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 |
2,338.6300 |
2,365.1310 |
26.5010 |
1.1% |
2,272.1910 |
High |
2,431.7360 |
2,384.5300 |
-47.2060 |
-1.9% |
2,446.3320 |
Low |
2,324.4080 |
2,111.1450 |
-213.2630 |
-9.2% |
2,187.6210 |
Close |
2,365.4700 |
2,225.7530 |
-139.7170 |
-5.9% |
2,287.1350 |
Range |
107.3280 |
273.3850 |
166.0570 |
154.7% |
258.7110 |
ATR |
112.9125 |
124.3748 |
11.4623 |
10.2% |
0.0000 |
Volume |
241,189 |
395,508 |
154,319 |
64.0% |
1,036,524 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,060.6310 |
2,916.5770 |
2,376.1148 |
|
R3 |
2,787.2460 |
2,643.1920 |
2,300.9339 |
|
R2 |
2,513.8610 |
2,513.8610 |
2,275.8736 |
|
R1 |
2,369.8070 |
2,369.8070 |
2,250.8133 |
2,305.1415 |
PP |
2,240.4760 |
2,240.4760 |
2,240.4760 |
2,208.1433 |
S1 |
2,096.4220 |
2,096.4220 |
2,200.6927 |
2,031.7565 |
S2 |
1,967.0910 |
1,967.0910 |
2,175.6324 |
|
S3 |
1,693.7060 |
1,823.0370 |
2,150.5721 |
|
S4 |
1,420.3210 |
1,549.6520 |
2,075.3913 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,083.1623 |
2,943.8597 |
2,429.4261 |
|
R3 |
2,824.4513 |
2,685.1487 |
2,358.2805 |
|
R2 |
2,565.7403 |
2,565.7403 |
2,334.5654 |
|
R1 |
2,426.4377 |
2,426.4377 |
2,310.8502 |
2,496.0890 |
PP |
2,307.0293 |
2,307.0293 |
2,307.0293 |
2,341.8550 |
S1 |
2,167.7267 |
2,167.7267 |
2,263.4198 |
2,237.3780 |
S2 |
2,048.3183 |
2,048.3183 |
2,239.7047 |
|
S3 |
1,789.6073 |
1,909.0157 |
2,215.9895 |
|
S4 |
1,530.8963 |
1,650.3047 |
2,144.8440 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,446.3320 |
2,111.1450 |
335.1870 |
15.1% |
151.2702 |
6.8% |
34% |
False |
True |
297,812 |
10 |
2,446.3320 |
2,111.1450 |
335.1870 |
15.1% |
128.9781 |
5.8% |
34% |
False |
True |
262,755 |
20 |
2,446.3320 |
2,111.1450 |
335.1870 |
15.1% |
122.5296 |
5.5% |
34% |
False |
True |
211,022 |
40 |
2,446.3320 |
1,825.7960 |
620.5360 |
27.9% |
111.0581 |
5.0% |
64% |
False |
False |
195,133 |
60 |
2,446.3320 |
1,523.0770 |
923.2550 |
41.5% |
96.0807 |
4.3% |
76% |
False |
False |
181,134 |
80 |
2,446.3320 |
1,523.0770 |
923.2550 |
41.5% |
83.9796 |
3.8% |
76% |
False |
False |
163,903 |
100 |
2,446.3320 |
1,523.0770 |
923.2550 |
41.5% |
78.0226 |
3.5% |
76% |
False |
False |
164,193 |
120 |
2,446.3320 |
1,523.0770 |
923.2550 |
41.5% |
72.1802 |
3.2% |
76% |
False |
False |
154,668 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,546.4163 |
2.618 |
3,100.2519 |
1.618 |
2,826.8669 |
1.000 |
2,657.9150 |
0.618 |
2,553.4819 |
HIGH |
2,384.5300 |
0.618 |
2,280.0969 |
0.500 |
2,247.8375 |
0.382 |
2,215.5781 |
LOW |
2,111.1450 |
0.618 |
1,942.1931 |
1.000 |
1,837.7600 |
1.618 |
1,668.8081 |
2.618 |
1,395.4231 |
4.250 |
949.2588 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
2,247.8375 |
2,271.4405 |
PP |
2,240.4760 |
2,256.2113 |
S1 |
2,233.1145 |
2,240.9822 |
|