Trading Metrics calculated at close of trading on 02-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,544.0 |
4,562.0 |
18.0 |
0.4% |
4,574.0 |
High |
4,567.0 |
4,599.0 |
32.0 |
0.7% |
4,585.0 |
Low |
4,541.0 |
4,512.0 |
-29.0 |
-0.6% |
4,541.0 |
Close |
4,543.0 |
4,540.0 |
-3.0 |
-0.1% |
4,543.0 |
Range |
26.0 |
87.0 |
61.0 |
234.6% |
44.0 |
ATR |
40.1 |
43.5 |
3.3 |
8.3% |
0.0 |
Volume |
396,094 |
753,335 |
357,241 |
90.2% |
1,401,859 |
|
Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,811.3 |
4,762.7 |
4,587.9 |
|
R3 |
4,724.3 |
4,675.7 |
4,563.9 |
|
R2 |
4,637.3 |
4,637.3 |
4,556.0 |
|
R1 |
4,588.7 |
4,588.7 |
4,548.0 |
4,569.5 |
PP |
4,550.3 |
4,550.3 |
4,550.3 |
4,540.8 |
S1 |
4,501.7 |
4,501.7 |
4,532.0 |
4,482.5 |
S2 |
4,463.3 |
4,463.3 |
4,524.1 |
|
S3 |
4,376.3 |
4,414.7 |
4,516.1 |
|
S4 |
4,289.3 |
4,327.7 |
4,492.2 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,688.3 |
4,659.7 |
4,567.2 |
|
R3 |
4,644.3 |
4,615.7 |
4,555.1 |
|
R2 |
4,600.3 |
4,600.3 |
4,551.1 |
|
R1 |
4,571.7 |
4,571.7 |
4,547.0 |
4,564.0 |
PP |
4,556.3 |
4,556.3 |
4,556.3 |
4,552.5 |
S1 |
4,527.7 |
4,527.7 |
4,539.0 |
4,520.0 |
S2 |
4,512.3 |
4,512.3 |
4,534.9 |
|
S3 |
4,468.3 |
4,483.7 |
4,530.9 |
|
S4 |
4,424.3 |
4,439.7 |
4,518.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,599.0 |
4,512.0 |
87.0 |
1.9% |
43.8 |
1.0% |
32% |
True |
True |
518,920 |
10 |
4,618.0 |
4,512.0 |
106.0 |
2.3% |
42.7 |
0.9% |
26% |
False |
True |
584,205 |
20 |
4,634.0 |
4,435.0 |
199.0 |
4.4% |
42.2 |
0.9% |
53% |
False |
False |
584,978 |
40 |
4,634.0 |
4,167.0 |
467.0 |
10.3% |
37.8 |
0.8% |
80% |
False |
False |
294,795 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
39.4 |
0.9% |
84% |
False |
False |
197,226 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
37.7 |
0.8% |
84% |
False |
False |
148,100 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
31.1 |
0.7% |
84% |
False |
False |
118,521 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.2% |
26.2 |
0.6% |
84% |
False |
False |
98,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,968.8 |
2.618 |
4,826.8 |
1.618 |
4,739.8 |
1.000 |
4,686.0 |
0.618 |
4,652.8 |
HIGH |
4,599.0 |
0.618 |
4,565.8 |
0.500 |
4,555.5 |
0.382 |
4,545.2 |
LOW |
4,512.0 |
0.618 |
4,458.2 |
1.000 |
4,425.0 |
1.618 |
4,371.2 |
2.618 |
4,284.2 |
4.250 |
4,142.3 |
|
|
Fisher Pivots for day following 02-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,555.5 |
4,555.5 |
PP |
4,550.3 |
4,550.3 |
S1 |
4,545.2 |
4,545.2 |
|