Trading Metrics calculated at close of trading on 11-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,493.0 |
4,507.0 |
14.0 |
0.3% |
4,562.0 |
High |
4,512.0 |
4,536.0 |
24.0 |
0.5% |
4,599.0 |
Low |
4,476.0 |
4,462.0 |
-14.0 |
-0.3% |
4,444.0 |
Close |
4,494.0 |
4,466.0 |
-28.0 |
-0.6% |
4,490.0 |
Range |
36.0 |
74.0 |
38.0 |
105.6% |
155.0 |
ATR |
48.4 |
50.2 |
1.8 |
3.8% |
0.0 |
Volume |
467,338 |
868,132 |
400,794 |
85.8% |
2,910,787 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,710.0 |
4,662.0 |
4,506.7 |
|
R3 |
4,636.0 |
4,588.0 |
4,486.4 |
|
R2 |
4,562.0 |
4,562.0 |
4,479.6 |
|
R1 |
4,514.0 |
4,514.0 |
4,472.8 |
4,501.0 |
PP |
4,488.0 |
4,488.0 |
4,488.0 |
4,481.5 |
S1 |
4,440.0 |
4,440.0 |
4,459.2 |
4,427.0 |
S2 |
4,414.0 |
4,414.0 |
4,452.4 |
|
S3 |
4,340.0 |
4,366.0 |
4,445.7 |
|
S4 |
4,266.0 |
4,292.0 |
4,425.3 |
|
|
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 |
4,536.0 |
4,444.0 |
92.0 |
2.1% |
59.4 |
1.3% |
24% |
True |
False |
620,640 |
10 |
4,599.0 |
4,444.0 |
155.0 |
3.5% |
58.0 |
1.3% |
14% |
False |
False |
641,008 |
20 |
4,634.0 |
4,444.0 |
190.0 |
4.3% |
50.5 |
1.1% |
12% |
False |
False |
691,493 |
40 |
4,634.0 |
4,251.0 |
383.0 |
8.6% |
40.9 |
0.9% |
56% |
False |
False |
408,940 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
41.5 |
0.9% |
72% |
False |
False |
273,377 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
41.6 |
0.9% |
72% |
False |
False |
205,217 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
35.2 |
0.8% |
72% |
False |
False |
164,216 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
29.7 |
0.7% |
72% |
False |
False |
136,846 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,850.5 |
2.618 |
4,729.7 |
1.618 |
4,655.7 |
1.000 |
4,610.0 |
0.618 |
4,581.7 |
HIGH |
4,536.0 |
0.618 |
4,507.7 |
0.500 |
4,499.0 |
0.382 |
4,490.3 |
LOW |
4,462.0 |
0.618 |
4,416.3 |
1.000 |
4,388.0 |
1.618 |
4,342.3 |
2.618 |
4,268.3 |
4.250 |
4,147.5 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,499.0 |
4,499.0 |
PP |
4,488.0 |
4,488.0 |
S1 |
4,477.0 |
4,477.0 |
|