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 |
10,945.86 |
10,831.47 |
-114.39 |
-1.0% |
10,944.30 |
High |
10,981.46 |
10,836.66 |
-144.80 |
-1.3% |
10,981.06 |
Low |
10,790.03 |
10,728.26 |
-61.77 |
-0.6% |
10,671.19 |
Close |
10,914.80 |
10,741.22 |
-173.58 |
-1.6% |
10,939.76 |
Range |
191.43 |
108.40 |
-83.03 |
-43.4% |
309.87 |
ATR |
252.39 |
247.69 |
-4.70 |
-1.9% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
11,093.91 |
11,025.97 |
10,800.84 |
|
R3 |
10,985.51 |
10,917.57 |
10,771.03 |
|
R2 |
10,877.11 |
10,877.11 |
10,761.09 |
|
R1 |
10,809.17 |
10,809.17 |
10,751.16 |
10,788.94 |
PP |
10,768.71 |
10,768.71 |
10,768.71 |
10,758.60 |
S1 |
10,700.77 |
10,700.77 |
10,731.28 |
10,680.54 |
S2 |
10,660.31 |
10,660.31 |
10,721.35 |
|
S3 |
10,551.91 |
10,592.37 |
10,711.41 |
|
S4 |
10,443.51 |
10,483.97 |
10,681.60 |
|
|
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 |
10,728.26 |
364.84 |
3.4% |
198.14 |
1.8% |
4% |
False |
True |
|
10 |
11,285.77 |
10,671.19 |
614.58 |
5.7% |
206.04 |
1.9% |
11% |
False |
False |
|
20 |
12,161.27 |
10,671.19 |
1,490.08 |
13.9% |
218.98 |
2.0% |
5% |
False |
False |
|
40 |
12,161.27 |
10,671.19 |
1,490.08 |
13.9% |
225.11 |
2.1% |
5% |
False |
False |
|
60 |
12,161.27 |
10,444.78 |
1,716.49 |
16.0% |
247.21 |
2.3% |
17% |
False |
False |
|
80 |
12,420.01 |
10,444.78 |
1,975.23 |
18.4% |
251.37 |
2.3% |
15% |
False |
False |
|
100 |
13,720.91 |
10,444.78 |
3,276.13 |
30.5% |
247.37 |
2.3% |
9% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
30.5% |
248.87 |
2.3% |
9% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
11,297.36 |
2.618 |
11,120.45 |
1.618 |
11,012.05 |
1.000 |
10,945.06 |
0.618 |
10,903.65 |
HIGH |
10,836.66 |
0.618 |
10,795.25 |
0.500 |
10,782.46 |
0.382 |
10,769.67 |
LOW |
10,728.26 |
0.618 |
10,661.27 |
1.000 |
10,619.86 |
1.618 |
10,552.87 |
2.618 |
10,444.47 |
4.250 |
10,267.56 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
10,782.46 |
10,910.68 |
PP |
10,768.71 |
10,854.19 |
S1 |
10,754.97 |
10,797.71 |
|