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 |
1,773.2 |
1,790.0 |
16.8 |
0.9% |
1,773.1 |
High |
1,778.3 |
1,801.8 |
23.5 |
1.3% |
1,789.6 |
Low |
1,753.4 |
1,745.4 |
-8.0 |
-0.5% |
1,731.2 |
Close |
1,770.9 |
1,760.0 |
-10.9 |
-0.6% |
1,770.9 |
Range |
24.9 |
56.4 |
31.5 |
126.5% |
58.4 |
ATR |
41.7 |
42.7 |
1.1 |
2.5% |
0.0 |
Volume |
141,532 |
223,315 |
81,783 |
57.8% |
538,258 |
|
Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,938.3 |
1,905.5 |
1,791.0 |
|
R3 |
1,881.9 |
1,849.1 |
1,775.5 |
|
R2 |
1,825.5 |
1,825.5 |
1,770.3 |
|
R1 |
1,792.7 |
1,792.7 |
1,765.2 |
1,780.9 |
PP |
1,769.1 |
1,769.1 |
1,769.1 |
1,763.2 |
S1 |
1,736.3 |
1,736.3 |
1,754.8 |
1,724.5 |
S2 |
1,712.7 |
1,712.7 |
1,749.7 |
|
S3 |
1,656.3 |
1,679.9 |
1,744.5 |
|
S4 |
1,599.9 |
1,623.5 |
1,729.0 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,939.1 |
1,913.4 |
1,803.0 |
|
R3 |
1,880.7 |
1,855.0 |
1,787.0 |
|
R2 |
1,822.3 |
1,822.3 |
1,781.6 |
|
R1 |
1,796.6 |
1,796.6 |
1,776.3 |
1,780.3 |
PP |
1,763.9 |
1,763.9 |
1,763.9 |
1,755.7 |
S1 |
1,738.2 |
1,738.2 |
1,765.5 |
1,721.9 |
S2 |
1,705.5 |
1,705.5 |
1,760.2 |
|
S3 |
1,647.1 |
1,679.8 |
1,754.8 |
|
S4 |
1,588.7 |
1,621.4 |
1,738.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,801.8 |
1,731.2 |
70.6 |
4.0% |
41.0 |
2.3% |
41% |
True |
False |
152,314 |
10 |
1,801.8 |
1,730.8 |
71.0 |
4.0% |
40.9 |
2.3% |
41% |
True |
False |
154,624 |
20 |
1,910.2 |
1,730.8 |
179.4 |
10.2% |
42.8 |
2.4% |
16% |
False |
False |
161,829 |
40 |
1,927.6 |
1,730.8 |
196.8 |
11.2% |
42.4 |
2.4% |
15% |
False |
False |
81,178 |
60 |
1,927.6 |
1,658.9 |
268.7 |
15.3% |
45.6 |
2.6% |
38% |
False |
False |
54,149 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,041.5 |
2.618 |
1,949.5 |
1.618 |
1,893.1 |
1.000 |
1,858.2 |
0.618 |
1,836.7 |
HIGH |
1,801.8 |
0.618 |
1,780.3 |
0.500 |
1,773.6 |
0.382 |
1,766.9 |
LOW |
1,745.4 |
0.618 |
1,710.5 |
1.000 |
1,689.0 |
1.618 |
1,654.1 |
2.618 |
1,597.7 |
4.250 |
1,505.7 |
|
|
Fisher Pivots for day following 03-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,773.6 |
1,766.9 |
PP |
1,769.1 |
1,764.6 |
S1 |
1,764.5 |
1,762.3 |
|