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 |
1,876.0 |
1,894.2 |
18.2 |
1.0% |
1,838.1 |
High |
1,902.7 |
1,896.2 |
-6.5 |
-0.3% |
1,872.9 |
Low |
1,874.0 |
1,862.3 |
-11.7 |
-0.6% |
1,836.1 |
Close |
1,891.1 |
1,873.0 |
-18.1 |
-1.0% |
1,857.7 |
Range |
28.7 |
33.9 |
5.2 |
18.1% |
36.8 |
ATR |
24.3 |
25.0 |
0.7 |
2.8% |
0.0 |
Volume |
3,276 |
3,155 |
-121 |
-3.7% |
3,116 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,978.9 |
1,959.8 |
1,891.6 |
|
R3 |
1,945.0 |
1,925.9 |
1,882.3 |
|
R2 |
1,911.1 |
1,911.1 |
1,879.2 |
|
R1 |
1,892.0 |
1,892.0 |
1,876.1 |
1,884.6 |
PP |
1,877.2 |
1,877.2 |
1,877.2 |
1,873.5 |
S1 |
1,858.1 |
1,858.1 |
1,869.9 |
1,850.7 |
S2 |
1,843.3 |
1,843.3 |
1,866.8 |
|
S3 |
1,809.4 |
1,824.2 |
1,863.7 |
|
S4 |
1,775.5 |
1,790.3 |
1,854.4 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,966.0 |
1,948.6 |
1,877.9 |
|
R3 |
1,929.2 |
1,911.8 |
1,867.8 |
|
R2 |
1,892.4 |
1,892.4 |
1,864.4 |
|
R1 |
1,875.0 |
1,875.0 |
1,861.1 |
1,883.7 |
PP |
1,855.6 |
1,855.6 |
1,855.6 |
1,859.9 |
S1 |
1,838.2 |
1,838.2 |
1,854.3 |
1,846.9 |
S2 |
1,818.8 |
1,818.8 |
1,851.0 |
|
S3 |
1,782.0 |
1,801.4 |
1,847.6 |
|
S4 |
1,745.2 |
1,764.6 |
1,837.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,902.7 |
1,843.0 |
59.7 |
3.2% |
22.5 |
1.2% |
50% |
False |
False |
1,911 |
10 |
1,902.7 |
1,824.4 |
78.3 |
4.2% |
22.5 |
1.2% |
62% |
False |
False |
1,406 |
20 |
1,902.7 |
1,812.1 |
90.6 |
4.8% |
23.1 |
1.2% |
67% |
False |
False |
1,507 |
40 |
1,902.7 |
1,713.0 |
189.7 |
10.1% |
24.0 |
1.3% |
84% |
False |
False |
1,648 |
60 |
1,902.7 |
1,663.2 |
239.5 |
12.8% |
24.2 |
1.3% |
88% |
False |
False |
1,437 |
80 |
1,902.7 |
1,662.5 |
240.2 |
12.8% |
24.5 |
1.3% |
88% |
False |
False |
1,199 |
100 |
1,902.7 |
1,662.5 |
240.2 |
12.8% |
23.0 |
1.2% |
88% |
False |
False |
1,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,040.3 |
2.618 |
1,985.0 |
1.618 |
1,951.1 |
1.000 |
1,930.1 |
0.618 |
1,917.2 |
HIGH |
1,896.2 |
0.618 |
1,883.3 |
0.500 |
1,879.3 |
0.382 |
1,875.2 |
LOW |
1,862.3 |
0.618 |
1,841.3 |
1.000 |
1,828.4 |
1.618 |
1,807.4 |
2.618 |
1,773.5 |
4.250 |
1,718.2 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,879.3 |
1,882.5 |
PP |
1,877.2 |
1,879.3 |
S1 |
1,875.1 |
1,876.2 |
|