| 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 |
11,033.50 |
11,122.50 |
89.00 |
0.8% |
11,104.00 |
| High |
11,051.50 |
11,182.00 |
130.50 |
1.2% |
11,183.75 |
| Low |
10,855.50 |
10,844.75 |
-10.75 |
-0.1% |
10,758.75 |
| Close |
11,022.25 |
10,945.50 |
-76.75 |
-0.7% |
11,022.25 |
| Range |
196.00 |
337.25 |
141.25 |
72.1% |
425.00 |
| ATR |
292.73 |
295.91 |
3.18 |
1.1% |
0.00 |
| Volume |
462,484 |
657,681 |
195,197 |
42.2% |
2,067,859 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,002.50 |
11,811.25 |
11,131.00 |
|
| R3 |
11,665.25 |
11,474.00 |
11,038.25 |
|
| R2 |
11,328.00 |
11,328.00 |
11,007.25 |
|
| R1 |
11,136.75 |
11,136.75 |
10,976.50 |
11,063.75 |
| PP |
10,990.75 |
10,990.75 |
10,990.75 |
10,954.25 |
| S1 |
10,799.50 |
10,799.50 |
10,914.50 |
10,726.50 |
| S2 |
10,653.50 |
10,653.50 |
10,883.75 |
|
| S3 |
10,316.25 |
10,462.25 |
10,852.75 |
|
| S4 |
9,979.00 |
10,125.00 |
10,760.00 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,263.25 |
12,067.75 |
11,256.00 |
|
| R3 |
11,838.25 |
11,642.75 |
11,139.00 |
|
| R2 |
11,413.25 |
11,413.25 |
11,100.25 |
|
| R1 |
11,217.75 |
11,217.75 |
11,061.25 |
11,103.00 |
| PP |
10,988.25 |
10,988.25 |
10,988.25 |
10,931.00 |
| S1 |
10,792.75 |
10,792.75 |
10,983.25 |
10,678.00 |
| S2 |
10,563.25 |
10,563.25 |
10,944.25 |
|
| S3 |
10,138.25 |
10,367.75 |
10,905.50 |
|
| S4 |
9,713.25 |
9,942.75 |
10,788.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,183.75 |
10,758.75 |
425.00 |
3.9% |
270.50 |
2.5% |
44% |
False |
False |
545,108 |
| 10 |
11,411.00 |
10,758.75 |
652.25 |
6.0% |
278.50 |
2.5% |
29% |
False |
False |
579,350 |
| 20 |
12,354.75 |
10,758.75 |
1,596.00 |
14.6% |
293.00 |
2.7% |
12% |
False |
False |
463,063 |
| 40 |
12,354.75 |
10,746.75 |
1,608.00 |
14.7% |
297.75 |
2.7% |
12% |
False |
False |
232,460 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
16.1% |
326.75 |
3.0% |
20% |
False |
False |
155,277 |
| 80 |
13,054.25 |
10,595.25 |
2,459.00 |
22.5% |
332.00 |
3.0% |
14% |
False |
False |
116,627 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
30.5% |
312.50 |
2.9% |
11% |
False |
False |
93,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,615.25 |
|
2.618 |
12,065.00 |
|
1.618 |
11,727.75 |
|
1.000 |
11,519.25 |
|
0.618 |
11,390.50 |
|
HIGH |
11,182.00 |
|
0.618 |
11,053.25 |
|
0.500 |
11,013.50 |
|
0.382 |
10,973.50 |
|
LOW |
10,844.75 |
|
0.618 |
10,636.25 |
|
1.000 |
10,507.50 |
|
1.618 |
10,299.00 |
|
2.618 |
9,961.75 |
|
4.250 |
9,411.50 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
11,013.50 |
10,979.75 |
| PP |
10,990.75 |
10,968.25 |
| S1 |
10,968.00 |
10,957.00 |
|