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 |
43,965 |
45,500 |
1,535 |
3.5% |
44,450 |
High |
47,095 |
46,015 |
-1,080 |
-2.3% |
44,620 |
Low |
43,965 |
41,000 |
-2,965 |
-6.7% |
41,930 |
Close |
45,330 |
43,080 |
-2,250 |
-5.0% |
42,485 |
Range |
3,130 |
5,015 |
1,885 |
60.2% |
2,690 |
ATR |
1,998 |
2,214 |
215 |
10.8% |
0 |
Volume |
19,344 |
14,998 |
-4,346 |
-22.5% |
27,609 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58,410 |
55,760 |
45,838 |
|
R3 |
53,395 |
50,745 |
44,459 |
|
R2 |
48,380 |
48,380 |
43,999 |
|
R1 |
45,730 |
45,730 |
43,540 |
44,548 |
PP |
43,365 |
43,365 |
43,365 |
42,774 |
S1 |
40,715 |
40,715 |
42,620 |
39,533 |
S2 |
38,350 |
38,350 |
42,161 |
|
S3 |
33,335 |
35,700 |
41,701 |
|
S4 |
28,320 |
30,685 |
40,322 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51,082 |
49,473 |
43,965 |
|
R3 |
48,392 |
46,783 |
43,225 |
|
R2 |
45,702 |
45,702 |
42,978 |
|
R1 |
44,093 |
44,093 |
42,732 |
43,553 |
PP |
43,012 |
43,012 |
43,012 |
42,741 |
S1 |
41,403 |
41,403 |
42,238 |
40,863 |
S2 |
40,322 |
40,322 |
41,992 |
|
S3 |
37,632 |
38,713 |
41,745 |
|
S4 |
34,942 |
36,023 |
41,006 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47,095 |
41,000 |
6,095 |
14.1% |
2,654 |
6.2% |
34% |
False |
True |
11,091 |
10 |
47,095 |
41,000 |
6,095 |
14.1% |
2,172 |
5.0% |
34% |
False |
True |
7,621 |
20 |
47,095 |
40,920 |
6,175 |
14.3% |
2,126 |
4.9% |
35% |
False |
False |
4,320 |
40 |
47,095 |
35,515 |
11,580 |
26.9% |
1,841 |
4.3% |
65% |
False |
False |
2,506 |
60 |
47,095 |
27,165 |
19,930 |
46.3% |
1,574 |
3.7% |
80% |
False |
False |
1,680 |
80 |
47,095 |
25,740 |
21,355 |
49.6% |
1,262 |
2.9% |
81% |
False |
False |
1,260 |
100 |
47,095 |
25,740 |
21,355 |
49.6% |
1,090 |
2.5% |
81% |
False |
False |
1,008 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67,329 |
2.618 |
59,144 |
1.618 |
54,129 |
1.000 |
51,030 |
0.618 |
49,114 |
HIGH |
46,015 |
0.618 |
44,099 |
0.500 |
43,508 |
0.382 |
42,916 |
LOW |
41,000 |
0.618 |
37,901 |
1.000 |
35,985 |
1.618 |
32,886 |
2.618 |
27,871 |
4.250 |
19,686 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
43,508 |
44,048 |
PP |
43,365 |
43,725 |
S1 |
43,223 |
43,403 |
|