| 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 |
3,900.00 |
3,905.00 |
5.00 |
0.1% |
3,909.00 |
| High |
3,903.75 |
3,939.25 |
35.50 |
0.9% |
3,934.00 |
| Low |
3,855.75 |
3,848.25 |
-7.50 |
-0.2% |
3,838.00 |
| Close |
3,894.75 |
3,879.25 |
-15.50 |
-0.4% |
3,894.75 |
| Range |
48.00 |
91.00 |
43.00 |
89.6% |
96.00 |
| ATR |
76.80 |
77.81 |
1.01 |
1.3% |
0.00 |
| Volume |
2,601 |
1,522 |
-1,079 |
-41.5% |
6,666 |
|
| Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,162.00 |
4,111.50 |
3,929.25 |
|
| R3 |
4,071.00 |
4,020.50 |
3,904.25 |
|
| R2 |
3,980.00 |
3,980.00 |
3,896.00 |
|
| R1 |
3,929.50 |
3,929.50 |
3,887.50 |
3,909.25 |
| PP |
3,889.00 |
3,889.00 |
3,889.00 |
3,878.75 |
| S1 |
3,838.50 |
3,838.50 |
3,871.00 |
3,818.25 |
| S2 |
3,798.00 |
3,798.00 |
3,862.50 |
|
| S3 |
3,707.00 |
3,747.50 |
3,854.25 |
|
| S4 |
3,616.00 |
3,656.50 |
3,829.25 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,177.00 |
4,131.75 |
3,947.50 |
|
| R3 |
4,081.00 |
4,035.75 |
3,921.25 |
|
| R2 |
3,985.00 |
3,985.00 |
3,912.25 |
|
| R1 |
3,939.75 |
3,939.75 |
3,903.50 |
3,914.50 |
| PP |
3,889.00 |
3,889.00 |
3,889.00 |
3,876.25 |
| S1 |
3,843.75 |
3,843.75 |
3,886.00 |
3,818.50 |
| S2 |
3,793.00 |
3,793.00 |
3,877.25 |
|
| S3 |
3,697.00 |
3,747.75 |
3,868.25 |
|
| S4 |
3,601.00 |
3,651.75 |
3,842.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,939.25 |
3,838.00 |
101.25 |
2.6% |
69.50 |
1.8% |
41% |
True |
False |
1,637 |
| 10 |
3,952.75 |
3,821.50 |
131.25 |
3.4% |
72.75 |
1.9% |
44% |
False |
False |
1,333 |
| 20 |
4,202.00 |
3,821.50 |
380.50 |
9.8% |
78.50 |
2.0% |
15% |
False |
False |
1,022 |
| 40 |
4,202.00 |
3,781.25 |
420.75 |
10.8% |
76.25 |
2.0% |
23% |
False |
False |
621 |
| 60 |
4,202.00 |
3,562.00 |
640.00 |
16.5% |
83.50 |
2.2% |
50% |
False |
False |
462 |
| 80 |
4,210.25 |
3,562.00 |
648.25 |
16.7% |
84.75 |
2.2% |
49% |
False |
False |
380 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,326.00 |
|
2.618 |
4,177.50 |
|
1.618 |
4,086.50 |
|
1.000 |
4,030.25 |
|
0.618 |
3,995.50 |
|
HIGH |
3,939.25 |
|
0.618 |
3,904.50 |
|
0.500 |
3,893.75 |
|
0.382 |
3,883.00 |
|
LOW |
3,848.25 |
|
0.618 |
3,792.00 |
|
1.000 |
3,757.25 |
|
1.618 |
3,701.00 |
|
2.618 |
3,610.00 |
|
4.250 |
3,461.50 |
|
|
| Fisher Pivots for day following 03-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
3,893.75 |
3,889.50 |
| PP |
3,889.00 |
3,886.00 |
| S1 |
3,884.00 |
3,882.75 |
|