| 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 |
11,038.42 |
10,945.86 |
-92.56 |
-0.8% |
10,944.30 |
| High |
11,093.10 |
10,981.46 |
-111.64 |
-1.0% |
10,981.06 |
| Low |
10,770.93 |
10,790.03 |
19.10 |
0.2% |
10,671.19 |
| Close |
10,862.64 |
10,914.80 |
52.16 |
0.5% |
10,939.76 |
| Range |
322.17 |
191.43 |
-130.74 |
-40.6% |
309.87 |
| ATR |
257.08 |
252.39 |
-4.69 |
-1.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,469.72 |
11,383.69 |
11,020.09 |
|
| R3 |
11,278.29 |
11,192.26 |
10,967.44 |
|
| R2 |
11,086.86 |
11,086.86 |
10,949.90 |
|
| R1 |
11,000.83 |
11,000.83 |
10,932.35 |
10,948.13 |
| PP |
10,895.43 |
10,895.43 |
10,895.43 |
10,869.08 |
| S1 |
10,809.40 |
10,809.40 |
10,897.25 |
10,756.70 |
| S2 |
10,704.00 |
10,704.00 |
10,879.70 |
|
| S3 |
10,512.57 |
10,617.97 |
10,862.16 |
|
| S4 |
10,321.14 |
10,426.54 |
10,809.51 |
|
|
| Weekly Pivots for week ending 30-Dec-2022 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,793.61 |
11,676.56 |
11,110.19 |
|
| R3 |
11,483.74 |
11,366.69 |
11,024.97 |
|
| R2 |
11,173.87 |
11,173.87 |
10,996.57 |
|
| R1 |
11,056.82 |
11,056.82 |
10,968.16 |
10,960.41 |
| PP |
10,864.00 |
10,864.00 |
10,864.00 |
10,815.80 |
| S1 |
10,746.95 |
10,746.95 |
10,911.36 |
10,650.54 |
| S2 |
10,554.13 |
10,554.13 |
10,882.95 |
|
| S3 |
10,244.26 |
10,437.08 |
10,854.55 |
|
| S4 |
9,934.39 |
10,127.21 |
10,769.33 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
11,093.10 |
10,671.19 |
421.91 |
3.9% |
221.95 |
2.0% |
58% |
False |
False |
|
| 10 |
11,285.77 |
10,671.19 |
614.58 |
5.6% |
212.85 |
2.0% |
40% |
False |
False |
|
| 20 |
12,161.27 |
10,671.19 |
1,490.08 |
13.7% |
228.67 |
2.1% |
16% |
False |
False |
|
| 40 |
12,161.27 |
10,671.19 |
1,490.08 |
13.7% |
226.97 |
2.1% |
16% |
False |
False |
|
| 60 |
12,161.27 |
10,444.78 |
1,716.49 |
15.7% |
249.39 |
2.3% |
27% |
False |
False |
|
| 80 |
12,752.83 |
10,444.78 |
2,308.05 |
21.1% |
251.43 |
2.3% |
20% |
False |
False |
|
| 100 |
13,720.91 |
10,444.78 |
3,276.13 |
30.0% |
248.50 |
2.3% |
14% |
False |
False |
|
| 120 |
13,720.91 |
10,444.78 |
3,276.13 |
30.0% |
249.30 |
2.3% |
14% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,795.04 |
|
2.618 |
11,482.62 |
|
1.618 |
11,291.19 |
|
1.000 |
11,172.89 |
|
0.618 |
11,099.76 |
|
HIGH |
10,981.46 |
|
0.618 |
10,908.33 |
|
0.500 |
10,885.75 |
|
0.382 |
10,863.16 |
|
LOW |
10,790.03 |
|
0.618 |
10,671.73 |
|
1.000 |
10,598.60 |
|
1.618 |
10,480.30 |
|
2.618 |
10,288.87 |
|
4.250 |
9,976.45 |
|
|
| Fisher Pivots for day following 04-Jan-2023 |
| Pivot |
1 day |
3 day |
| R1 |
10,905.12 |
10,932.02 |
| PP |
10,895.43 |
10,926.28 |
| S1 |
10,885.75 |
10,920.54 |
|