Trading Metrics calculated at close of trading on 08-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
44,845 |
44,300 |
-545 |
-1.2% |
43,965 |
High |
44,870 |
47,800 |
2,930 |
6.5% |
47,095 |
Low |
43,160 |
43,490 |
330 |
0.8% |
41,000 |
Close |
44,385 |
47,305 |
2,920 |
6.6% |
44,385 |
Range |
1,710 |
4,310 |
2,600 |
152.0% |
6,095 |
ATR |
2,191 |
2,343 |
151 |
6.9% |
0 |
Volume |
6,448 |
13,422 |
6,974 |
108.2% |
48,871 |
|
Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59,128 |
57,527 |
49,676 |
|
R3 |
54,818 |
53,217 |
48,490 |
|
R2 |
50,508 |
50,508 |
48,095 |
|
R1 |
48,907 |
48,907 |
47,700 |
49,708 |
PP |
46,198 |
46,198 |
46,198 |
46,599 |
S1 |
44,597 |
44,597 |
46,910 |
45,398 |
S2 |
41,888 |
41,888 |
46,515 |
|
S3 |
37,578 |
40,287 |
46,120 |
|
S4 |
33,268 |
35,977 |
44,935 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,445 |
59,510 |
47,737 |
|
R3 |
56,350 |
53,415 |
46,061 |
|
R2 |
50,255 |
50,255 |
45,502 |
|
R1 |
47,320 |
47,320 |
44,944 |
48,788 |
PP |
44,160 |
44,160 |
44,160 |
44,894 |
S1 |
41,225 |
41,225 |
43,826 |
42,693 |
S2 |
38,065 |
38,065 |
43,268 |
|
S3 |
31,970 |
35,130 |
42,709 |
|
S4 |
25,875 |
29,035 |
41,033 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47,800 |
41,000 |
6,800 |
14.4% |
3,317 |
7.0% |
93% |
True |
False |
12,458 |
10 |
47,800 |
41,000 |
6,800 |
14.4% |
2,507 |
5.3% |
93% |
True |
False |
9,414 |
20 |
47,800 |
40,920 |
6,880 |
14.5% |
2,300 |
4.9% |
93% |
True |
False |
5,593 |
40 |
47,800 |
35,750 |
12,050 |
25.5% |
1,978 |
4.2% |
96% |
True |
False |
3,200 |
60 |
47,800 |
27,165 |
20,635 |
43.6% |
1,688 |
3.6% |
98% |
True |
False |
2,145 |
80 |
47,800 |
26,845 |
20,955 |
44.3% |
1,357 |
2.9% |
98% |
True |
False |
1,609 |
100 |
47,800 |
25,740 |
22,060 |
46.6% |
1,169 |
2.5% |
98% |
True |
False |
1,287 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66,118 |
2.618 |
59,084 |
1.618 |
54,774 |
1.000 |
52,110 |
0.618 |
50,464 |
HIGH |
47,800 |
0.618 |
46,154 |
0.500 |
45,645 |
0.382 |
45,136 |
LOW |
43,490 |
0.618 |
40,826 |
1.000 |
39,180 |
1.618 |
36,516 |
2.618 |
32,206 |
4.250 |
25,173 |
|
|
Fisher Pivots for day following 08-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
46,752 |
46,671 |
PP |
46,198 |
46,037 |
S1 |
45,645 |
45,403 |
|