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 |
14,265.0 |
14,544.0 |
279.0 |
2.0% |
14,075.0 |
High |
14,570.0 |
14,574.0 |
4.0 |
0.0% |
14,146.0 |
Low |
14,261.0 |
14,463.0 |
202.0 |
1.4% |
13,880.0 |
Close |
14,550.0 |
14,496.0 |
-54.0 |
-0.4% |
13,988.0 |
Range |
309.0 |
111.0 |
-198.0 |
-64.1% |
266.0 |
ATR |
220.7 |
212.9 |
-7.8 |
-3.6% |
0.0 |
Volume |
71,530 |
51,511 |
-20,019 |
-28.0% |
152,247 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,844.0 |
14,781.0 |
14,557.1 |
|
R3 |
14,733.0 |
14,670.0 |
14,526.5 |
|
R2 |
14,622.0 |
14,622.0 |
14,516.4 |
|
R1 |
14,559.0 |
14,559.0 |
14,506.2 |
14,535.0 |
PP |
14,511.0 |
14,511.0 |
14,511.0 |
14,499.0 |
S1 |
14,448.0 |
14,448.0 |
14,485.8 |
14,424.0 |
S2 |
14,400.0 |
14,400.0 |
14,475.7 |
|
S3 |
14,289.0 |
14,337.0 |
14,465.5 |
|
S4 |
14,178.0 |
14,226.0 |
14,435.0 |
|
|
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 |
14,574.0 |
13,880.0 |
694.0 |
4.8% |
253.0 |
1.7% |
89% |
True |
False |
58,032 |
10 |
14,574.0 |
13,880.0 |
694.0 |
4.8% |
217.2 |
1.5% |
89% |
True |
False |
47,653 |
20 |
14,761.0 |
13,765.0 |
996.0 |
6.9% |
215.5 |
1.5% |
73% |
False |
False |
43,485 |
40 |
14,761.0 |
13,765.0 |
996.0 |
6.9% |
170.3 |
1.2% |
73% |
False |
False |
21,824 |
60 |
14,761.0 |
12,100.0 |
2,661.0 |
18.4% |
171.3 |
1.2% |
90% |
False |
False |
14,579 |
80 |
14,761.0 |
11,934.0 |
2,827.0 |
19.5% |
185.3 |
1.3% |
91% |
False |
False |
10,942 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,045.8 |
2.618 |
14,864.6 |
1.618 |
14,753.6 |
1.000 |
14,685.0 |
0.618 |
14,642.6 |
HIGH |
14,574.0 |
0.618 |
14,531.6 |
0.500 |
14,518.5 |
0.382 |
14,505.4 |
LOW |
14,463.0 |
0.618 |
14,394.4 |
1.000 |
14,352.0 |
1.618 |
14,283.4 |
2.618 |
14,172.4 |
4.250 |
13,991.3 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
14,518.5 |
14,420.0 |
PP |
14,511.0 |
14,344.0 |
S1 |
14,503.5 |
14,268.0 |
|