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 |
1,876.0 |
1,851.9 |
-24.1 |
-1.3% |
1,847.2 |
High |
1,880.0 |
1,891.1 |
11.1 |
0.6% |
1,891.1 |
Low |
1,846.1 |
1,851.6 |
5.5 |
0.3% |
1,846.1 |
Close |
1,856.7 |
1,885.9 |
29.2 |
1.6% |
1,885.9 |
Range |
33.9 |
39.5 |
5.6 |
16.5% |
45.0 |
ATR |
25.3 |
26.3 |
1.0 |
4.0% |
0.0 |
Volume |
16,263 |
16,596 |
333 |
2.0% |
57,961 |
|
Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,994.7 |
1,979.8 |
1,907.6 |
|
R3 |
1,955.2 |
1,940.3 |
1,896.8 |
|
R2 |
1,915.7 |
1,915.7 |
1,893.1 |
|
R1 |
1,900.8 |
1,900.8 |
1,889.5 |
1,908.3 |
PP |
1,876.2 |
1,876.2 |
1,876.2 |
1,879.9 |
S1 |
1,861.3 |
1,861.3 |
1,882.3 |
1,868.8 |
S2 |
1,836.7 |
1,836.7 |
1,878.7 |
|
S3 |
1,797.2 |
1,821.8 |
1,875.0 |
|
S4 |
1,757.7 |
1,782.3 |
1,864.2 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,009.4 |
1,992.6 |
1,910.7 |
|
R3 |
1,964.4 |
1,947.6 |
1,898.3 |
|
R2 |
1,919.4 |
1,919.4 |
1,894.2 |
|
R1 |
1,902.6 |
1,902.6 |
1,890.0 |
1,911.0 |
PP |
1,874.4 |
1,874.4 |
1,874.4 |
1,878.6 |
S1 |
1,857.6 |
1,857.6 |
1,881.8 |
1,866.0 |
S2 |
1,829.4 |
1,829.4 |
1,877.7 |
|
S3 |
1,784.4 |
1,812.6 |
1,873.5 |
|
S4 |
1,739.4 |
1,767.6 |
1,861.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,891.1 |
1,835.9 |
55.2 |
2.9% |
27.9 |
1.5% |
91% |
True |
False |
12,734 |
10 |
1,891.1 |
1,808.4 |
82.7 |
4.4% |
25.6 |
1.4% |
94% |
True |
False |
8,934 |
20 |
1,891.1 |
1,797.6 |
93.5 |
5.0% |
24.5 |
1.3% |
94% |
True |
False |
6,272 |
40 |
1,891.1 |
1,735.2 |
155.9 |
8.3% |
24.3 |
1.3% |
97% |
True |
False |
4,748 |
60 |
1,891.1 |
1,647.7 |
243.4 |
12.9% |
25.0 |
1.3% |
98% |
True |
False |
3,969 |
80 |
1,891.1 |
1,647.7 |
243.4 |
12.9% |
25.4 |
1.3% |
98% |
True |
False |
3,358 |
100 |
1,891.1 |
1,647.7 |
243.4 |
12.9% |
24.0 |
1.3% |
98% |
True |
False |
2,758 |
120 |
1,891.1 |
1,647.7 |
243.4 |
12.9% |
22.9 |
1.2% |
98% |
True |
False |
2,369 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,059.0 |
2.618 |
1,994.5 |
1.618 |
1,955.0 |
1.000 |
1,930.6 |
0.618 |
1,915.5 |
HIGH |
1,891.1 |
0.618 |
1,876.0 |
0.500 |
1,871.4 |
0.382 |
1,866.7 |
LOW |
1,851.6 |
0.618 |
1,827.2 |
1.000 |
1,812.1 |
1.618 |
1,787.7 |
2.618 |
1,748.2 |
4.250 |
1,683.7 |
|
|
Fisher Pivots for day following 06-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,881.1 |
1,880.1 |
PP |
1,876.2 |
1,874.4 |
S1 |
1,871.4 |
1,868.6 |
|