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 |
1,894.2 |
1,867.9 |
-26.3 |
-1.4% |
1,866.1 |
High |
1,896.2 |
1,907.1 |
10.9 |
0.6% |
1,907.1 |
Low |
1,862.3 |
1,867.9 |
5.6 |
0.3% |
1,862.3 |
Close |
1,873.0 |
1,902.1 |
29.1 |
1.6% |
1,902.1 |
Range |
33.9 |
39.2 |
5.3 |
15.6% |
44.8 |
ATR |
25.0 |
26.0 |
1.0 |
4.1% |
0.0 |
Volume |
3,155 |
1,699 |
-1,456 |
-46.1% |
9,776 |
|
Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,010.0 |
1,995.2 |
1,923.7 |
|
R3 |
1,970.8 |
1,956.0 |
1,912.9 |
|
R2 |
1,931.6 |
1,931.6 |
1,909.3 |
|
R1 |
1,916.8 |
1,916.8 |
1,905.7 |
1,924.2 |
PP |
1,892.4 |
1,892.4 |
1,892.4 |
1,896.1 |
S1 |
1,877.6 |
1,877.6 |
1,898.5 |
1,885.0 |
S2 |
1,853.2 |
1,853.2 |
1,894.9 |
|
S3 |
1,814.0 |
1,838.4 |
1,891.3 |
|
S4 |
1,774.8 |
1,799.2 |
1,880.5 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,024.9 |
2,008.3 |
1,926.7 |
|
R3 |
1,980.1 |
1,963.5 |
1,914.4 |
|
R2 |
1,935.3 |
1,935.3 |
1,910.3 |
|
R1 |
1,918.7 |
1,918.7 |
1,906.2 |
1,927.0 |
PP |
1,890.5 |
1,890.5 |
1,890.5 |
1,894.7 |
S1 |
1,873.9 |
1,873.9 |
1,898.0 |
1,882.2 |
S2 |
1,845.7 |
1,845.7 |
1,893.9 |
|
S3 |
1,800.9 |
1,829.1 |
1,889.8 |
|
S4 |
1,756.1 |
1,784.3 |
1,877.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,907.1 |
1,852.0 |
55.1 |
2.9% |
27.3 |
1.4% |
91% |
True |
False |
2,083 |
10 |
1,907.1 |
1,824.4 |
82.7 |
4.3% |
25.3 |
1.3% |
94% |
True |
False |
1,499 |
20 |
1,907.1 |
1,813.2 |
93.9 |
4.9% |
24.0 |
1.3% |
95% |
True |
False |
1,502 |
40 |
1,907.1 |
1,749.3 |
157.8 |
8.3% |
23.7 |
1.2% |
97% |
True |
False |
1,618 |
60 |
1,907.1 |
1,663.2 |
243.9 |
12.8% |
24.5 |
1.3% |
98% |
True |
False |
1,457 |
80 |
1,907.1 |
1,662.5 |
244.6 |
12.9% |
24.6 |
1.3% |
98% |
True |
False |
1,211 |
100 |
1,907.1 |
1,662.5 |
244.6 |
12.9% |
23.1 |
1.2% |
98% |
True |
False |
1,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,073.7 |
2.618 |
2,009.7 |
1.618 |
1,970.5 |
1.000 |
1,946.3 |
0.618 |
1,931.3 |
HIGH |
1,907.1 |
0.618 |
1,892.1 |
0.500 |
1,887.5 |
0.382 |
1,882.9 |
LOW |
1,867.9 |
0.618 |
1,843.7 |
1.000 |
1,828.7 |
1.618 |
1,804.5 |
2.618 |
1,765.3 |
4.250 |
1,701.3 |
|
|
Fisher Pivots for day following 06-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
1,897.2 |
1,896.3 |
PP |
1,892.4 |
1,890.5 |
S1 |
1,887.5 |
1,884.7 |
|