Trading Metrics calculated at close of trading on 09-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jan-2023 |
09-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
3,833.00 |
3,918.50 |
85.50 |
2.2% |
3,895.00 |
High |
3,928.75 |
3,973.25 |
44.50 |
1.1% |
3,928.75 |
Low |
3,819.00 |
3,909.75 |
90.75 |
2.4% |
3,814.50 |
Close |
3,915.50 |
3,913.75 |
-1.75 |
0.0% |
3,915.50 |
Range |
109.75 |
63.50 |
-46.25 |
-42.1% |
114.25 |
ATR |
79.61 |
78.46 |
-1.15 |
-1.4% |
0.00 |
Volume |
2,026,154 |
1,697,887 |
-328,267 |
-16.2% |
7,400,755 |
|
Daily Pivots for day following 09-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,122.75 |
4,081.75 |
3,948.75 |
|
R3 |
4,059.25 |
4,018.25 |
3,931.25 |
|
R2 |
3,995.75 |
3,995.75 |
3,925.50 |
|
R1 |
3,954.75 |
3,954.75 |
3,919.50 |
3,943.50 |
PP |
3,932.25 |
3,932.25 |
3,932.25 |
3,926.50 |
S1 |
3,891.25 |
3,891.25 |
3,908.00 |
3,880.00 |
S2 |
3,868.75 |
3,868.75 |
3,902.00 |
|
S3 |
3,805.25 |
3,827.75 |
3,896.25 |
|
S4 |
3,741.75 |
3,764.25 |
3,878.75 |
|
|
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 |
3,973.25 |
3,814.50 |
158.75 |
4.1% |
77.75 |
2.0% |
63% |
True |
False |
1,819,728 |
10 |
3,973.25 |
3,804.50 |
168.75 |
4.3% |
70.00 |
1.8% |
65% |
True |
False |
1,531,157 |
20 |
4,180.00 |
3,788.50 |
391.50 |
10.0% |
81.75 |
2.1% |
32% |
False |
False |
1,709,208 |
40 |
4,180.00 |
3,783.00 |
397.00 |
10.1% |
78.00 |
2.0% |
33% |
False |
False |
870,962 |
60 |
4,180.00 |
3,530.25 |
649.75 |
16.6% |
86.00 |
2.2% |
59% |
False |
False |
581,954 |
80 |
4,180.00 |
3,530.25 |
649.75 |
16.6% |
88.00 |
2.2% |
59% |
False |
False |
437,284 |
100 |
4,360.50 |
3,530.25 |
830.25 |
21.2% |
86.25 |
2.2% |
46% |
False |
False |
349,959 |
120 |
4,373.50 |
3,530.25 |
843.25 |
21.5% |
82.50 |
2.1% |
45% |
False |
False |
291,688 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,243.00 |
2.618 |
4,139.50 |
1.618 |
4,076.00 |
1.000 |
4,036.75 |
0.618 |
4,012.50 |
HIGH |
3,973.25 |
0.618 |
3,949.00 |
0.500 |
3,941.50 |
0.382 |
3,934.00 |
LOW |
3,909.75 |
0.618 |
3,870.50 |
1.000 |
3,846.25 |
1.618 |
3,807.00 |
2.618 |
3,743.50 |
4.250 |
3,640.00 |
|
|
Fisher Pivots for day following 09-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
3,941.50 |
3,908.00 |
PP |
3,932.25 |
3,902.00 |
S1 |
3,923.00 |
3,896.00 |
|