Trading Metrics calculated at close of trading on 06-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
3,871.00 |
3,833.00 |
-38.00 |
-1.0% |
3,895.00 |
High |
3,885.50 |
3,928.75 |
43.25 |
1.1% |
3,928.75 |
Low |
3,822.50 |
3,819.00 |
-3.50 |
-0.1% |
3,814.50 |
Close |
3,829.00 |
3,915.50 |
86.50 |
2.3% |
3,915.50 |
Range |
63.00 |
109.75 |
46.75 |
74.2% |
114.25 |
ATR |
77.29 |
79.61 |
2.32 |
3.0% |
0.00 |
Volume |
1,679,973 |
2,026,154 |
346,181 |
20.6% |
7,400,755 |
|
Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,217.00 |
4,176.00 |
3,975.75 |
|
R3 |
4,107.25 |
4,066.25 |
3,945.75 |
|
R2 |
3,997.50 |
3,997.50 |
3,935.50 |
|
R1 |
3,956.50 |
3,956.50 |
3,925.50 |
3,977.00 |
PP |
3,887.75 |
3,887.75 |
3,887.75 |
3,898.00 |
S1 |
3,846.75 |
3,846.75 |
3,905.50 |
3,867.25 |
S2 |
3,778.00 |
3,778.00 |
3,895.50 |
|
S3 |
3,668.25 |
3,737.00 |
3,885.25 |
|
S4 |
3,558.50 |
3,627.25 |
3,855.25 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,229.00 |
4,186.50 |
3,978.25 |
|
R3 |
4,114.75 |
4,072.25 |
3,947.00 |
|
R2 |
4,000.50 |
4,000.50 |
3,936.50 |
|
R1 |
3,958.00 |
3,958.00 |
3,926.00 |
3,979.25 |
PP |
3,886.25 |
3,886.25 |
3,886.25 |
3,897.00 |
S1 |
3,843.75 |
3,843.75 |
3,905.00 |
3,865.00 |
S2 |
3,772.00 |
3,772.00 |
3,894.50 |
|
S3 |
3,657.75 |
3,729.50 |
3,884.00 |
|
S4 |
3,543.50 |
3,615.25 |
3,852.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,928.75 |
3,814.50 |
114.25 |
2.9% |
74.75 |
1.9% |
88% |
True |
False |
1,760,513 |
10 |
3,928.75 |
3,788.50 |
140.25 |
3.6% |
76.75 |
2.0% |
91% |
True |
False |
1,545,601 |
20 |
4,180.00 |
3,788.50 |
391.50 |
10.0% |
81.75 |
2.1% |
32% |
False |
False |
1,639,681 |
40 |
4,180.00 |
3,781.00 |
399.00 |
10.2% |
79.00 |
2.0% |
34% |
False |
False |
828,582 |
60 |
4,180.00 |
3,530.25 |
649.75 |
16.6% |
85.75 |
2.2% |
59% |
False |
False |
553,683 |
80 |
4,180.00 |
3,530.25 |
649.75 |
16.6% |
87.75 |
2.2% |
59% |
False |
False |
416,068 |
100 |
4,373.50 |
3,530.25 |
843.25 |
21.5% |
86.25 |
2.2% |
46% |
False |
False |
332,981 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.5% |
82.75 |
2.1% |
46% |
False |
False |
277,539 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,395.25 |
2.618 |
4,216.00 |
1.618 |
4,106.25 |
1.000 |
4,038.50 |
0.618 |
3,996.50 |
HIGH |
3,928.75 |
0.618 |
3,886.75 |
0.500 |
3,874.00 |
0.382 |
3,861.00 |
LOW |
3,819.00 |
0.618 |
3,751.25 |
1.000 |
3,709.25 |
1.618 |
3,641.50 |
2.618 |
3,531.75 |
4.250 |
3,352.50 |
|
|
Fisher Pivots for day following 06-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,901.50 |
3,901.50 |
PP |
3,887.75 |
3,887.75 |
S1 |
3,874.00 |
3,874.00 |
|