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 |
1,837.3 |
1,847.2 |
9.9 |
0.5% |
1,823.8 |
High |
1,848.2 |
1,872.3 |
24.1 |
1.3% |
1,857.0 |
Low |
1,835.9 |
1,847.2 |
11.3 |
0.6% |
1,819.9 |
Close |
1,842.2 |
1,862.1 |
19.9 |
1.1% |
1,842.2 |
Range |
12.3 |
25.1 |
12.8 |
104.1% |
37.1 |
ATR |
23.9 |
24.4 |
0.4 |
1.8% |
0.0 |
Volume |
5,710 |
13,445 |
7,735 |
135.5% |
20,635 |
|
Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,935.8 |
1,924.1 |
1,875.9 |
|
R3 |
1,910.7 |
1,899.0 |
1,869.0 |
|
R2 |
1,885.6 |
1,885.6 |
1,866.7 |
|
R1 |
1,873.9 |
1,873.9 |
1,864.4 |
1,879.8 |
PP |
1,860.5 |
1,860.5 |
1,860.5 |
1,863.5 |
S1 |
1,848.8 |
1,848.8 |
1,859.8 |
1,854.7 |
S2 |
1,835.4 |
1,835.4 |
1,857.5 |
|
S3 |
1,810.3 |
1,823.7 |
1,855.2 |
|
S4 |
1,785.2 |
1,798.6 |
1,848.3 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.0 |
1,933.7 |
1,862.6 |
|
R3 |
1,913.9 |
1,896.6 |
1,852.4 |
|
R2 |
1,876.8 |
1,876.8 |
1,849.0 |
|
R1 |
1,859.5 |
1,859.5 |
1,845.6 |
1,868.2 |
PP |
1,839.7 |
1,839.7 |
1,839.7 |
1,844.0 |
S1 |
1,822.4 |
1,822.4 |
1,838.8 |
1,831.1 |
S2 |
1,802.6 |
1,802.6 |
1,835.4 |
|
S3 |
1,765.5 |
1,785.3 |
1,832.0 |
|
S4 |
1,728.4 |
1,748.2 |
1,821.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,872.3 |
1,819.9 |
52.4 |
2.8% |
20.9 |
1.1% |
81% |
True |
False |
6,816 |
10 |
1,872.3 |
1,808.4 |
63.9 |
3.4% |
21.8 |
1.2% |
84% |
True |
False |
5,405 |
20 |
1,872.3 |
1,793.5 |
78.8 |
4.2% |
23.3 |
1.3% |
87% |
True |
False |
4,609 |
40 |
1,872.3 |
1,661.0 |
211.3 |
11.3% |
24.8 |
1.3% |
95% |
True |
False |
3,924 |
60 |
1,872.3 |
1,647.7 |
224.6 |
12.1% |
24.6 |
1.3% |
95% |
True |
False |
3,348 |
80 |
1,872.3 |
1,647.7 |
224.6 |
12.1% |
25.0 |
1.3% |
95% |
True |
False |
2,829 |
100 |
1,872.3 |
1,647.7 |
224.6 |
12.1% |
23.5 |
1.3% |
95% |
True |
False |
2,323 |
120 |
1,872.3 |
1,647.7 |
224.6 |
12.1% |
22.4 |
1.2% |
95% |
True |
False |
2,010 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,979.0 |
2.618 |
1,938.0 |
1.618 |
1,912.9 |
1.000 |
1,897.4 |
0.618 |
1,887.8 |
HIGH |
1,872.3 |
0.618 |
1,862.7 |
0.500 |
1,859.8 |
0.382 |
1,856.8 |
LOW |
1,847.2 |
0.618 |
1,831.7 |
1.000 |
1,822.1 |
1.618 |
1,806.6 |
2.618 |
1,781.5 |
4.250 |
1,740.5 |
|
|
Fisher Pivots for day following 03-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,861.3 |
1,858.0 |
PP |
1,860.5 |
1,853.8 |
S1 |
1,859.8 |
1,849.7 |
|