| 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 |
10,941.25 |
10,988.50 |
47.25 |
0.4% |
11,104.00 |
| High |
11,068.50 |
11,046.75 |
-21.75 |
-0.2% |
11,183.75 |
| Low |
10,863.50 |
10,805.00 |
-58.50 |
-0.5% |
10,758.75 |
| Close |
10,999.25 |
10,820.25 |
-179.00 |
-1.6% |
11,022.25 |
| Range |
205.00 |
241.75 |
36.75 |
17.9% |
425.00 |
| ATR |
289.42 |
286.01 |
-3.40 |
-1.2% |
0.00 |
| Volume |
758,003 |
694,452 |
-63,551 |
-8.4% |
2,067,859 |
|
| Daily Pivots for day following 05-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,616.00 |
11,459.75 |
10,953.25 |
|
| R3 |
11,374.25 |
11,218.00 |
10,886.75 |
|
| R2 |
11,132.50 |
11,132.50 |
10,864.50 |
|
| R1 |
10,976.25 |
10,976.25 |
10,842.50 |
10,933.50 |
| PP |
10,890.75 |
10,890.75 |
10,890.75 |
10,869.25 |
| S1 |
10,734.50 |
10,734.50 |
10,798.00 |
10,691.75 |
| S2 |
10,649.00 |
10,649.00 |
10,776.00 |
|
| S3 |
10,407.25 |
10,492.75 |
10,753.75 |
|
| S4 |
10,165.50 |
10,251.00 |
10,687.25 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,263.25 |
12,067.75 |
11,256.00 |
|
| R3 |
11,838.25 |
11,642.75 |
11,139.00 |
|
| R2 |
11,413.25 |
11,413.25 |
11,100.25 |
|
| R1 |
11,217.75 |
11,217.75 |
11,061.25 |
11,103.00 |
| PP |
10,988.25 |
10,988.25 |
10,988.25 |
10,931.00 |
| S1 |
10,792.75 |
10,792.75 |
10,983.25 |
10,678.00 |
| S2 |
10,563.25 |
10,563.25 |
10,944.25 |
|
| S3 |
10,138.25 |
10,367.75 |
10,905.50 |
|
| S4 |
9,713.25 |
9,942.75 |
10,788.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,182.00 |
10,777.50 |
404.50 |
3.7% |
254.75 |
2.4% |
11% |
False |
False |
608,524 |
| 10 |
11,389.75 |
10,758.75 |
631.00 |
5.8% |
275.00 |
2.5% |
10% |
False |
False |
605,834 |
| 20 |
12,354.75 |
10,758.75 |
1,596.00 |
14.8% |
284.75 |
2.6% |
4% |
False |
False |
534,164 |
| 40 |
12,354.75 |
10,758.75 |
1,596.00 |
14.8% |
293.50 |
2.7% |
4% |
False |
False |
268,719 |
| 60 |
12,354.75 |
10,595.25 |
1,759.50 |
16.3% |
321.25 |
3.0% |
13% |
False |
False |
179,456 |
| 80 |
13,054.25 |
10,595.25 |
2,459.00 |
22.7% |
331.75 |
3.1% |
9% |
False |
False |
134,777 |
| 100 |
13,929.00 |
10,595.25 |
3,333.75 |
30.8% |
312.50 |
2.9% |
7% |
False |
False |
107,832 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,074.25 |
|
2.618 |
11,679.75 |
|
1.618 |
11,438.00 |
|
1.000 |
11,288.50 |
|
0.618 |
11,196.25 |
|
HIGH |
11,046.75 |
|
0.618 |
10,954.50 |
|
0.500 |
10,926.00 |
|
0.382 |
10,897.25 |
|
LOW |
10,805.00 |
|
0.618 |
10,655.50 |
|
1.000 |
10,563.25 |
|
1.618 |
10,413.75 |
|
2.618 |
10,172.00 |
|
4.250 |
9,777.50 |
|
|
| Fisher Pivots for day following 05-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
10,926.00 |
10,993.50 |
| PP |
10,890.75 |
10,935.75 |
| S1 |
10,855.50 |
10,878.00 |
|