| 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 |
1,847.2 |
1,861.4 |
14.2 |
0.8% |
1,823.8 |
| High |
1,872.3 |
1,887.0 |
14.7 |
0.8% |
1,857.0 |
| Low |
1,847.2 |
1,858.3 |
11.1 |
0.6% |
1,819.9 |
| Close |
1,862.1 |
1,875.0 |
12.9 |
0.7% |
1,842.2 |
| Range |
25.1 |
28.7 |
3.6 |
14.3% |
37.1 |
| ATR |
24.4 |
24.7 |
0.3 |
1.3% |
0.0 |
| Volume |
13,445 |
11,657 |
-1,788 |
-13.3% |
20,635 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,959.5 |
1,946.0 |
1,890.8 |
|
| R3 |
1,930.8 |
1,917.3 |
1,882.9 |
|
| R2 |
1,902.1 |
1,902.1 |
1,880.3 |
|
| R1 |
1,888.6 |
1,888.6 |
1,877.6 |
1,895.4 |
| PP |
1,873.4 |
1,873.4 |
1,873.4 |
1,876.8 |
| S1 |
1,859.9 |
1,859.9 |
1,872.4 |
1,866.7 |
| S2 |
1,844.7 |
1,844.7 |
1,869.7 |
|
| S3 |
1,816.0 |
1,831.2 |
1,867.1 |
|
| S4 |
1,787.3 |
1,802.5 |
1,859.2 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,951.0 |
1,933.7 |
1,862.6 |
|
| R3 |
1,913.9 |
1,896.6 |
1,852.4 |
|
| R2 |
1,876.8 |
1,876.8 |
1,849.0 |
|
| R1 |
1,859.5 |
1,859.5 |
1,845.6 |
1,868.2 |
| PP |
1,839.7 |
1,839.7 |
1,839.7 |
1,844.0 |
| S1 |
1,822.4 |
1,822.4 |
1,838.8 |
1,831.1 |
| S2 |
1,802.6 |
1,802.6 |
1,835.4 |
|
| S3 |
1,765.5 |
1,785.3 |
1,832.0 |
|
| S4 |
1,728.4 |
1,748.2 |
1,821.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,887.0 |
1,819.9 |
67.1 |
3.6% |
20.0 |
1.1% |
82% |
True |
False |
8,299 |
| 10 |
1,887.0 |
1,808.4 |
78.6 |
4.2% |
23.2 |
1.2% |
85% |
True |
False |
6,366 |
| 20 |
1,887.0 |
1,794.5 |
92.5 |
4.9% |
22.6 |
1.2% |
87% |
True |
False |
4,945 |
| 40 |
1,887.0 |
1,696.2 |
190.8 |
10.2% |
24.2 |
1.3% |
94% |
True |
False |
4,134 |
| 60 |
1,887.0 |
1,647.7 |
239.3 |
12.8% |
24.7 |
1.3% |
95% |
True |
False |
3,497 |
| 80 |
1,887.0 |
1,647.7 |
239.3 |
12.8% |
25.2 |
1.3% |
95% |
True |
False |
2,965 |
| 100 |
1,887.0 |
1,647.7 |
239.3 |
12.8% |
23.7 |
1.3% |
95% |
True |
False |
2,434 |
| 120 |
1,887.0 |
1,647.7 |
239.3 |
12.8% |
22.5 |
1.2% |
95% |
True |
False |
2,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,009.0 |
|
2.618 |
1,962.1 |
|
1.618 |
1,933.4 |
|
1.000 |
1,915.7 |
|
0.618 |
1,904.7 |
|
HIGH |
1,887.0 |
|
0.618 |
1,876.0 |
|
0.500 |
1,872.7 |
|
0.382 |
1,869.3 |
|
LOW |
1,858.3 |
|
0.618 |
1,840.6 |
|
1.000 |
1,829.6 |
|
1.618 |
1,811.9 |
|
2.618 |
1,783.2 |
|
4.250 |
1,736.3 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,874.2 |
1,870.5 |
| PP |
1,873.4 |
1,866.0 |
| S1 |
1,872.7 |
1,861.5 |
|