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 |
12.4288 |
12.9994 |
0.5706 |
4.6% |
14.0675 |
High |
13.0828 |
13.1873 |
0.1045 |
0.8% |
14.4884 |
Low |
12.1663 |
11.7974 |
-0.3688 |
-3.0% |
11.3346 |
Close |
12.9994 |
12.2169 |
-0.7824 |
-6.0% |
12.2169 |
Range |
0.9165 |
1.3898 |
0.4733 |
51.6% |
3.1538 |
ATR |
1.2126 |
1.2253 |
0.0127 |
1.0% |
0.0000 |
Volume |
124,395 |
109,917 |
-14,478 |
-11.6% |
555,240 |
|
Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16.5701 |
15.7833 |
12.9813 |
|
R3 |
15.1802 |
14.3935 |
12.5991 |
|
R2 |
13.7904 |
13.7904 |
12.4717 |
|
R1 |
13.0037 |
13.0037 |
12.3443 |
12.7021 |
PP |
12.4006 |
12.4006 |
12.4006 |
12.2498 |
S1 |
11.6138 |
11.6138 |
12.0895 |
11.3123 |
S2 |
11.0107 |
11.0107 |
11.9621 |
|
S3 |
9.6209 |
10.2240 |
11.8347 |
|
S4 |
8.2310 |
8.8341 |
11.4525 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22.1414 |
20.3330 |
13.9515 |
|
R3 |
18.9876 |
17.1792 |
13.0842 |
|
R2 |
15.8338 |
15.8338 |
12.7951 |
|
R1 |
14.0254 |
14.0254 |
12.5060 |
13.3527 |
PP |
12.6800 |
12.6800 |
12.6800 |
12.3436 |
S1 |
10.8716 |
10.8716 |
11.9278 |
10.1989 |
S2 |
9.5262 |
9.5262 |
11.6387 |
|
S3 |
6.3724 |
7.7178 |
11.3496 |
|
S4 |
3.2186 |
4.5640 |
10.4823 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14.4884 |
11.3346 |
3.1538 |
25.8% |
1.3663 |
11.2% |
28% |
False |
False |
132,202 |
10 |
14.9757 |
11.3346 |
3.6411 |
29.8% |
1.3929 |
11.4% |
24% |
False |
False |
129,816 |
20 |
14.9757 |
11.3346 |
3.6411 |
29.8% |
1.2244 |
10.0% |
24% |
False |
False |
119,637 |
40 |
15.0218 |
10.0833 |
4.9386 |
40.4% |
1.1932 |
9.8% |
43% |
False |
False |
122,540 |
60 |
15.4080 |
6.4878 |
8.9202 |
73.0% |
1.1005 |
9.0% |
64% |
False |
False |
163,941 |
80 |
15.4080 |
6.4878 |
8.9202 |
73.0% |
0.9098 |
7.4% |
64% |
False |
False |
163,809 |
100 |
15.4080 |
6.4878 |
8.9202 |
73.0% |
0.8225 |
6.7% |
64% |
False |
False |
174,672 |
120 |
15.4080 |
6.4878 |
8.9202 |
73.0% |
0.7426 |
6.1% |
64% |
False |
False |
170,457 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19.0941 |
2.618 |
16.8259 |
1.618 |
15.4360 |
1.000 |
14.5771 |
0.618 |
14.0462 |
HIGH |
13.1873 |
0.618 |
12.6564 |
0.500 |
12.4924 |
0.382 |
12.3284 |
LOW |
11.7974 |
0.618 |
10.9385 |
1.000 |
10.4076 |
1.618 |
9.5487 |
2.618 |
8.1588 |
4.250 |
5.8906 |
|
|
Fisher Pivots for day following 05-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
12.4924 |
12.7032 |
PP |
12.4006 |
12.5411 |
S1 |
12.3087 |
12.3790 |
|