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 |
7,491.5 |
7,549.0 |
57.5 |
0.8% |
7,451.0 |
High |
7,618.0 |
7,601.0 |
-17.0 |
-0.2% |
7,542.0 |
Low |
7,405.0 |
7,543.5 |
138.5 |
1.9% |
7,424.0 |
Close |
7,547.5 |
7,571.0 |
23.5 |
0.3% |
7,466.0 |
Range |
213.0 |
57.5 |
-155.5 |
-73.0% |
118.0 |
ATR |
90.2 |
87.8 |
-2.3 |
-2.6% |
0.0 |
Volume |
159,693 |
99,294 |
-60,399 |
-37.8% |
171,294 |
|
Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,744.5 |
7,715.0 |
7,602.5 |
|
R3 |
7,687.0 |
7,657.5 |
7,587.0 |
|
R2 |
7,629.5 |
7,629.5 |
7,581.5 |
|
R1 |
7,600.0 |
7,600.0 |
7,576.5 |
7,615.0 |
PP |
7,572.0 |
7,572.0 |
7,572.0 |
7,579.0 |
S1 |
7,542.5 |
7,542.5 |
7,565.5 |
7,557.0 |
S2 |
7,514.5 |
7,514.5 |
7,560.5 |
|
S3 |
7,457.0 |
7,485.0 |
7,555.0 |
|
S4 |
7,399.5 |
7,427.5 |
7,539.5 |
|
|
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% |
104.5 |
1.4% |
78% |
False |
False |
86,056 |
10 |
7,618.0 |
7,292.5 |
325.5 |
4.3% |
97.0 |
1.3% |
86% |
False |
False |
78,636 |
20 |
7,618.0 |
7,292.5 |
325.5 |
4.3% |
86.5 |
1.1% |
86% |
False |
False |
97,590 |
40 |
7,688.0 |
7,268.0 |
420.0 |
5.5% |
71.0 |
0.9% |
72% |
False |
False |
48,820 |
60 |
7,688.0 |
6,738.0 |
950.0 |
12.5% |
56.0 |
0.7% |
88% |
False |
False |
32,593 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,845.5 |
2.618 |
7,751.5 |
1.618 |
7,694.0 |
1.000 |
7,658.5 |
0.618 |
7,636.5 |
HIGH |
7,601.0 |
0.618 |
7,579.0 |
0.500 |
7,572.0 |
0.382 |
7,565.5 |
LOW |
7,543.5 |
0.618 |
7,508.0 |
1.000 |
7,486.0 |
1.618 |
7,450.5 |
2.618 |
7,393.0 |
4.250 |
7,299.0 |
|
|
Fisher Pivots for day following 04-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
7,572.0 |
7,551.0 |
PP |
7,572.0 |
7,531.5 |
S1 |
7,571.5 |
7,511.5 |
|