Trading Metrics calculated at close of trading on 05-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,473.0 |
4,487.0 |
14.0 |
0.3% |
4,562.0 |
High |
4,504.0 |
4,501.0 |
-3.0 |
-0.1% |
4,599.0 |
Low |
4,464.0 |
4,444.0 |
-20.0 |
-0.4% |
4,444.0 |
Close |
4,502.0 |
4,490.0 |
-12.0 |
-0.3% |
4,490.0 |
Range |
40.0 |
57.0 |
17.0 |
42.5% |
155.0 |
ATR |
46.1 |
46.9 |
0.9 |
1.9% |
0.0 |
Volume |
601,581 |
691,224 |
89,643 |
14.9% |
2,910,787 |
|
Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,649.3 |
4,626.7 |
4,521.4 |
|
R3 |
4,592.3 |
4,569.7 |
4,505.7 |
|
R2 |
4,535.3 |
4,535.3 |
4,500.5 |
|
R1 |
4,512.7 |
4,512.7 |
4,495.2 |
4,524.0 |
PP |
4,478.3 |
4,478.3 |
4,478.3 |
4,484.0 |
S1 |
4,455.7 |
4,455.7 |
4,484.8 |
4,467.0 |
S2 |
4,421.3 |
4,421.3 |
4,479.6 |
|
S3 |
4,364.3 |
4,398.7 |
4,474.3 |
|
S4 |
4,307.3 |
4,341.7 |
4,458.7 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,976.0 |
4,888.0 |
4,575.3 |
|
R3 |
4,821.0 |
4,733.0 |
4,532.6 |
|
R2 |
4,666.0 |
4,666.0 |
4,518.4 |
|
R1 |
4,578.0 |
4,578.0 |
4,504.2 |
4,544.5 |
PP |
4,511.0 |
4,511.0 |
4,511.0 |
4,494.3 |
S1 |
4,423.0 |
4,423.0 |
4,475.8 |
4,389.5 |
S2 |
4,356.0 |
4,356.0 |
4,461.6 |
|
S3 |
4,201.0 |
4,268.0 |
4,447.4 |
|
S4 |
4,046.0 |
4,113.0 |
4,404.8 |
|
|
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 |
4,444.0 |
155.0 |
3.5% |
59.2 |
1.3% |
30% |
False |
True |
661,376 |
10 |
4,599.0 |
4,444.0 |
155.0 |
3.5% |
50.0 |
1.1% |
30% |
False |
True |
592,427 |
20 |
4,634.0 |
4,444.0 |
190.0 |
4.2% |
45.9 |
1.0% |
24% |
False |
True |
683,083 |
40 |
4,634.0 |
4,178.0 |
456.0 |
10.2% |
39.1 |
0.9% |
68% |
False |
False |
348,650 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
40.4 |
0.9% |
76% |
False |
False |
233,181 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
40.0 |
0.9% |
76% |
False |
False |
175,069 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
32.9 |
0.7% |
76% |
False |
False |
140,096 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
27.7 |
0.6% |
76% |
False |
False |
116,746 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,743.3 |
2.618 |
4,650.2 |
1.618 |
4,593.2 |
1.000 |
4,558.0 |
0.618 |
4,536.2 |
HIGH |
4,501.0 |
0.618 |
4,479.2 |
0.500 |
4,472.5 |
0.382 |
4,465.8 |
LOW |
4,444.0 |
0.618 |
4,408.8 |
1.000 |
4,387.0 |
1.618 |
4,351.8 |
2.618 |
4,294.8 |
4.250 |
4,201.8 |
|
|
Fisher Pivots for day following 05-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,484.2 |
4,494.5 |
PP |
4,478.3 |
4,493.0 |
S1 |
4,472.5 |
4,491.5 |
|