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 |
10,835.59 |
11,038.42 |
202.83 |
1.9% |
10,944.30 |
High |
10,942.90 |
11,093.10 |
150.20 |
1.4% |
10,981.06 |
Low |
10,778.64 |
10,770.93 |
-7.71 |
-0.1% |
10,671.19 |
Close |
10,939.76 |
10,862.64 |
-77.12 |
-0.7% |
10,939.76 |
Range |
164.26 |
322.17 |
157.91 |
96.1% |
309.87 |
ATR |
252.07 |
257.08 |
5.01 |
2.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,875.40 |
11,691.19 |
11,039.83 |
|
R3 |
11,553.23 |
11,369.02 |
10,951.24 |
|
R2 |
11,231.06 |
11,231.06 |
10,921.70 |
|
R1 |
11,046.85 |
11,046.85 |
10,892.17 |
10,977.87 |
PP |
10,908.89 |
10,908.89 |
10,908.89 |
10,874.40 |
S1 |
10,724.68 |
10,724.68 |
10,833.11 |
10,655.70 |
S2 |
10,586.72 |
10,586.72 |
10,803.58 |
|
S3 |
10,264.55 |
10,402.51 |
10,774.04 |
|
S4 |
9,942.38 |
10,080.34 |
10,685.45 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,793.61 |
11,676.56 |
11,110.19 |
|
R3 |
11,483.74 |
11,366.69 |
11,024.97 |
|
R2 |
11,173.87 |
11,173.87 |
10,996.57 |
|
R1 |
11,056.82 |
11,056.82 |
10,968.16 |
10,960.41 |
PP |
10,864.00 |
10,864.00 |
10,864.00 |
10,815.80 |
S1 |
10,746.95 |
10,746.95 |
10,911.36 |
10,650.54 |
S2 |
10,554.13 |
10,554.13 |
10,882.95 |
|
S3 |
10,244.26 |
10,437.08 |
10,854.55 |
|
S4 |
9,934.39 |
10,127.21 |
10,769.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
11,093.10 |
10,671.19 |
421.91 |
3.9% |
211.21 |
1.9% |
45% |
True |
False |
|
10 |
11,285.77 |
10,671.19 |
614.58 |
5.7% |
215.89 |
2.0% |
31% |
False |
False |
|
20 |
12,161.27 |
10,671.19 |
1,490.08 |
13.7% |
230.36 |
2.1% |
13% |
False |
False |
|
40 |
12,161.27 |
10,632.39 |
1,528.88 |
14.1% |
229.74 |
2.1% |
15% |
False |
False |
|
60 |
12,161.27 |
10,444.78 |
1,716.49 |
15.8% |
251.20 |
2.3% |
24% |
False |
False |
|
80 |
12,752.83 |
10,444.78 |
2,308.05 |
21.2% |
251.30 |
2.3% |
18% |
False |
False |
|
100 |
13,720.91 |
10,444.78 |
3,276.13 |
30.2% |
249.42 |
2.3% |
13% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
30.2% |
250.31 |
2.3% |
13% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,462.32 |
2.618 |
11,936.54 |
1.618 |
11,614.37 |
1.000 |
11,415.27 |
0.618 |
11,292.20 |
HIGH |
11,093.10 |
0.618 |
10,970.03 |
0.500 |
10,932.02 |
0.382 |
10,894.00 |
LOW |
10,770.93 |
0.618 |
10,571.83 |
1.000 |
10,448.76 |
1.618 |
10,249.66 |
2.618 |
9,927.49 |
4.250 |
9,401.71 |
|
|
Fisher Pivots for day following 03-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
10,932.02 |
10,932.02 |
PP |
10,908.89 |
10,908.89 |
S1 |
10,885.77 |
10,885.77 |
|