Trading Metrics calculated at close of trading on 03-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
43,637.16 |
45,122.05 |
1,484.89 |
3.4% |
43,526.25 |
High |
45,904.18 |
45,504.32 |
-399.86 |
-0.9% |
43,811.86 |
Low |
43,413.72 |
41,497.38 |
-1,916.34 |
-4.4% |
41,688.10 |
Close |
45,122.05 |
42,935.55 |
-2,186.50 |
-4.8% |
41,945.15 |
Range |
2,490.46 |
4,006.94 |
1,516.48 |
60.9% |
2,123.76 |
ATR |
1,795.42 |
1,953.39 |
157.97 |
8.8% |
0.00 |
Volume |
52,368 |
57,875 |
5,507 |
10.5% |
99,199 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55,333.24 |
53,141.33 |
45,139.37 |
|
R3 |
51,326.30 |
49,134.39 |
44,037.46 |
|
R2 |
47,319.36 |
47,319.36 |
43,670.16 |
|
R1 |
45,127.45 |
45,127.45 |
43,302.85 |
44,219.94 |
PP |
43,312.42 |
43,312.42 |
43,312.42 |
42,858.66 |
S1 |
41,120.51 |
41,120.51 |
42,568.25 |
40,213.00 |
S2 |
39,305.48 |
39,305.48 |
42,200.94 |
|
S3 |
35,298.54 |
37,113.57 |
41,833.64 |
|
S4 |
31,291.60 |
33,106.63 |
40,731.73 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
48,852.98 |
47,522.83 |
43,113.22 |
|
R3 |
46,729.22 |
45,399.07 |
42,529.18 |
|
R2 |
44,605.46 |
44,605.46 |
42,334.51 |
|
R1 |
43,275.31 |
43,275.31 |
42,139.83 |
42,878.51 |
PP |
42,481.70 |
42,481.70 |
42,481.70 |
42,283.30 |
S1 |
41,151.55 |
41,151.55 |
41,750.47 |
40,754.75 |
S2 |
40,357.94 |
40,357.94 |
41,555.79 |
|
S3 |
38,234.18 |
39,027.79 |
41,361.12 |
|
S4 |
36,110.42 |
36,904.03 |
40,777.08 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
45,904.18 |
41,497.38 |
4,406.80 |
10.3% |
2,172.16 |
5.1% |
33% |
False |
True |
36,780 |
10 |
45,904.18 |
41,497.38 |
4,406.80 |
10.3% |
1,842.70 |
4.3% |
33% |
False |
True |
31,553 |
20 |
45,904.18 |
40,235.38 |
5,668.80 |
13.2% |
1,921.59 |
4.5% |
48% |
False |
False |
26,944 |
40 |
45,904.18 |
34,554.80 |
11,349.38 |
26.4% |
1,710.85 |
4.0% |
74% |
False |
False |
25,285 |
60 |
45,904.18 |
26,550.11 |
19,354.07 |
45.1% |
1,552.52 |
3.6% |
85% |
False |
False |
25,597 |
80 |
45,904.18 |
24,963.04 |
20,941.14 |
48.8% |
1,356.46 |
3.2% |
86% |
False |
False |
24,343 |
100 |
45,904.18 |
24,963.04 |
20,941.14 |
48.8% |
1,242.89 |
2.9% |
86% |
False |
False |
23,971 |
120 |
45,904.18 |
24,963.04 |
20,941.14 |
48.8% |
1,147.45 |
2.7% |
86% |
False |
False |
22,479 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62,533.82 |
2.618 |
55,994.49 |
1.618 |
51,987.55 |
1.000 |
49,511.26 |
0.618 |
47,980.61 |
HIGH |
45,504.32 |
0.618 |
43,973.67 |
0.500 |
43,500.85 |
0.382 |
43,028.03 |
LOW |
41,497.38 |
0.618 |
39,021.09 |
1.000 |
37,490.44 |
1.618 |
35,014.15 |
2.618 |
31,007.21 |
4.250 |
24,467.89 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
43,500.85 |
43,700.78 |
PP |
43,312.42 |
43,445.70 |
S1 |
43,123.98 |
43,190.63 |
|