| 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 |
131.016 |
132.638 |
1.622 |
1.2% |
132.879 |
| High |
132.718 |
134.052 |
1.334 |
1.0% |
134.499 |
| Low |
129.930 |
131.691 |
1.761 |
1.4% |
130.782 |
| Close |
132.639 |
133.404 |
0.765 |
0.6% |
131.117 |
| Range |
2.788 |
2.361 |
-0.427 |
-15.3% |
3.717 |
| ATR |
1.967 |
1.995 |
0.028 |
1.4% |
0.000 |
| Volume |
500,197 |
505,619 |
5,422 |
1.1% |
1,399,782 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
140.132 |
139.129 |
134.703 |
|
| R3 |
137.771 |
136.768 |
134.053 |
|
| R2 |
135.410 |
135.410 |
133.837 |
|
| R1 |
134.407 |
134.407 |
133.620 |
134.909 |
| PP |
133.049 |
133.049 |
133.049 |
133.300 |
| S1 |
132.046 |
132.046 |
133.188 |
132.548 |
| S2 |
130.688 |
130.688 |
132.971 |
|
| S3 |
128.327 |
129.685 |
132.755 |
|
| S4 |
125.966 |
127.324 |
132.105 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
143.284 |
140.917 |
133.161 |
|
| R3 |
139.567 |
137.200 |
132.139 |
|
| R2 |
135.850 |
135.850 |
131.798 |
|
| R1 |
133.483 |
133.483 |
131.458 |
132.808 |
| PP |
132.133 |
132.133 |
132.133 |
131.795 |
| S1 |
129.766 |
129.766 |
130.776 |
129.091 |
| S2 |
128.416 |
128.416 |
130.436 |
|
| S3 |
124.699 |
126.049 |
130.095 |
|
| S4 |
120.982 |
122.332 |
129.073 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
134.476 |
129.515 |
4.961 |
3.7% |
2.188 |
1.6% |
78% |
False |
False |
450,959 |
| 10 |
134.499 |
129.515 |
4.984 |
3.7% |
1.608 |
1.2% |
78% |
False |
False |
408,366 |
| 20 |
138.172 |
129.515 |
8.657 |
6.5% |
1.940 |
1.5% |
45% |
False |
False |
427,540 |
| 40 |
146.930 |
129.515 |
17.415 |
13.1% |
2.096 |
1.6% |
22% |
False |
False |
429,235 |
| 60 |
151.942 |
129.515 |
22.427 |
16.8% |
2.005 |
1.5% |
17% |
False |
False |
414,131 |
| 80 |
151.942 |
129.515 |
22.427 |
16.8% |
1.856 |
1.4% |
17% |
False |
False |
410,840 |
| 100 |
151.942 |
129.515 |
22.427 |
16.8% |
1.780 |
1.3% |
17% |
False |
False |
377,393 |
| 120 |
151.942 |
129.515 |
22.427 |
16.8% |
1.757 |
1.3% |
17% |
False |
False |
372,216 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
144.086 |
|
2.618 |
140.233 |
|
1.618 |
137.872 |
|
1.000 |
136.413 |
|
0.618 |
135.511 |
|
HIGH |
134.052 |
|
0.618 |
133.150 |
|
0.500 |
132.872 |
|
0.382 |
132.593 |
|
LOW |
131.691 |
|
0.618 |
130.232 |
|
1.000 |
129.330 |
|
1.618 |
127.871 |
|
2.618 |
125.510 |
|
4.250 |
121.657 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
133.227 |
132.864 |
| PP |
133.049 |
132.324 |
| S1 |
132.872 |
131.784 |
|