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 |
4,562.0 |
4,530.0 |
-32.0 |
-0.7% |
4,574.0 |
High |
4,599.0 |
4,545.0 |
-54.0 |
-1.2% |
4,585.0 |
Low |
4,512.0 |
4,459.0 |
-53.0 |
-1.2% |
4,541.0 |
Close |
4,540.0 |
4,473.0 |
-67.0 |
-1.5% |
4,543.0 |
Range |
87.0 |
86.0 |
-1.0 |
-1.1% |
44.0 |
ATR |
43.5 |
46.5 |
3.0 |
7.0% |
0.0 |
Volume |
753,335 |
864,647 |
111,312 |
14.8% |
1,401,859 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,750.3 |
4,697.7 |
4,520.3 |
|
R3 |
4,664.3 |
4,611.7 |
4,496.7 |
|
R2 |
4,578.3 |
4,578.3 |
4,488.8 |
|
R1 |
4,525.7 |
4,525.7 |
4,480.9 |
4,509.0 |
PP |
4,492.3 |
4,492.3 |
4,492.3 |
4,484.0 |
S1 |
4,439.7 |
4,439.7 |
4,465.1 |
4,423.0 |
S2 |
4,406.3 |
4,406.3 |
4,457.2 |
|
S3 |
4,320.3 |
4,353.7 |
4,449.4 |
|
S4 |
4,234.3 |
4,267.7 |
4,425.7 |
|
|
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 |
4,459.0 |
140.0 |
3.1% |
55.0 |
1.2% |
10% |
False |
True |
603,968 |
10 |
4,599.0 |
4,459.0 |
140.0 |
3.1% |
46.5 |
1.0% |
10% |
False |
True |
570,005 |
20 |
4,634.0 |
4,445.0 |
189.0 |
4.2% |
44.8 |
1.0% |
15% |
False |
False |
625,329 |
40 |
4,634.0 |
4,178.0 |
456.0 |
10.2% |
38.3 |
0.9% |
65% |
False |
False |
316,335 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
40.4 |
0.9% |
73% |
False |
False |
211,636 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
38.8 |
0.9% |
73% |
False |
False |
158,908 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
31.9 |
0.7% |
73% |
False |
False |
127,168 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
26.9 |
0.6% |
73% |
False |
False |
105,973 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,910.5 |
2.618 |
4,770.1 |
1.618 |
4,684.1 |
1.000 |
4,631.0 |
0.618 |
4,598.1 |
HIGH |
4,545.0 |
0.618 |
4,512.1 |
0.500 |
4,502.0 |
0.382 |
4,491.9 |
LOW |
4,459.0 |
0.618 |
4,405.9 |
1.000 |
4,373.0 |
1.618 |
4,319.9 |
2.618 |
4,233.9 |
4.250 |
4,093.5 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,502.0 |
4,529.0 |
PP |
4,492.3 |
4,510.3 |
S1 |
4,482.7 |
4,491.7 |
|