Trading Metrics calculated at close of trading on 09-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
3,971.0 |
4,043.0 |
72.0 |
1.8% |
3,831.0 |
High |
4,045.0 |
4,088.0 |
43.0 |
1.1% |
4,045.0 |
Low |
3,958.0 |
4,030.0 |
72.0 |
1.8% |
3,812.0 |
Close |
4,023.0 |
4,084.0 |
61.0 |
1.5% |
4,023.0 |
Range |
87.0 |
58.0 |
-29.0 |
-33.3% |
233.0 |
ATR |
67.9 |
67.7 |
-0.2 |
-0.3% |
0.0 |
Volume |
813,012 |
933,895 |
120,883 |
14.9% |
3,603,177 |
|
Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,241.3 |
4,220.7 |
4,115.9 |
|
R3 |
4,183.3 |
4,162.7 |
4,100.0 |
|
R2 |
4,125.3 |
4,125.3 |
4,094.6 |
|
R1 |
4,104.7 |
4,104.7 |
4,089.3 |
4,115.0 |
PP |
4,067.3 |
4,067.3 |
4,067.3 |
4,072.5 |
S1 |
4,046.7 |
4,046.7 |
4,078.7 |
4,057.0 |
S2 |
4,009.3 |
4,009.3 |
4,073.4 |
|
S3 |
3,951.3 |
3,988.7 |
4,068.1 |
|
S4 |
3,893.3 |
3,930.7 |
4,052.1 |
|
|
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 |
4,088.0 |
3,812.0 |
276.0 |
6.8% |
78.6 |
1.9% |
99% |
True |
False |
907,414 |
10 |
4,088.0 |
3,782.0 |
306.0 |
7.5% |
65.9 |
1.6% |
99% |
True |
False |
674,077 |
20 |
4,088.0 |
3,753.0 |
335.0 |
8.2% |
69.5 |
1.7% |
99% |
True |
False |
871,405 |
40 |
4,088.0 |
3,753.0 |
335.0 |
8.2% |
54.9 |
1.3% |
99% |
True |
False |
456,320 |
60 |
4,088.0 |
3,366.0 |
722.0 |
17.7% |
56.5 |
1.4% |
99% |
True |
False |
304,877 |
80 |
4,088.0 |
3,250.0 |
838.0 |
20.5% |
58.7 |
1.4% |
100% |
True |
False |
228,952 |
100 |
4,088.0 |
3,250.0 |
838.0 |
20.5% |
50.5 |
1.2% |
100% |
True |
False |
183,295 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,334.5 |
2.618 |
4,239.8 |
1.618 |
4,181.8 |
1.000 |
4,146.0 |
0.618 |
4,123.8 |
HIGH |
4,088.0 |
0.618 |
4,065.8 |
0.500 |
4,059.0 |
0.382 |
4,052.2 |
LOW |
4,030.0 |
0.618 |
3,994.2 |
1.000 |
3,972.0 |
1.618 |
3,936.2 |
2.618 |
3,878.2 |
4.250 |
3,783.5 |
|
|
Fisher Pivots for day following 09-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
4,075.7 |
4,063.2 |
PP |
4,067.3 |
4,042.3 |
S1 |
4,059.0 |
4,021.5 |
|