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 |
7,556.5 |
7,645.0 |
88.5 |
1.2% |
7,491.5 |
High |
7,648.0 |
7,709.0 |
61.0 |
0.8% |
7,709.0 |
Low |
7,548.5 |
7,630.0 |
81.5 |
1.1% |
7,405.0 |
Close |
7,629.5 |
7,687.5 |
58.0 |
0.8% |
7,687.5 |
Range |
99.5 |
79.0 |
-20.5 |
-20.6% |
304.0 |
ATR |
88.7 |
88.0 |
-0.7 |
-0.7% |
0.0 |
Volume |
100,173 |
84,149 |
-16,024 |
-16.0% |
443,309 |
|
Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,912.5 |
7,879.0 |
7,731.0 |
|
R3 |
7,833.5 |
7,800.0 |
7,709.0 |
|
R2 |
7,754.5 |
7,754.5 |
7,702.0 |
|
R1 |
7,721.0 |
7,721.0 |
7,694.5 |
7,738.0 |
PP |
7,675.5 |
7,675.5 |
7,675.5 |
7,684.0 |
S1 |
7,642.0 |
7,642.0 |
7,680.5 |
7,659.0 |
S2 |
7,596.5 |
7,596.5 |
7,673.0 |
|
S3 |
7,517.5 |
7,563.0 |
7,666.0 |
|
S4 |
7,438.5 |
7,484.0 |
7,644.0 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,512.5 |
8,404.0 |
7,854.5 |
|
R3 |
8,208.5 |
8,100.0 |
7,771.0 |
|
R2 |
7,904.5 |
7,904.5 |
7,743.0 |
|
R1 |
7,796.0 |
7,796.0 |
7,715.5 |
7,850.0 |
PP |
7,600.5 |
7,600.5 |
7,600.5 |
7,627.5 |
S1 |
7,492.0 |
7,492.0 |
7,659.5 |
7,546.0 |
S2 |
7,296.5 |
7,296.5 |
7,632.0 |
|
S3 |
6,992.5 |
7,188.0 |
7,604.0 |
|
S4 |
6,688.5 |
6,884.0 |
7,520.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,709.0 |
7,405.0 |
304.0 |
4.0% |
103.5 |
1.3% |
93% |
True |
False |
97,220 |
10 |
7,709.0 |
7,374.5 |
334.5 |
4.4% |
100.5 |
1.3% |
94% |
True |
False |
81,211 |
20 |
7,709.0 |
7,292.5 |
416.5 |
5.4% |
90.5 |
1.2% |
95% |
True |
False |
106,377 |
40 |
7,709.0 |
7,268.0 |
441.0 |
5.7% |
74.5 |
1.0% |
95% |
True |
False |
53,427 |
60 |
7,709.0 |
6,738.0 |
971.0 |
12.6% |
59.0 |
0.8% |
98% |
True |
False |
35,665 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,045.0 |
2.618 |
7,916.0 |
1.618 |
7,837.0 |
1.000 |
7,788.0 |
0.618 |
7,758.0 |
HIGH |
7,709.0 |
0.618 |
7,679.0 |
0.500 |
7,669.5 |
0.382 |
7,660.0 |
LOW |
7,630.0 |
0.618 |
7,581.0 |
1.000 |
7,551.0 |
1.618 |
7,502.0 |
2.618 |
7,423.0 |
4.250 |
7,294.0 |
|
|
Fisher Pivots for day following 06-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
7,681.5 |
7,667.0 |
PP |
7,675.5 |
7,646.5 |
S1 |
7,669.5 |
7,626.0 |
|