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 |
3,895.00 |
3,842.75 |
-52.25 |
-1.3% |
3,878.00 |
High |
3,906.75 |
3,896.25 |
-10.50 |
-0.3% |
3,900.50 |
Low |
3,814.50 |
3,836.50 |
22.00 |
0.6% |
3,804.50 |
Close |
3,846.00 |
3,874.50 |
28.50 |
0.7% |
3,861.00 |
Range |
92.25 |
59.75 |
-32.50 |
-35.2% |
96.00 |
ATR |
79.82 |
78.39 |
-1.43 |
-1.8% |
0.00 |
Volume |
1,782,473 |
1,912,155 |
129,682 |
7.3% |
4,838,018 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,048.25 |
4,021.25 |
3,907.25 |
|
R3 |
3,988.50 |
3,961.50 |
3,891.00 |
|
R2 |
3,928.75 |
3,928.75 |
3,885.50 |
|
R1 |
3,901.75 |
3,901.75 |
3,880.00 |
3,915.25 |
PP |
3,869.00 |
3,869.00 |
3,869.00 |
3,876.00 |
S1 |
3,842.00 |
3,842.00 |
3,869.00 |
3,855.50 |
S2 |
3,809.25 |
3,809.25 |
3,863.50 |
|
S3 |
3,749.50 |
3,782.25 |
3,858.00 |
|
S4 |
3,689.75 |
3,722.50 |
3,841.75 |
|
|
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 |
2.6% |
69.75 |
1.8% |
68% |
False |
False |
1,505,246 |
10 |
3,919.75 |
3,788.50 |
131.25 |
3.4% |
72.00 |
1.9% |
66% |
False |
False |
1,481,382 |
20 |
4,180.00 |
3,788.50 |
391.50 |
10.1% |
80.25 |
2.1% |
22% |
False |
False |
1,461,346 |
40 |
4,180.00 |
3,769.75 |
410.25 |
10.6% |
78.50 |
2.0% |
26% |
False |
False |
736,118 |
60 |
4,180.00 |
3,530.25 |
649.75 |
16.8% |
85.25 |
2.2% |
53% |
False |
False |
492,019 |
80 |
4,194.25 |
3,530.25 |
664.00 |
17.1% |
89.00 |
2.3% |
52% |
False |
False |
369,767 |
100 |
4,373.50 |
3,530.25 |
843.25 |
21.8% |
85.75 |
2.2% |
41% |
False |
False |
295,927 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.8% |
82.75 |
2.1% |
41% |
False |
False |
246,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,150.25 |
2.618 |
4,052.75 |
1.618 |
3,993.00 |
1.000 |
3,956.00 |
0.618 |
3,933.25 |
HIGH |
3,896.25 |
0.618 |
3,873.50 |
0.500 |
3,866.50 |
0.382 |
3,859.25 |
LOW |
3,836.50 |
0.618 |
3,799.50 |
1.000 |
3,776.75 |
1.618 |
3,739.75 |
2.618 |
3,680.00 |
4.250 |
3,582.50 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,871.75 |
3,870.00 |
PP |
3,869.00 |
3,865.25 |
S1 |
3,866.50 |
3,860.50 |
|