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 |
7,512.5 |
7,491.5 |
-21.0 |
-0.3% |
7,451.0 |
High |
7,512.5 |
7,618.0 |
105.5 |
1.4% |
7,542.0 |
Low |
7,444.0 |
7,405.0 |
-39.0 |
-0.5% |
7,424.0 |
Close |
7,466.0 |
7,547.5 |
81.5 |
1.1% |
7,466.0 |
Range |
68.5 |
213.0 |
144.5 |
210.9% |
118.0 |
ATR |
80.7 |
90.2 |
9.4 |
11.7% |
0.0 |
Volume |
42,794 |
159,693 |
116,899 |
273.2% |
171,294 |
|
Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,162.5 |
8,068.0 |
7,664.5 |
|
R3 |
7,949.5 |
7,855.0 |
7,606.0 |
|
R2 |
7,736.5 |
7,736.5 |
7,586.5 |
|
R1 |
7,642.0 |
7,642.0 |
7,567.0 |
7,689.0 |
PP |
7,523.5 |
7,523.5 |
7,523.5 |
7,547.0 |
S1 |
7,429.0 |
7,429.0 |
7,528.0 |
7,476.0 |
S2 |
7,310.5 |
7,310.5 |
7,508.5 |
|
S3 |
7,097.5 |
7,216.0 |
7,489.0 |
|
S4 |
6,884.5 |
7,003.0 |
7,430.5 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,831.5 |
7,766.5 |
7,531.0 |
|
R3 |
7,713.5 |
7,648.5 |
7,498.5 |
|
R2 |
7,595.5 |
7,595.5 |
7,487.5 |
|
R1 |
7,530.5 |
7,530.5 |
7,477.0 |
7,563.0 |
PP |
7,477.5 |
7,477.5 |
7,477.5 |
7,493.5 |
S1 |
7,412.5 |
7,412.5 |
7,455.0 |
7,445.0 |
S2 |
7,359.5 |
7,359.5 |
7,444.5 |
|
S3 |
7,241.5 |
7,294.5 |
7,433.5 |
|
S4 |
7,123.5 |
7,176.5 |
7,401.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,618.0 |
7,405.0 |
213.0 |
2.8% |
101.5 |
1.3% |
67% |
True |
True |
72,074 |
10 |
7,618.0 |
7,292.5 |
325.5 |
4.3% |
108.0 |
1.4% |
78% |
True |
False |
87,150 |
20 |
7,618.0 |
7,292.5 |
325.5 |
4.3% |
86.5 |
1.1% |
78% |
True |
False |
92,640 |
40 |
7,688.0 |
7,268.0 |
420.0 |
5.6% |
70.5 |
0.9% |
67% |
False |
False |
46,343 |
60 |
7,688.0 |
6,738.0 |
950.0 |
12.6% |
55.0 |
0.7% |
85% |
False |
False |
30,938 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,523.0 |
2.618 |
8,175.5 |
1.618 |
7,962.5 |
1.000 |
7,831.0 |
0.618 |
7,749.5 |
HIGH |
7,618.0 |
0.618 |
7,536.5 |
0.500 |
7,511.5 |
0.382 |
7,486.5 |
LOW |
7,405.0 |
0.618 |
7,273.5 |
1.000 |
7,192.0 |
1.618 |
7,060.5 |
2.618 |
6,847.5 |
4.250 |
6,500.0 |
|
|
Fisher Pivots for day following 03-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
7,535.5 |
7,535.5 |
PP |
7,523.5 |
7,523.5 |
S1 |
7,511.5 |
7,511.5 |
|