| 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 |
11,122.50 |
10,941.25 |
-181.25 |
-1.6% |
11,104.00 |
| High |
11,182.00 |
11,068.50 |
-113.50 |
-1.0% |
11,183.75 |
| Low |
10,844.75 |
10,863.50 |
18.75 |
0.2% |
10,758.75 |
| Close |
10,945.50 |
10,999.25 |
53.75 |
0.5% |
11,022.25 |
| Range |
337.25 |
205.00 |
-132.25 |
-39.2% |
425.00 |
| ATR |
295.91 |
289.42 |
-6.49 |
-2.2% |
0.00 |
| Volume |
657,681 |
758,003 |
100,322 |
15.3% |
2,067,859 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,592.00 |
11,500.75 |
11,112.00 |
|
| R3 |
11,387.00 |
11,295.75 |
11,055.50 |
|
| R2 |
11,182.00 |
11,182.00 |
11,036.75 |
|
| R1 |
11,090.75 |
11,090.75 |
11,018.00 |
11,136.50 |
| PP |
10,977.00 |
10,977.00 |
10,977.00 |
11,000.00 |
| S1 |
10,885.75 |
10,885.75 |
10,980.50 |
10,931.50 |
| S2 |
10,772.00 |
10,772.00 |
10,961.75 |
|
| S3 |
10,567.00 |
10,680.75 |
10,943.00 |
|
| S4 |
10,362.00 |
10,475.75 |
10,886.50 |
|
|
| 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 |
11,182.00 |
10,758.75 |
423.25 |
3.8% |
254.00 |
2.3% |
57% |
False |
False |
596,748 |
| 10 |
11,389.75 |
10,758.75 |
631.00 |
5.7% |
271.00 |
2.5% |
38% |
False |
False |
598,898 |
| 20 |
12,354.75 |
10,758.75 |
1,596.00 |
14.5% |
289.75 |
2.6% |
15% |
False |
False |
500,605 |
| 40 |
12,354.75 |
10,758.75 |
1,596.00 |
14.5% |
294.50 |
2.7% |
15% |
False |
False |
251,376 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
16.0% |
321.50 |
2.9% |
23% |
False |
False |
167,895 |
| 80 |
13,054.25 |
10,595.25 |
2,459.00 |
22.4% |
331.25 |
3.0% |
16% |
False |
False |
126,098 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
30.3% |
312.25 |
2.8% |
12% |
False |
False |
100,888 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,939.75 |
|
2.618 |
11,605.25 |
|
1.618 |
11,400.25 |
|
1.000 |
11,273.50 |
|
0.618 |
11,195.25 |
|
HIGH |
11,068.50 |
|
0.618 |
10,990.25 |
|
0.500 |
10,966.00 |
|
0.382 |
10,941.75 |
|
LOW |
10,863.50 |
|
0.618 |
10,736.75 |
|
1.000 |
10,658.50 |
|
1.618 |
10,531.75 |
|
2.618 |
10,326.75 |
|
4.250 |
9,992.25 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
10,988.25 |
11,013.50 |
| PP |
10,977.00 |
11,008.75 |
| S1 |
10,966.00 |
11,004.00 |
|