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 |
3,842.75 |
3,871.00 |
28.25 |
0.7% |
3,878.00 |
High |
3,896.25 |
3,885.50 |
-10.75 |
-0.3% |
3,900.50 |
Low |
3,836.50 |
3,822.50 |
-14.00 |
-0.4% |
3,804.50 |
Close |
3,874.50 |
3,829.00 |
-45.50 |
-1.2% |
3,861.00 |
Range |
59.75 |
63.00 |
3.25 |
5.4% |
96.00 |
ATR |
78.39 |
77.29 |
-1.10 |
-1.4% |
0.00 |
Volume |
1,912,155 |
1,679,973 |
-232,182 |
-12.1% |
4,838,018 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,034.75 |
3,994.75 |
3,863.75 |
|
R3 |
3,971.75 |
3,931.75 |
3,846.25 |
|
R2 |
3,908.75 |
3,908.75 |
3,840.50 |
|
R1 |
3,868.75 |
3,868.75 |
3,834.75 |
3,857.25 |
PP |
3,845.75 |
3,845.75 |
3,845.75 |
3,840.00 |
S1 |
3,805.75 |
3,805.75 |
3,823.25 |
3,794.25 |
S2 |
3,782.75 |
3,782.75 |
3,817.50 |
|
S3 |
3,719.75 |
3,742.75 |
3,811.75 |
|
S4 |
3,656.75 |
3,679.75 |
3,794.25 |
|
|
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 |
3,806.25 |
100.50 |
2.6% |
68.25 |
1.8% |
23% |
False |
False |
1,584,679 |
10 |
3,919.75 |
3,788.50 |
131.25 |
3.4% |
72.00 |
1.9% |
31% |
False |
False |
1,495,192 |
20 |
4,180.00 |
3,788.50 |
391.50 |
10.2% |
78.50 |
2.1% |
10% |
False |
False |
1,542,908 |
40 |
4,180.00 |
3,781.00 |
399.00 |
10.4% |
78.00 |
2.0% |
12% |
False |
False |
778,018 |
60 |
4,180.00 |
3,530.25 |
649.75 |
17.0% |
85.25 |
2.2% |
46% |
False |
False |
519,981 |
80 |
4,194.25 |
3,530.25 |
664.00 |
17.3% |
89.25 |
2.3% |
45% |
False |
False |
390,760 |
100 |
4,373.50 |
3,530.25 |
843.25 |
22.0% |
85.75 |
2.2% |
35% |
False |
False |
312,725 |
120 |
4,373.50 |
3,530.25 |
843.25 |
22.0% |
82.50 |
2.2% |
35% |
False |
False |
260,655 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,153.25 |
2.618 |
4,050.50 |
1.618 |
3,987.50 |
1.000 |
3,948.50 |
0.618 |
3,924.50 |
HIGH |
3,885.50 |
0.618 |
3,861.50 |
0.500 |
3,854.00 |
0.382 |
3,846.50 |
LOW |
3,822.50 |
0.618 |
3,783.50 |
1.000 |
3,759.50 |
1.618 |
3,720.50 |
2.618 |
3,657.50 |
4.250 |
3,554.75 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,854.00 |
3,860.50 |
PP |
3,845.75 |
3,850.00 |
S1 |
3,837.25 |
3,839.50 |
|