Trading Metrics calculated at close of trading on 03-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,818.00 |
4,790.75 |
-27.25 |
-0.6% |
4,800.25 |
High |
4,828.00 |
4,790.75 |
-37.25 |
-0.8% |
4,841.50 |
Low |
4,765.50 |
4,741.00 |
-24.50 |
-0.5% |
4,796.75 |
Close |
4,787.25 |
4,746.50 |
-40.75 |
-0.9% |
4,820.00 |
Range |
62.50 |
49.75 |
-12.75 |
-20.4% |
44.75 |
ATR |
42.44 |
42.96 |
0.52 |
1.2% |
0.00 |
Volume |
1,678,142 |
1,707,174 |
29,032 |
1.7% |
3,939,253 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,908.75 |
4,877.25 |
4,773.75 |
|
R3 |
4,859.00 |
4,827.50 |
4,760.25 |
|
R2 |
4,809.25 |
4,809.25 |
4,755.50 |
|
R1 |
4,777.75 |
4,777.75 |
4,751.00 |
4,768.50 |
PP |
4,759.50 |
4,759.50 |
4,759.50 |
4,754.75 |
S1 |
4,728.00 |
4,728.00 |
4,742.00 |
4,719.00 |
S2 |
4,709.75 |
4,709.75 |
4,737.50 |
|
S3 |
4,660.00 |
4,678.25 |
4,732.75 |
|
S4 |
4,610.25 |
4,628.50 |
4,719.25 |
|
|
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 |
4,741.00 |
100.50 |
2.1% |
38.00 |
0.8% |
5% |
False |
True |
1,327,273 |
10 |
4,841.50 |
4,741.00 |
100.50 |
2.1% |
43.00 |
0.9% |
5% |
False |
True |
1,321,044 |
20 |
4,841.50 |
4,599.00 |
242.50 |
5.1% |
42.50 |
0.9% |
61% |
False |
False |
1,309,028 |
40 |
4,841.50 |
4,402.00 |
439.50 |
9.3% |
41.25 |
0.9% |
78% |
False |
False |
658,622 |
60 |
4,841.50 |
4,167.50 |
674.00 |
14.2% |
48.50 |
1.0% |
86% |
False |
False |
440,520 |
80 |
4,841.50 |
4,167.50 |
674.00 |
14.2% |
50.50 |
1.1% |
86% |
False |
False |
330,995 |
100 |
4,841.50 |
4,167.50 |
674.00 |
14.2% |
50.25 |
1.1% |
86% |
False |
False |
264,843 |
120 |
4,841.50 |
4,167.50 |
674.00 |
14.2% |
49.00 |
1.0% |
86% |
False |
False |
220,718 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,002.25 |
2.618 |
4,921.00 |
1.618 |
4,871.25 |
1.000 |
4,840.50 |
0.618 |
4,821.50 |
HIGH |
4,790.75 |
0.618 |
4,771.75 |
0.500 |
4,766.00 |
0.382 |
4,760.00 |
LOW |
4,741.00 |
0.618 |
4,710.25 |
1.000 |
4,691.25 |
1.618 |
4,660.50 |
2.618 |
4,610.75 |
4.250 |
4,529.50 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,766.00 |
4,791.00 |
PP |
4,759.50 |
4,776.25 |
S1 |
4,753.00 |
4,761.25 |
|