269.7 |
4,233.3 |
4,070.9 |
|
R3 |
4,182.7 |
4,146.3 |
4,046.9 |
|
R2 |
4,095.7 |
4,095.7 |
4,039.0 |
|
R1 |
4,059.3 |
4,059.3 |
4,031.0 |
4,077.5 |
PP |
4,008.7 |
4,008.7 |
4,008.7 |
4,017.8 |
S1 |
3,972.3 |
3,972.3 |
4,015.0 |
3,990.5 |
S2 |
3,921.7 |
3,921.7 |
4,007.1 |
|
S3 |
3,834.7 |
3,885.3 |
3,999.1 |
|
S4 |
3,747.7 |
3,798.3 |
3,975.2 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,659.0 |
4,574.0 |
4,151.2 |
|
R3 |
4,426.0 |
4,341.0 |
4,087.1 |
|
R2 |
4,193.0 |
4,193.0 |
4,065.7 |
|
R1 |
4,108.0 |
4,108.0 |
4,044.4 |
4,150.5 |
PP |
3,960.0 |
3,960.0 |
3,960.0 |
3,981.3 |
S1 |
3,875.0 |
3,875.0 |
4,001.6 |
3,917.5 |
S2 |
3,727.0 |
3,727.0 |
3,980.3 |
|
S3 |
3,494.0 |
3,642.0 |
3,958.9 |
|
S4 |
3,261.0 |
3,409.0 |
3,894.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,045.0 |
3,782.0 |
263.0 |
6.5% |
80.4 |
2.0% |
92% |
True |
False |
814,535 |
10 |
4,045.0 |
3,782.0 |
263.0 |
6.5% |
69.3 |
1.7% |
92% |
True |
False |
622,565 |
20 |
4,045.0 |
3,753.0 |
292.0 |
7.3% |
68.3 |
1.7% |
92% |
True |
False |
840,794 |
40 |
4,045.0 |
3,720.0 |
325.0 |
8.1% |
56.9 |
1.4% |
93% |
True |
False |
433,421 |
60 |
4,045.0 |
3,268.0 |
777.0 |
19.3% |
57.8 |
1.4% |
97% |
True |
False |
289,499 |
80 |
4,045.0 |
3,250.0 |
795.0 |
19.8% |
58.2 |
1.4% |
97% |
True |
False |
217,300 |
100 |
4,045.0 |
3,250.0 |
795.0 |
19.8% |
49.9 |
1.2% |
97% |
True |
False |
173,956 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,414.8 |
2.618 |
4,272.8 |
1.618 |
4,185.8 |
1.000 |
4,132.0 |
0.618 |
4,098.8 |
HIGH |
4,045.0 |
0.618 |
4,011.8 |
0.500 |
4,001.5 |
0.382 |
3,991.2 |
LOW |
3,958.0 |
0.618 |
3,904.2 |
1.000 |
3,871.0 |
1.618 |
3,817.2 |
2.618 |
3,730.2 |
4.250 |
3,588.3 |
|
|
Fisher Pivots for day following 06-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,015.8 |
4,004.5 |
PP |
4,008.7 |
3,986.0 |
S1 |
4,001.5 |
3,967.5 |
|