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 |
10,831.47 |
10,803.02 |
-28.45 |
-0.3% |
11,038.42 |
High |
10,836.66 |
11,082.59 |
245.93 |
2.3% |
11,093.10 |
Low |
10,728.26 |
10,696.42 |
-31.84 |
-0.3% |
10,696.42 |
Close |
10,741.22 |
11,040.35 |
299.13 |
2.8% |
11,040.35 |
Range |
108.40 |
386.17 |
277.77 |
256.2% |
396.68 |
ATR |
247.69 |
257.58 |
9.89 |
4.0% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,098.30 |
11,955.49 |
11,252.74 |
|
R3 |
11,712.13 |
11,569.32 |
11,146.55 |
|
R2 |
11,325.96 |
11,325.96 |
11,111.15 |
|
R1 |
11,183.15 |
11,183.15 |
11,075.75 |
11,254.56 |
PP |
10,939.79 |
10,939.79 |
10,939.79 |
10,975.49 |
S1 |
10,796.98 |
10,796.98 |
11,004.95 |
10,868.39 |
S2 |
10,553.62 |
10,553.62 |
10,969.55 |
|
S3 |
10,167.45 |
10,410.81 |
10,934.15 |
|
S4 |
9,781.28 |
10,024.64 |
10,827.96 |
|
|
Weekly Pivots for week ending 06-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
12,133.33 |
11,983.52 |
11,258.52 |
|
R3 |
11,736.65 |
11,586.84 |
11,149.44 |
|
R2 |
11,339.97 |
11,339.97 |
11,113.07 |
|
R1 |
11,190.16 |
11,190.16 |
11,076.71 |
11,265.07 |
PP |
10,943.29 |
10,943.29 |
10,943.29 |
10,980.74 |
S1 |
10,793.48 |
10,793.48 |
11,003.99 |
10,868.39 |
S2 |
10,546.61 |
10,546.61 |
10,967.63 |
|
S3 |
10,149.93 |
10,396.80 |
10,931.26 |
|
S4 |
9,753.25 |
10,000.12 |
10,822.18 |
|
|
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 |
10,696.42 |
396.68 |
3.6% |
234.49 |
2.1% |
87% |
False |
True |
|
10 |
11,114.23 |
10,671.19 |
443.04 |
4.0% |
224.84 |
2.0% |
83% |
False |
False |
|
20 |
12,161.27 |
10,671.19 |
1,490.08 |
13.5% |
231.00 |
2.1% |
25% |
False |
False |
|
40 |
12,161.27 |
10,671.19 |
1,490.08 |
13.5% |
227.40 |
2.1% |
25% |
False |
False |
|
60 |
12,161.27 |
10,444.78 |
1,716.49 |
15.5% |
249.22 |
2.3% |
35% |
False |
False |
|
80 |
12,168.98 |
10,444.78 |
1,724.20 |
15.6% |
251.00 |
2.3% |
35% |
False |
False |
|
100 |
13,720.91 |
10,444.78 |
3,276.13 |
29.7% |
249.62 |
2.3% |
18% |
False |
False |
|
120 |
13,720.91 |
10,444.78 |
3,276.13 |
29.7% |
249.43 |
2.3% |
18% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
12,723.81 |
2.618 |
12,093.58 |
1.618 |
11,707.41 |
1.000 |
11,468.76 |
0.618 |
11,321.24 |
HIGH |
11,082.59 |
0.618 |
10,935.07 |
0.500 |
10,889.51 |
0.382 |
10,843.94 |
LOW |
10,696.42 |
0.618 |
10,457.77 |
1.000 |
10,310.25 |
1.618 |
10,071.60 |
2.618 |
9,685.43 |
4.250 |
9,055.20 |
|
|
Fisher Pivots for day following 06-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
10,990.07 |
10,990.07 |
PP |
10,939.79 |
10,939.79 |
S1 |
10,889.51 |
10,889.51 |
|