| Trading Metrics calculated at close of trading on 06-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2023 |
06-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,781.4 |
1,763.6 |
-17.8 |
-1.0% |
1,790.0 |
| High |
1,787.9 |
1,808.0 |
20.1 |
1.1% |
1,808.0 |
| Low |
1,750.4 |
1,759.3 |
8.9 |
0.5% |
1,745.4 |
| Close |
1,762.4 |
1,803.4 |
41.0 |
2.3% |
1,803.4 |
| Range |
37.5 |
48.7 |
11.2 |
29.9% |
62.6 |
| ATR |
42.0 |
42.5 |
0.5 |
1.1% |
0.0 |
| Volume |
176,260 |
224,817 |
48,557 |
27.5% |
840,899 |
|
| Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,936.3 |
1,918.6 |
1,830.2 |
|
| R3 |
1,887.6 |
1,869.9 |
1,816.8 |
|
| R2 |
1,838.9 |
1,838.9 |
1,812.3 |
|
| R1 |
1,821.2 |
1,821.2 |
1,807.9 |
1,830.1 |
| PP |
1,790.2 |
1,790.2 |
1,790.2 |
1,794.7 |
| S1 |
1,772.5 |
1,772.5 |
1,798.9 |
1,781.4 |
| S2 |
1,741.5 |
1,741.5 |
1,794.5 |
|
| S3 |
1,692.8 |
1,723.8 |
1,790.0 |
|
| S4 |
1,644.1 |
1,675.1 |
1,776.6 |
|
|
| Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,973.4 |
1,951.0 |
1,837.8 |
|
| R3 |
1,910.8 |
1,888.4 |
1,820.6 |
|
| R2 |
1,848.2 |
1,848.2 |
1,814.9 |
|
| R1 |
1,825.8 |
1,825.8 |
1,809.1 |
1,837.0 |
| PP |
1,785.6 |
1,785.6 |
1,785.6 |
1,791.2 |
| S1 |
1,763.2 |
1,763.2 |
1,797.7 |
1,774.4 |
| S2 |
1,723.0 |
1,723.0 |
1,791.9 |
|
| S3 |
1,660.4 |
1,700.6 |
1,786.2 |
|
| S4 |
1,597.8 |
1,638.0 |
1,769.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,808.0 |
1,745.4 |
62.6 |
3.5% |
41.0 |
2.3% |
93% |
True |
False |
196,486 |
| 10 |
1,808.0 |
1,731.2 |
76.8 |
4.3% |
41.7 |
2.3% |
94% |
True |
False |
169,234 |
| 20 |
1,905.7 |
1,730.8 |
174.9 |
9.7% |
42.6 |
2.4% |
42% |
False |
False |
191,824 |
| 40 |
1,927.6 |
1,730.8 |
196.8 |
10.9% |
42.3 |
2.3% |
37% |
False |
False |
96,595 |
| 60 |
1,927.6 |
1,658.9 |
268.7 |
14.9% |
45.2 |
2.5% |
54% |
False |
False |
64,441 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,015.0 |
|
2.618 |
1,935.5 |
|
1.618 |
1,886.8 |
|
1.000 |
1,856.7 |
|
0.618 |
1,838.1 |
|
HIGH |
1,808.0 |
|
0.618 |
1,789.4 |
|
0.500 |
1,783.7 |
|
0.382 |
1,777.9 |
|
LOW |
1,759.3 |
|
0.618 |
1,729.2 |
|
1.000 |
1,710.6 |
|
1.618 |
1,680.5 |
|
2.618 |
1,631.8 |
|
4.250 |
1,552.3 |
|
|
| Fisher Pivots for day following 06-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,796.8 |
1,795.3 |
| PP |
1,790.2 |
1,787.3 |
| S1 |
1,783.7 |
1,779.2 |
|