Trading Metrics calculated at close of trading on 08-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,487.0 |
4,485.0 |
-2.0 |
0.0% |
4,562.0 |
High |
4,501.0 |
4,533.0 |
32.0 |
0.7% |
4,599.0 |
Low |
4,444.0 |
4,463.0 |
19.0 |
0.4% |
4,444.0 |
Close |
4,490.0 |
4,509.0 |
19.0 |
0.4% |
4,490.0 |
Range |
57.0 |
70.0 |
13.0 |
22.8% |
155.0 |
ATR |
46.9 |
48.6 |
1.6 |
3.5% |
0.0 |
Volume |
691,224 |
503,886 |
-187,338 |
-27.1% |
2,910,787 |
|
Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,711.7 |
4,680.3 |
4,547.5 |
|
R3 |
4,641.7 |
4,610.3 |
4,528.3 |
|
R2 |
4,571.7 |
4,571.7 |
4,521.8 |
|
R1 |
4,540.3 |
4,540.3 |
4,515.4 |
4,556.0 |
PP |
4,501.7 |
4,501.7 |
4,501.7 |
4,509.5 |
S1 |
4,470.3 |
4,470.3 |
4,502.6 |
4,486.0 |
S2 |
4,431.7 |
4,431.7 |
4,496.2 |
|
S3 |
4,361.7 |
4,400.3 |
4,489.8 |
|
S4 |
4,291.7 |
4,330.3 |
4,470.5 |
|
|
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 |
3.4% |
68.0 |
1.5% |
42% |
False |
False |
682,934 |
10 |
4,599.0 |
4,444.0 |
155.0 |
3.4% |
50.8 |
1.1% |
42% |
False |
False |
580,208 |
20 |
4,634.0 |
4,444.0 |
190.0 |
4.2% |
47.5 |
1.1% |
34% |
False |
False |
703,220 |
40 |
4,634.0 |
4,178.0 |
456.0 |
10.1% |
40.5 |
0.9% |
73% |
False |
False |
361,247 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
40.9 |
0.9% |
79% |
False |
False |
241,579 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
40.9 |
0.9% |
79% |
False |
False |
181,367 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
33.6 |
0.7% |
79% |
False |
False |
145,135 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
28.3 |
0.6% |
79% |
False |
False |
120,946 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,830.5 |
2.618 |
4,716.3 |
1.618 |
4,646.3 |
1.000 |
4,603.0 |
0.618 |
4,576.3 |
HIGH |
4,533.0 |
0.618 |
4,506.3 |
0.500 |
4,498.0 |
0.382 |
4,489.7 |
LOW |
4,463.0 |
0.618 |
4,419.7 |
1.000 |
4,393.0 |
1.618 |
4,349.7 |
2.618 |
4,279.7 |
4.250 |
4,165.5 |
|
|
Fisher Pivots for day following 08-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,505.3 |
4,502.2 |
PP |
4,501.7 |
4,495.3 |
S1 |
4,498.0 |
4,488.5 |
|