Trading Metrics calculated at close of trading on 09-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,485.0 |
4,531.0 |
46.0 |
1.0% |
4,562.0 |
High |
4,533.0 |
4,531.0 |
-2.0 |
0.0% |
4,599.0 |
Low |
4,463.0 |
4,471.0 |
8.0 |
0.2% |
4,444.0 |
Close |
4,509.0 |
4,494.0 |
-15.0 |
-0.3% |
4,490.0 |
Range |
70.0 |
60.0 |
-10.0 |
-14.3% |
155.0 |
ATR |
48.6 |
49.4 |
0.8 |
1.7% |
0.0 |
Volume |
503,886 |
572,620 |
68,734 |
13.6% |
2,910,787 |
|
Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,678.7 |
4,646.3 |
4,527.0 |
|
R3 |
4,618.7 |
4,586.3 |
4,510.5 |
|
R2 |
4,558.7 |
4,558.7 |
4,505.0 |
|
R1 |
4,526.3 |
4,526.3 |
4,499.5 |
4,512.5 |
PP |
4,498.7 |
4,498.7 |
4,498.7 |
4,491.8 |
S1 |
4,466.3 |
4,466.3 |
4,488.5 |
4,452.5 |
S2 |
4,438.7 |
4,438.7 |
4,483.0 |
|
S3 |
4,378.7 |
4,406.3 |
4,477.5 |
|
S4 |
4,318.7 |
4,346.3 |
4,461.0 |
|
|
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 |
4,545.0 |
4,444.0 |
101.0 |
2.2% |
62.6 |
1.4% |
50% |
False |
False |
646,791 |
10 |
4,599.0 |
4,444.0 |
155.0 |
3.4% |
53.2 |
1.2% |
32% |
False |
False |
582,856 |
20 |
4,634.0 |
4,444.0 |
190.0 |
4.2% |
49.4 |
1.1% |
26% |
False |
False |
724,119 |
40 |
4,634.0 |
4,220.0 |
414.0 |
9.2% |
40.5 |
0.9% |
66% |
False |
False |
375,561 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
41.3 |
0.9% |
77% |
False |
False |
251,120 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
41.7 |
0.9% |
77% |
False |
False |
188,525 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
34.2 |
0.8% |
77% |
False |
False |
150,861 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
28.8 |
0.6% |
77% |
False |
False |
125,717 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,786.0 |
2.618 |
4,688.1 |
1.618 |
4,628.1 |
1.000 |
4,591.0 |
0.618 |
4,568.1 |
HIGH |
4,531.0 |
0.618 |
4,508.1 |
0.500 |
4,501.0 |
0.382 |
4,493.9 |
LOW |
4,471.0 |
0.618 |
4,433.9 |
1.000 |
4,411.0 |
1.618 |
4,373.9 |
2.618 |
4,313.9 |
4.250 |
4,216.0 |
|
|
Fisher Pivots for day following 09-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,501.0 |
4,492.2 |
PP |
4,498.7 |
4,490.3 |
S1 |
4,496.3 |
4,488.5 |
|