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 |
44,635 |
45,910 |
1,275 |
2.9% |
44,785 |
High |
47,605 |
46,510 |
-1,095 |
-2.3% |
45,090 |
Low |
44,625 |
41,675 |
-2,950 |
-6.6% |
42,430 |
Close |
45,825 |
43,525 |
-2,300 |
-5.0% |
42,950 |
Range |
2,980 |
4,835 |
1,855 |
62.2% |
2,660 |
ATR |
1,959 |
2,164 |
205 |
10.5% |
0 |
Volume |
1,822 |
1,771 |
-51 |
-2.8% |
6,904 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58,408 |
55,802 |
46,184 |
|
R3 |
53,573 |
50,967 |
44,855 |
|
R2 |
48,738 |
48,738 |
44,411 |
|
R1 |
46,132 |
46,132 |
43,968 |
45,018 |
PP |
43,903 |
43,903 |
43,903 |
43,346 |
S1 |
41,297 |
41,297 |
43,082 |
40,183 |
S2 |
39,068 |
39,068 |
42,639 |
|
S3 |
34,233 |
36,462 |
42,195 |
|
S4 |
29,398 |
31,627 |
40,866 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51,470 |
49,870 |
44,413 |
|
R3 |
48,810 |
47,210 |
43,682 |
|
R2 |
46,150 |
46,150 |
43,438 |
|
R1 |
44,550 |
44,550 |
43,194 |
44,020 |
PP |
43,490 |
43,490 |
43,490 |
43,225 |
S1 |
41,890 |
41,890 |
42,706 |
41,360 |
S2 |
40,830 |
40,830 |
42,462 |
|
S3 |
38,170 |
39,230 |
42,219 |
|
S4 |
35,510 |
36,570 |
41,487 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47,605 |
41,675 |
5,930 |
13.6% |
2,564 |
5.9% |
31% |
False |
True |
1,683 |
10 |
47,605 |
41,675 |
5,930 |
13.6% |
1,967 |
4.5% |
31% |
False |
True |
1,314 |
20 |
47,605 |
41,265 |
6,340 |
14.6% |
1,962 |
4.5% |
36% |
False |
False |
707 |
40 |
47,605 |
35,835 |
11,770 |
27.0% |
1,688 |
3.9% |
65% |
False |
False |
380 |
60 |
47,605 |
27,315 |
20,290 |
46.6% |
1,413 |
3.2% |
80% |
False |
False |
255 |
80 |
47,605 |
26,025 |
21,580 |
49.6% |
1,112 |
2.6% |
81% |
False |
False |
191 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
67,059 |
2.618 |
59,168 |
1.618 |
54,333 |
1.000 |
51,345 |
0.618 |
49,498 |
HIGH |
46,510 |
0.618 |
44,663 |
0.500 |
44,093 |
0.382 |
43,522 |
LOW |
41,675 |
0.618 |
38,687 |
1.000 |
36,840 |
1.618 |
33,852 |
2.618 |
29,017 |
4.250 |
21,126 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
44,093 |
44,640 |
PP |
43,903 |
44,268 |
S1 |
43,714 |
43,897 |
|