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 |
14,036.0 |
14,265.0 |
229.0 |
1.6% |
14,075.0 |
High |
14,358.0 |
14,570.0 |
212.0 |
1.5% |
14,146.0 |
Low |
13,962.0 |
14,261.0 |
299.0 |
2.1% |
13,880.0 |
Close |
14,258.0 |
14,550.0 |
292.0 |
2.0% |
13,988.0 |
Range |
396.0 |
309.0 |
-87.0 |
-22.0% |
266.0 |
ATR |
213.7 |
220.7 |
7.0 |
3.3% |
0.0 |
Volume |
79,220 |
71,530 |
-7,690 |
-9.7% |
152,247 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,387.3 |
15,277.7 |
14,720.0 |
|
R3 |
15,078.3 |
14,968.7 |
14,635.0 |
|
R2 |
14,769.3 |
14,769.3 |
14,606.7 |
|
R1 |
14,659.7 |
14,659.7 |
14,578.3 |
14,714.5 |
PP |
14,460.3 |
14,460.3 |
14,460.3 |
14,487.8 |
S1 |
14,350.7 |
14,350.7 |
14,521.7 |
14,405.5 |
S2 |
14,151.3 |
14,151.3 |
14,493.4 |
|
S3 |
13,842.3 |
14,041.7 |
14,465.0 |
|
S4 |
13,533.3 |
13,732.7 |
14,380.1 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,802.7 |
14,661.3 |
14,134.3 |
|
R3 |
14,536.7 |
14,395.3 |
14,061.2 |
|
R2 |
14,270.7 |
14,270.7 |
14,036.8 |
|
R1 |
14,129.3 |
14,129.3 |
14,012.4 |
14,067.0 |
PP |
14,004.7 |
14,004.7 |
14,004.7 |
13,973.5 |
S1 |
13,863.3 |
13,863.3 |
13,963.6 |
13,801.0 |
S2 |
13,738.7 |
13,738.7 |
13,939.2 |
|
S3 |
13,472.7 |
13,597.3 |
13,914.9 |
|
S4 |
13,206.7 |
13,331.3 |
13,841.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,570.0 |
13,880.0 |
690.0 |
4.7% |
261.0 |
1.8% |
97% |
True |
False |
54,277 |
10 |
14,570.0 |
13,765.0 |
805.0 |
5.5% |
231.7 |
1.6% |
98% |
True |
False |
47,611 |
20 |
14,761.0 |
13,765.0 |
996.0 |
6.8% |
220.3 |
1.5% |
79% |
False |
False |
40,936 |
40 |
14,761.0 |
13,636.0 |
1,125.0 |
7.7% |
171.2 |
1.2% |
81% |
False |
False |
20,537 |
60 |
14,761.0 |
12,100.0 |
2,661.0 |
18.3% |
171.8 |
1.2% |
92% |
False |
False |
13,721 |
80 |
14,761.0 |
11,934.0 |
2,827.0 |
19.4% |
184.9 |
1.3% |
93% |
False |
False |
10,299 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,883.3 |
2.618 |
15,379.0 |
1.618 |
15,070.0 |
1.000 |
14,879.0 |
0.618 |
14,761.0 |
HIGH |
14,570.0 |
0.618 |
14,452.0 |
0.500 |
14,415.5 |
0.382 |
14,379.0 |
LOW |
14,261.0 |
0.618 |
14,070.0 |
1.000 |
13,952.0 |
1.618 |
13,761.0 |
2.618 |
13,452.0 |
4.250 |
12,947.8 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
14,505.2 |
14,441.7 |
PP |
14,460.3 |
14,333.3 |
S1 |
14,415.5 |
14,225.0 |
|