Trading Metrics calculated at close of trading on 05-Jan-2023 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2023 |
05-Jan-2023 |
Change |
Change % |
Previous Week |
Open |
1,861.4 |
1,876.0 |
14.6 |
0.8% |
1,823.8 |
High |
1,887.0 |
1,880.0 |
-7.0 |
-0.4% |
1,857.0 |
Low |
1,858.3 |
1,846.1 |
-12.2 |
-0.7% |
1,819.9 |
Close |
1,875.0 |
1,856.7 |
-18.3 |
-1.0% |
1,842.2 |
Range |
28.7 |
33.9 |
5.2 |
18.1% |
37.1 |
ATR |
24.7 |
25.3 |
0.7 |
2.7% |
0.0 |
Volume |
11,657 |
16,263 |
4,606 |
39.5% |
20,635 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,962.6 |
1,943.6 |
1,875.3 |
|
R3 |
1,928.7 |
1,909.7 |
1,866.0 |
|
R2 |
1,894.8 |
1,894.8 |
1,862.9 |
|
R1 |
1,875.8 |
1,875.8 |
1,859.8 |
1,868.4 |
PP |
1,860.9 |
1,860.9 |
1,860.9 |
1,857.2 |
S1 |
1,841.9 |
1,841.9 |
1,853.6 |
1,834.5 |
S2 |
1,827.0 |
1,827.0 |
1,850.5 |
|
S3 |
1,793.1 |
1,808.0 |
1,847.4 |
|
S4 |
1,759.2 |
1,774.1 |
1,838.1 |
|
|
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 |
1,887.0 |
1,827.0 |
60.0 |
3.2% |
23.1 |
1.2% |
50% |
False |
False |
10,437 |
10 |
1,887.0 |
1,808.4 |
78.6 |
4.2% |
22.8 |
1.2% |
61% |
False |
False |
7,532 |
20 |
1,887.0 |
1,796.8 |
90.2 |
4.9% |
23.6 |
1.3% |
66% |
False |
False |
5,610 |
40 |
1,887.0 |
1,696.2 |
190.8 |
10.3% |
24.7 |
1.3% |
84% |
False |
False |
4,461 |
60 |
1,887.0 |
1,647.7 |
239.3 |
12.9% |
24.7 |
1.3% |
87% |
False |
False |
3,734 |
80 |
1,887.0 |
1,647.7 |
239.3 |
12.9% |
25.3 |
1.4% |
87% |
False |
False |
3,161 |
100 |
1,887.0 |
1,647.7 |
239.3 |
12.9% |
23.9 |
1.3% |
87% |
False |
False |
2,595 |
120 |
1,887.0 |
1,647.7 |
239.3 |
12.9% |
22.7 |
1.2% |
87% |
False |
False |
2,236 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,024.1 |
2.618 |
1,968.8 |
1.618 |
1,934.9 |
1.000 |
1,913.9 |
0.618 |
1,901.0 |
HIGH |
1,880.0 |
0.618 |
1,867.1 |
0.500 |
1,863.1 |
0.382 |
1,859.0 |
LOW |
1,846.1 |
0.618 |
1,825.1 |
1.000 |
1,812.2 |
1.618 |
1,791.2 |
2.618 |
1,757.3 |
4.250 |
1,702.0 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,863.1 |
1,866.6 |
PP |
1,860.9 |
1,863.3 |
S1 |
1,858.8 |
1,860.0 |
|