Trading Metrics calculated at close of trading on 02-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,834.75 |
4,818.00 |
-16.75 |
-0.3% |
4,800.25 |
High |
4,841.00 |
4,828.00 |
-13.00 |
-0.3% |
4,841.50 |
Low |
4,796.75 |
4,765.50 |
-31.25 |
-0.7% |
4,796.75 |
Close |
4,820.00 |
4,787.25 |
-32.75 |
-0.7% |
4,820.00 |
Range |
44.25 |
62.50 |
18.25 |
41.2% |
44.75 |
ATR |
40.90 |
42.44 |
1.54 |
3.8% |
0.00 |
Volume |
1,281,733 |
1,678,142 |
396,409 |
30.9% |
3,939,253 |
|
Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,981.00 |
4,946.75 |
4,821.50 |
|
R3 |
4,918.50 |
4,884.25 |
4,804.50 |
|
R2 |
4,856.00 |
4,856.00 |
4,798.75 |
|
R1 |
4,821.75 |
4,821.75 |
4,793.00 |
4,807.50 |
PP |
4,793.50 |
4,793.50 |
4,793.50 |
4,786.50 |
S1 |
4,759.25 |
4,759.25 |
4,781.50 |
4,745.00 |
S2 |
4,731.00 |
4,731.00 |
4,775.75 |
|
S3 |
4,668.50 |
4,696.75 |
4,770.00 |
|
S4 |
4,606.00 |
4,634.25 |
4,753.00 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,953.75 |
4,931.50 |
4,844.50 |
|
R3 |
4,909.00 |
4,886.75 |
4,832.25 |
|
R2 |
4,864.25 |
4,864.25 |
4,828.25 |
|
R1 |
4,842.00 |
4,842.00 |
4,824.00 |
4,853.00 |
PP |
4,819.50 |
4,819.50 |
4,819.50 |
4,825.00 |
S1 |
4,797.25 |
4,797.25 |
4,816.00 |
4,808.50 |
S2 |
4,774.75 |
4,774.75 |
4,811.75 |
|
S3 |
4,730.00 |
4,752.50 |
4,807.75 |
|
S4 |
4,685.25 |
4,707.75 |
4,795.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,841.50 |
4,765.50 |
76.00 |
1.6% |
35.00 |
0.7% |
29% |
False |
True |
1,123,479 |
10 |
4,841.50 |
4,743.25 |
98.25 |
2.1% |
41.25 |
0.9% |
45% |
False |
False |
1,264,230 |
20 |
4,841.50 |
4,599.00 |
242.50 |
5.1% |
42.50 |
0.9% |
78% |
False |
False |
1,225,447 |
40 |
4,841.50 |
4,373.25 |
468.25 |
9.8% |
41.50 |
0.9% |
88% |
False |
False |
616,062 |
60 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
49.75 |
1.0% |
92% |
False |
False |
412,136 |
80 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
50.50 |
1.1% |
92% |
False |
False |
309,662 |
100 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
50.50 |
1.1% |
92% |
False |
False |
247,774 |
120 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
48.75 |
1.0% |
92% |
False |
False |
206,493 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,093.50 |
2.618 |
4,991.50 |
1.618 |
4,929.00 |
1.000 |
4,890.50 |
0.618 |
4,866.50 |
HIGH |
4,828.00 |
0.618 |
4,804.00 |
0.500 |
4,796.75 |
0.382 |
4,789.50 |
LOW |
4,765.50 |
0.618 |
4,727.00 |
1.000 |
4,703.00 |
1.618 |
4,664.50 |
2.618 |
4,602.00 |
4.250 |
4,500.00 |
|
|
Fisher Pivots for day following 02-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,796.75 |
4,803.50 |
PP |
4,793.50 |
4,798.00 |
S1 |
4,790.50 |
4,792.75 |
|