Trading Metrics calculated at close of trading on 05-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1,758.6 |
1,781.4 |
22.8 |
1.3% |
1,773.1 |
High |
1,794.8 |
1,787.9 |
-6.9 |
-0.4% |
1,789.6 |
Low |
1,757.2 |
1,750.4 |
-6.8 |
-0.4% |
1,731.2 |
Close |
1,783.1 |
1,762.4 |
-20.7 |
-1.2% |
1,770.9 |
Range |
37.6 |
37.5 |
-0.1 |
-0.3% |
58.4 |
ATR |
42.4 |
42.0 |
-0.3 |
-0.8% |
0.0 |
Volume |
216,507 |
176,260 |
-40,247 |
-18.6% |
538,258 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,879.4 |
1,858.4 |
1,783.0 |
|
R3 |
1,841.9 |
1,820.9 |
1,772.7 |
|
R2 |
1,804.4 |
1,804.4 |
1,769.3 |
|
R1 |
1,783.4 |
1,783.4 |
1,765.8 |
1,775.2 |
PP |
1,766.9 |
1,766.9 |
1,766.9 |
1,762.8 |
S1 |
1,745.9 |
1,745.9 |
1,759.0 |
1,737.7 |
S2 |
1,729.4 |
1,729.4 |
1,755.5 |
|
S3 |
1,691.9 |
1,708.4 |
1,752.1 |
|
S4 |
1,654.4 |
1,670.9 |
1,741.8 |
|
|
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 |
1,732.0 |
69.8 |
4.0% |
41.2 |
2.3% |
44% |
False |
False |
181,129 |
10 |
1,801.8 |
1,731.2 |
70.6 |
4.0% |
40.4 |
2.3% |
44% |
False |
False |
162,782 |
20 |
1,905.7 |
1,730.8 |
174.9 |
9.9% |
41.3 |
2.3% |
18% |
False |
False |
180,931 |
40 |
1,927.6 |
1,730.8 |
196.8 |
11.2% |
42.2 |
2.4% |
16% |
False |
False |
90,982 |
60 |
1,927.6 |
1,658.9 |
268.7 |
15.2% |
45.3 |
2.6% |
39% |
False |
False |
60,695 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.3 |
2.618 |
1,886.1 |
1.618 |
1,848.6 |
1.000 |
1,825.4 |
0.618 |
1,811.1 |
HIGH |
1,787.9 |
0.618 |
1,773.6 |
0.500 |
1,769.2 |
0.382 |
1,764.7 |
LOW |
1,750.4 |
0.618 |
1,727.2 |
1.000 |
1,712.9 |
1.618 |
1,689.7 |
2.618 |
1,652.2 |
4.250 |
1,591.0 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,769.2 |
1,773.6 |
PP |
1,766.9 |
1,769.9 |
S1 |
1,764.7 |
1,766.1 |
|