Trading Metrics calculated at close of trading on 05-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
42,913.30 |
44,499.37 |
1,586.07 |
3.7% |
43,637.16 |
High |
44,560.48 |
44,777.82 |
217.34 |
0.5% |
45,904.18 |
Low |
42,630.07 |
43,002.88 |
372.81 |
0.9% |
41,497.38 |
Close |
44,498.97 |
43,960.39 |
-538.58 |
-1.2% |
43,960.39 |
Range |
1,930.41 |
1,774.94 |
-155.47 |
-8.1% |
4,406.80 |
ATR |
1,951.74 |
1,939.12 |
-12.63 |
-0.6% |
0.00 |
Volume |
32,184 |
34,504 |
2,320 |
7.2% |
176,931 |
|
Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,238.52 |
48,374.39 |
44,936.61 |
|
R3 |
47,463.58 |
46,599.45 |
44,448.50 |
|
R2 |
45,688.64 |
45,688.64 |
44,285.80 |
|
R1 |
44,824.51 |
44,824.51 |
44,123.09 |
44,369.11 |
PP |
43,913.70 |
43,913.70 |
43,913.70 |
43,685.99 |
S1 |
43,049.57 |
43,049.57 |
43,797.69 |
42,594.17 |
S2 |
42,138.76 |
42,138.76 |
43,634.98 |
|
S3 |
40,363.82 |
41,274.63 |
43,472.28 |
|
S4 |
38,588.88 |
39,499.69 |
42,984.17 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57,007.72 |
54,890.85 |
46,384.13 |
|
R3 |
52,600.92 |
50,484.05 |
45,172.26 |
|
R2 |
48,194.12 |
48,194.12 |
44,768.30 |
|
R1 |
46,077.25 |
46,077.25 |
44,364.35 |
47,135.69 |
PP |
43,787.32 |
43,787.32 |
43,787.32 |
44,316.53 |
S1 |
41,670.45 |
41,670.45 |
43,556.43 |
42,728.89 |
S2 |
39,380.52 |
39,380.52 |
43,152.48 |
|
S3 |
34,973.72 |
37,263.65 |
42,748.52 |
|
S4 |
30,566.92 |
32,856.85 |
41,536.65 |
|
|
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 |
10.0% |
2,327.42 |
5.3% |
56% |
False |
False |
40,936 |
10 |
45,904.18 |
41,497.38 |
4,406.80 |
10.0% |
1,844.73 |
4.2% |
56% |
False |
False |
32,174 |
20 |
45,904.18 |
40,235.38 |
5,668.80 |
12.9% |
1,918.41 |
4.4% |
66% |
False |
False |
26,152 |
40 |
45,904.18 |
35,136.77 |
10,767.41 |
24.5% |
1,749.20 |
4.0% |
82% |
False |
False |
26,355 |
60 |
45,904.18 |
26,550.11 |
19,354.07 |
44.0% |
1,591.78 |
3.6% |
90% |
False |
False |
26,379 |
80 |
45,904.18 |
25,776.64 |
20,127.54 |
45.8% |
1,372.59 |
3.1% |
90% |
False |
False |
24,661 |
100 |
45,904.18 |
24,963.04 |
20,941.14 |
47.6% |
1,271.81 |
2.9% |
91% |
False |
False |
24,503 |
120 |
45,904.18 |
24,963.04 |
20,941.14 |
47.6% |
1,158.10 |
2.6% |
91% |
False |
False |
22,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
52,321.32 |
2.618 |
49,424.61 |
1.618 |
47,649.67 |
1.000 |
46,552.76 |
0.618 |
45,874.73 |
HIGH |
44,777.82 |
0.618 |
44,099.79 |
0.500 |
43,890.35 |
0.382 |
43,680.91 |
LOW |
43,002.88 |
0.618 |
41,905.97 |
1.000 |
41,227.94 |
1.618 |
40,131.03 |
2.618 |
38,356.09 |
4.250 |
35,459.39 |
|
|
Fisher Pivots for day following 05-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
43,937.04 |
43,807.21 |
PP |
43,913.70 |
43,654.03 |
S1 |
43,890.35 |
43,500.85 |
|