| Trading Metrics calculated at close of trading on 04-Jan-2023 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2023 |
04-Jan-2023 |
Change |
Change % |
Previous Week |
| Open |
1,219.3860 |
1,211.2660 |
-8.1200 |
-0.7% |
1,216.8250 |
| High |
1,219.8090 |
1,267.4400 |
47.6310 |
3.9% |
1,232.6990 |
| Low |
1,206.3400 |
1,209.9860 |
3.6460 |
0.3% |
1,183.8930 |
| Close |
1,211.2960 |
1,252.4240 |
41.1280 |
3.4% |
1,198.6730 |
| Range |
13.4690 |
57.4540 |
43.9850 |
326.6% |
48.8060 |
| ATR |
49.4729 |
50.0430 |
0.5701 |
1.2% |
0.0000 |
| Volume |
3,091 |
581,298 |
578,207 |
18,706.1% |
1,570,240 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,415.6453 |
1,391.4887 |
1,284.0237 |
|
| R3 |
1,358.1913 |
1,334.0347 |
1,268.2239 |
|
| R2 |
1,300.7373 |
1,300.7373 |
1,262.9572 |
|
| R1 |
1,276.5807 |
1,276.5807 |
1,257.6906 |
1,288.6590 |
| PP |
1,243.2833 |
1,243.2833 |
1,243.2833 |
1,249.3225 |
| S1 |
1,219.1267 |
1,219.1267 |
1,247.1574 |
1,231.2050 |
| S2 |
1,185.8293 |
1,185.8293 |
1,241.8908 |
|
| S3 |
1,128.3753 |
1,161.6727 |
1,236.6242 |
|
| S4 |
1,070.9213 |
1,104.2187 |
1,220.8243 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,351.5063 |
1,323.8957 |
1,225.5163 |
|
| R3 |
1,302.7003 |
1,275.0897 |
1,212.0947 |
|
| R2 |
1,253.8943 |
1,253.8943 |
1,207.6208 |
|
| R1 |
1,226.2837 |
1,226.2837 |
1,203.1469 |
1,215.6860 |
| PP |
1,205.0883 |
1,205.0883 |
1,205.0883 |
1,199.7895 |
| S1 |
1,177.4777 |
1,177.4777 |
1,194.1991 |
1,166.8800 |
| S2 |
1,156.2823 |
1,156.2823 |
1,189.7252 |
|
| S3 |
1,107.4763 |
1,128.6717 |
1,185.2514 |
|
| S4 |
1,058.6703 |
1,079.8657 |
1,171.8297 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,267.4400 |
1,183.8930 |
83.5470 |
6.7% |
28.3048 |
2.3% |
82% |
True |
False |
361,479 |
| 10 |
1,267.4400 |
1,152.4650 |
114.9750 |
9.2% |
32.2836 |
2.6% |
87% |
True |
False |
415,636 |
| 20 |
1,347.9160 |
1,152.4650 |
195.4510 |
15.6% |
43.2812 |
3.5% |
51% |
False |
False |
450,627 |
| 40 |
1,664.7070 |
1,077.4100 |
587.2970 |
46.9% |
73.8603 |
5.9% |
30% |
False |
False |
615,944 |
| 60 |
1,668.4800 |
1,077.4100 |
591.0700 |
47.2% |
74.9208 |
6.0% |
30% |
False |
False |
618,110 |
| 80 |
1,787.3340 |
1,077.4100 |
709.9240 |
56.7% |
78.4017 |
6.3% |
25% |
False |
False |
627,879 |
| 100 |
2,028.6500 |
1,077.4100 |
951.2400 |
76.0% |
85.3639 |
6.8% |
18% |
False |
False |
630,658 |
| 120 |
2,028.6500 |
1,077.4100 |
951.2400 |
76.0% |
96.3345 |
7.7% |
18% |
False |
False |
647,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,511.6195 |
|
2.618 |
1,417.8546 |
|
1.618 |
1,360.4006 |
|
1.000 |
1,324.8940 |
|
0.618 |
1,302.9466 |
|
HIGH |
1,267.4400 |
|
0.618 |
1,245.4926 |
|
0.500 |
1,238.7130 |
|
0.382 |
1,231.9334 |
|
LOW |
1,209.9860 |
|
0.618 |
1,174.4794 |
|
1.000 |
1,152.5320 |
|
1.618 |
1,117.0254 |
|
2.618 |
1,059.5714 |
|
4.250 |
965.8065 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,247.8537 |
1,243.5312 |
| PP |
1,243.2833 |
1,234.6383 |
| S1 |
1,238.7130 |
1,225.7455 |
|