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 |
1,790.0 |
1,758.6 |
-31.4 |
-1.8% |
1,773.1 |
High |
1,801.8 |
1,794.8 |
-7.0 |
-0.4% |
1,789.6 |
Low |
1,745.4 |
1,757.2 |
11.8 |
0.7% |
1,731.2 |
Close |
1,760.0 |
1,783.1 |
23.1 |
1.3% |
1,770.9 |
Range |
56.4 |
37.6 |
-18.8 |
-33.3% |
58.4 |
ATR |
42.7 |
42.4 |
-0.4 |
-0.9% |
0.0 |
Volume |
223,315 |
216,507 |
-6,808 |
-3.0% |
538,258 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,891.2 |
1,874.7 |
1,803.8 |
|
R3 |
1,853.6 |
1,837.1 |
1,793.4 |
|
R2 |
1,816.0 |
1,816.0 |
1,790.0 |
|
R1 |
1,799.5 |
1,799.5 |
1,786.5 |
1,807.8 |
PP |
1,778.4 |
1,778.4 |
1,778.4 |
1,782.5 |
S1 |
1,761.9 |
1,761.9 |
1,779.7 |
1,770.2 |
S2 |
1,740.8 |
1,740.8 |
1,776.2 |
|
S3 |
1,703.2 |
1,724.3 |
1,772.8 |
|
S4 |
1,665.6 |
1,686.7 |
1,762.4 |
|
|
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% |
41.4 |
2.3% |
74% |
False |
False |
172,492 |
10 |
1,801.8 |
1,730.8 |
71.0 |
4.0% |
40.5 |
2.3% |
74% |
False |
False |
160,624 |
20 |
1,905.7 |
1,730.8 |
174.9 |
9.8% |
41.6 |
2.3% |
30% |
False |
False |
172,572 |
40 |
1,927.6 |
1,730.8 |
196.8 |
11.0% |
42.2 |
2.4% |
27% |
False |
False |
86,580 |
60 |
1,927.6 |
1,658.9 |
268.7 |
15.1% |
45.1 |
2.5% |
46% |
False |
False |
57,757 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,954.6 |
2.618 |
1,893.2 |
1.618 |
1,855.6 |
1.000 |
1,832.4 |
0.618 |
1,818.0 |
HIGH |
1,794.8 |
0.618 |
1,780.4 |
0.500 |
1,776.0 |
0.382 |
1,771.6 |
LOW |
1,757.2 |
0.618 |
1,734.0 |
1.000 |
1,719.6 |
1.618 |
1,696.4 |
2.618 |
1,658.8 |
4.250 |
1,597.4 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,780.7 |
1,779.9 |
PP |
1,778.4 |
1,776.8 |
S1 |
1,776.0 |
1,773.6 |
|