| 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 |
1,866.1 |
1,876.0 |
9.9 |
0.5% |
1,838.1 |
| High |
1,887.7 |
1,902.7 |
15.0 |
0.8% |
1,872.9 |
| Low |
1,864.7 |
1,874.0 |
9.3 |
0.5% |
1,836.1 |
| Close |
1,877.7 |
1,891.1 |
13.4 |
0.7% |
1,857.7 |
| Range |
23.0 |
28.7 |
5.7 |
24.8% |
36.8 |
| ATR |
23.9 |
24.3 |
0.3 |
1.4% |
0.0 |
| Volume |
1,646 |
3,276 |
1,630 |
99.0% |
3,116 |
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,975.4 |
1,961.9 |
1,906.9 |
|
| R3 |
1,946.7 |
1,933.2 |
1,899.0 |
|
| R2 |
1,918.0 |
1,918.0 |
1,896.4 |
|
| R1 |
1,904.5 |
1,904.5 |
1,893.7 |
1,911.3 |
| PP |
1,889.3 |
1,889.3 |
1,889.3 |
1,892.6 |
| S1 |
1,875.8 |
1,875.8 |
1,888.5 |
1,882.6 |
| S2 |
1,860.6 |
1,860.6 |
1,885.8 |
|
| S3 |
1,831.9 |
1,847.1 |
1,883.2 |
|
| S4 |
1,803.2 |
1,818.4 |
1,875.3 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,966.0 |
1,948.6 |
1,877.9 |
|
| R3 |
1,929.2 |
1,911.8 |
1,867.8 |
|
| R2 |
1,892.4 |
1,892.4 |
1,864.4 |
|
| R1 |
1,875.0 |
1,875.0 |
1,861.1 |
1,883.7 |
| PP |
1,855.6 |
1,855.6 |
1,855.6 |
1,859.9 |
| S1 |
1,838.2 |
1,838.2 |
1,854.3 |
1,846.9 |
| S2 |
1,818.8 |
1,818.8 |
1,851.0 |
|
| S3 |
1,782.0 |
1,801.4 |
1,847.6 |
|
| S4 |
1,745.2 |
1,764.6 |
1,837.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,902.7 |
1,836.1 |
66.6 |
3.5% |
19.2 |
1.0% |
83% |
True |
False |
1,426 |
| 10 |
1,902.7 |
1,824.4 |
78.3 |
4.1% |
22.8 |
1.2% |
85% |
True |
False |
1,295 |
| 20 |
1,902.7 |
1,810.0 |
92.7 |
4.9% |
22.1 |
1.2% |
87% |
True |
False |
1,422 |
| 40 |
1,902.7 |
1,713.0 |
189.7 |
10.0% |
23.5 |
1.2% |
94% |
True |
False |
1,629 |
| 60 |
1,902.7 |
1,663.2 |
239.5 |
12.7% |
24.2 |
1.3% |
95% |
True |
False |
1,394 |
| 80 |
1,902.7 |
1,662.5 |
240.2 |
12.7% |
24.3 |
1.3% |
95% |
True |
False |
1,166 |
| 100 |
1,902.7 |
1,662.5 |
240.2 |
12.7% |
22.8 |
1.2% |
95% |
True |
False |
1,008 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,024.7 |
|
2.618 |
1,977.8 |
|
1.618 |
1,949.1 |
|
1.000 |
1,931.4 |
|
0.618 |
1,920.4 |
|
HIGH |
1,902.7 |
|
0.618 |
1,891.7 |
|
0.500 |
1,888.4 |
|
0.382 |
1,885.0 |
|
LOW |
1,874.0 |
|
0.618 |
1,856.3 |
|
1.000 |
1,845.3 |
|
1.618 |
1,827.6 |
|
2.618 |
1,798.9 |
|
4.250 |
1,752.0 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
1,890.2 |
1,886.5 |
| PP |
1,889.3 |
1,881.9 |
| S1 |
1,888.4 |
1,877.4 |
|