Trading Metrics calculated at close of trading on 03-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Dec-2022 |
03-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
3,869.75 |
3,895.00 |
25.25 |
0.7% |
3,878.00 |
High |
3,871.00 |
3,906.75 |
35.75 |
0.9% |
3,900.50 |
Low |
3,821.50 |
3,814.50 |
-7.00 |
-0.2% |
3,804.50 |
Close |
3,861.00 |
3,846.00 |
-15.00 |
-0.4% |
3,861.00 |
Range |
49.50 |
92.25 |
42.75 |
86.4% |
96.00 |
ATR |
78.87 |
79.82 |
0.96 |
1.2% |
0.00 |
Volume |
1,401,810 |
1,782,473 |
380,663 |
27.2% |
4,838,018 |
|
Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,132.50 |
4,081.50 |
3,896.75 |
|
R3 |
4,040.25 |
3,989.25 |
3,871.25 |
|
R2 |
3,948.00 |
3,948.00 |
3,863.00 |
|
R1 |
3,897.00 |
3,897.00 |
3,854.50 |
3,876.50 |
PP |
3,855.75 |
3,855.75 |
3,855.75 |
3,845.50 |
S1 |
3,804.75 |
3,804.75 |
3,837.50 |
3,784.00 |
S2 |
3,763.50 |
3,763.50 |
3,829.00 |
|
S3 |
3,671.25 |
3,712.50 |
3,820.75 |
|
S4 |
3,579.00 |
3,620.25 |
3,795.25 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,143.25 |
4,098.25 |
3,913.75 |
|
R3 |
4,047.25 |
4,002.25 |
3,887.50 |
|
R2 |
3,951.25 |
3,951.25 |
3,878.50 |
|
R1 |
3,906.25 |
3,906.25 |
3,869.75 |
3,880.75 |
PP |
3,855.25 |
3,855.25 |
3,855.25 |
3,842.50 |
S1 |
3,810.25 |
3,810.25 |
3,852.25 |
3,784.75 |
S2 |
3,759.25 |
3,759.25 |
3,843.50 |
|
S3 |
3,663.25 |
3,714.25 |
3,834.50 |
|
S4 |
3,567.25 |
3,618.25 |
3,808.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,906.75 |
3,804.50 |
102.25 |
2.7% |
70.50 |
1.8% |
41% |
True |
False |
1,324,098 |
10 |
3,919.75 |
3,788.50 |
131.25 |
3.4% |
73.25 |
1.9% |
44% |
False |
False |
1,430,744 |
20 |
4,180.00 |
3,788.50 |
391.50 |
10.2% |
81.50 |
2.1% |
15% |
False |
False |
1,366,922 |
40 |
4,180.00 |
3,745.00 |
435.00 |
11.3% |
79.50 |
2.1% |
23% |
False |
False |
688,375 |
60 |
4,180.00 |
3,530.25 |
649.75 |
16.9% |
86.50 |
2.2% |
49% |
False |
False |
460,196 |
80 |
4,194.25 |
3,530.25 |
664.00 |
17.3% |
89.25 |
2.3% |
48% |
False |
False |
345,886 |
100 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
85.75 |
2.2% |
37% |
False |
False |
276,808 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.9% |
82.75 |
2.2% |
37% |
False |
False |
230,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,298.75 |
2.618 |
4,148.25 |
1.618 |
4,056.00 |
1.000 |
3,999.00 |
0.618 |
3,963.75 |
HIGH |
3,906.75 |
0.618 |
3,871.50 |
0.500 |
3,860.50 |
0.382 |
3,849.75 |
LOW |
3,814.50 |
0.618 |
3,757.50 |
1.000 |
3,722.25 |
1.618 |
3,665.25 |
2.618 |
3,573.00 |
4.250 |
3,422.50 |
|
|
Fisher Pivots for day following 03-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,860.50 |
3,856.50 |
PP |
3,855.75 |
3,853.00 |
S1 |
3,851.00 |
3,849.50 |
|