Trading Metrics calculated at close of trading on 04-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,530.0 |
4,473.0 |
-57.0 |
-1.3% |
4,574.0 |
High |
4,545.0 |
4,504.0 |
-41.0 |
-0.9% |
4,585.0 |
Low |
4,459.0 |
4,464.0 |
5.0 |
0.1% |
4,541.0 |
Close |
4,473.0 |
4,502.0 |
29.0 |
0.6% |
4,543.0 |
Range |
86.0 |
40.0 |
-46.0 |
-53.5% |
44.0 |
ATR |
46.5 |
46.1 |
-0.5 |
-1.0% |
0.0 |
Volume |
864,647 |
601,581 |
-263,066 |
-30.4% |
1,401,859 |
|
Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,610.0 |
4,596.0 |
4,524.0 |
|
R3 |
4,570.0 |
4,556.0 |
4,513.0 |
|
R2 |
4,530.0 |
4,530.0 |
4,509.3 |
|
R1 |
4,516.0 |
4,516.0 |
4,505.7 |
4,523.0 |
PP |
4,490.0 |
4,490.0 |
4,490.0 |
4,493.5 |
S1 |
4,476.0 |
4,476.0 |
4,498.3 |
4,483.0 |
S2 |
4,450.0 |
4,450.0 |
4,494.7 |
|
S3 |
4,410.0 |
4,436.0 |
4,491.0 |
|
S4 |
4,370.0 |
4,396.0 |
4,480.0 |
|
|
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% |
56.6 |
1.3% |
31% |
False |
False |
661,376 |
10 |
4,599.0 |
4,459.0 |
140.0 |
3.1% |
47.0 |
1.0% |
31% |
False |
False |
575,746 |
20 |
4,634.0 |
4,447.0 |
187.0 |
4.2% |
45.7 |
1.0% |
29% |
False |
False |
653,871 |
40 |
4,634.0 |
4,178.0 |
456.0 |
10.1% |
38.6 |
0.9% |
71% |
False |
False |
331,372 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
39.9 |
0.9% |
78% |
False |
False |
221,661 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
39.3 |
0.9% |
78% |
False |
False |
166,428 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
32.3 |
0.7% |
78% |
False |
False |
133,184 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
27.3 |
0.6% |
78% |
False |
False |
110,986 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,674.0 |
2.618 |
4,608.7 |
1.618 |
4,568.7 |
1.000 |
4,544.0 |
0.618 |
4,528.7 |
HIGH |
4,504.0 |
0.618 |
4,488.7 |
0.500 |
4,484.0 |
0.382 |
4,479.3 |
LOW |
4,464.0 |
0.618 |
4,439.3 |
1.000 |
4,424.0 |
1.618 |
4,399.3 |
2.618 |
4,359.3 |
4.250 |
4,294.0 |
|
|
Fisher Pivots for day following 04-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,496.0 |
4,529.0 |
PP |
4,490.0 |
4,520.0 |
S1 |
4,484.0 |
4,511.0 |
|