| 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 |
16,625 |
16,810 |
185 |
1.1% |
16,690 |
| High |
17,015 |
16,890 |
-125 |
-0.7% |
16,815 |
| Low |
16,610 |
16,715 |
105 |
0.6% |
16,090 |
| Close |
16,780 |
16,840 |
60 |
0.4% |
16,535 |
| Range |
405 |
175 |
-230 |
-56.8% |
725 |
| ATR |
531 |
506 |
-25 |
-4.8% |
0 |
| Volume |
7,387 |
3,408 |
-3,979 |
-53.9% |
22,175 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,340 |
17,265 |
16,936 |
|
| R3 |
17,165 |
17,090 |
16,888 |
|
| R2 |
16,990 |
16,990 |
16,872 |
|
| R1 |
16,915 |
16,915 |
16,856 |
16,953 |
| PP |
16,815 |
16,815 |
16,815 |
16,834 |
| S1 |
16,740 |
16,740 |
16,824 |
16,778 |
| S2 |
16,640 |
16,640 |
16,808 |
|
| S3 |
16,465 |
16,565 |
16,792 |
|
| S4 |
16,290 |
16,390 |
16,744 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,655 |
18,320 |
16,934 |
|
| R3 |
17,930 |
17,595 |
16,734 |
|
| R2 |
17,205 |
17,205 |
16,668 |
|
| R1 |
16,870 |
16,870 |
16,601 |
16,675 |
| PP |
16,480 |
16,480 |
16,480 |
16,383 |
| S1 |
16,145 |
16,145 |
16,469 |
15,950 |
| S2 |
15,755 |
15,755 |
16,402 |
|
| S3 |
15,030 |
15,420 |
16,336 |
|
| S4 |
14,305 |
14,695 |
16,136 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,015 |
16,090 |
925 |
5.5% |
323 |
1.9% |
81% |
False |
False |
5,041 |
| 10 |
17,015 |
16,090 |
925 |
5.5% |
316 |
1.9% |
81% |
False |
False |
4,279 |
| 20 |
18,300 |
16,090 |
2,210 |
13.1% |
452 |
2.7% |
34% |
False |
False |
2,325 |
| 40 |
20,615 |
14,955 |
5,660 |
33.6% |
758 |
4.5% |
33% |
False |
False |
1,376 |
| 60 |
21,365 |
14,955 |
6,410 |
38.1% |
718 |
4.3% |
29% |
False |
False |
925 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,634 |
|
2.618 |
17,348 |
|
1.618 |
17,173 |
|
1.000 |
17,065 |
|
0.618 |
16,998 |
|
HIGH |
16,890 |
|
0.618 |
16,823 |
|
0.500 |
16,803 |
|
0.382 |
16,782 |
|
LOW |
16,715 |
|
0.618 |
16,607 |
|
1.000 |
16,540 |
|
1.618 |
16,432 |
|
2.618 |
16,257 |
|
4.250 |
15,971 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
16,828 |
16,817 |
| PP |
16,815 |
16,793 |
| S1 |
16,803 |
16,770 |
|