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 |
33,165.14 |
33,191.72 |
26.58 |
0.1% |
33,224.23 |
High |
33,409.10 |
33,191.72 |
-217.38 |
-0.7% |
33,387.72 |
Low |
33,033.48 |
32,812.33 |
-221.15 |
-0.7% |
32,847.82 |
Close |
33,269.77 |
32,930.08 |
-339.69 |
-1.0% |
33,147.25 |
Range |
375.62 |
379.39 |
3.77 |
1.0% |
539.90 |
ATR |
499.41 |
496.42 |
-3.00 |
-0.6% |
0.00 |
Volume |
383,346,276 |
342,665,273 |
-40,681,003 |
-10.6% |
1,042,348,245 |
|
Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,116.21 |
33,902.54 |
33,138.74 |
|
R3 |
33,736.82 |
33,523.15 |
33,034.41 |
|
R2 |
33,357.43 |
33,357.43 |
32,999.63 |
|
R1 |
33,143.76 |
33,143.76 |
32,964.86 |
33,060.90 |
PP |
32,978.04 |
32,978.04 |
32,978.04 |
32,936.62 |
S1 |
32,764.37 |
32,764.37 |
32,895.30 |
32,681.51 |
S2 |
32,598.65 |
32,598.65 |
32,860.53 |
|
S3 |
32,219.26 |
32,384.98 |
32,825.75 |
|
S4 |
31,839.87 |
32,005.59 |
32,721.42 |
|
|
Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
34,747.30 |
34,487.17 |
33,444.20 |
|
R3 |
34,207.40 |
33,947.27 |
33,295.72 |
|
R2 |
33,667.50 |
33,667.50 |
33,246.23 |
|
R1 |
33,407.37 |
33,407.37 |
33,196.74 |
33,267.49 |
PP |
33,127.60 |
33,127.60 |
33,127.60 |
33,057.65 |
S1 |
32,867.47 |
32,867.47 |
33,097.76 |
32,727.59 |
S2 |
32,587.70 |
32,587.70 |
33,048.27 |
|
S3 |
32,047.80 |
32,327.57 |
32,998.78 |
|
S4 |
31,507.90 |
31,787.67 |
32,850.31 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
33,409.10 |
32,812.33 |
596.77 |
1.8% |
373.95 |
1.1% |
20% |
False |
True |
325,330,000 |
10 |
33,437.84 |
32,573.43 |
864.41 |
2.6% |
418.01 |
1.3% |
41% |
False |
False |
301,815,521 |
20 |
34,712.28 |
32,573.43 |
2,138.85 |
6.5% |
457.81 |
1.4% |
17% |
False |
False |
340,238,291 |
40 |
34,712.28 |
32,478.87 |
2,233.41 |
6.8% |
450.01 |
1.4% |
20% |
False |
False |
338,122,237 |
60 |
34,712.28 |
28,660.94 |
6,051.34 |
18.4% |
495.15 |
1.5% |
71% |
False |
False |
352,135,425 |
80 |
34,712.28 |
28,660.94 |
6,051.34 |
18.4% |
511.42 |
1.6% |
71% |
False |
False |
358,604,226 |
100 |
34,712.28 |
28,660.94 |
6,051.34 |
18.4% |
499.44 |
1.5% |
71% |
False |
False |
349,876,117 |
120 |
34,712.28 |
28,660.94 |
6,051.34 |
18.4% |
480.87 |
1.5% |
71% |
False |
False |
345,850,321 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
34,804.13 |
2.618 |
34,184.96 |
1.618 |
33,805.57 |
1.000 |
33,571.11 |
0.618 |
33,426.18 |
HIGH |
33,191.72 |
0.618 |
33,046.79 |
0.500 |
33,002.03 |
0.382 |
32,957.26 |
LOW |
32,812.33 |
0.618 |
32,577.87 |
1.000 |
32,432.94 |
1.618 |
32,198.48 |
2.618 |
31,819.09 |
4.250 |
31,199.92 |
|
|
Fisher Pivots for day following 05-Jan-2023 |
Pivot |
1 day |
3 day |
R1 |
33,002.03 |
33,110.72 |
PP |
32,978.04 |
33,050.50 |
S1 |
32,954.06 |
32,990.29 |
|