Trading Metrics calculated at close of trading on 04-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,790.75 |
4,750.00 |
-40.75 |
-0.9% |
4,800.25 |
High |
4,790.75 |
4,766.50 |
-24.25 |
-0.5% |
4,841.50 |
Low |
4,741.00 |
4,727.00 |
-14.00 |
-0.3% |
4,796.75 |
Close |
4,746.50 |
4,729.50 |
-17.00 |
-0.4% |
4,820.00 |
Range |
49.75 |
39.50 |
-10.25 |
-20.6% |
44.75 |
ATR |
42.96 |
42.72 |
-0.25 |
-0.6% |
0.00 |
Volume |
1,707,174 |
1,395,366 |
-311,808 |
-18.3% |
3,939,253 |
|
Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,859.50 |
4,834.00 |
4,751.25 |
|
R3 |
4,820.00 |
4,794.50 |
4,740.25 |
|
R2 |
4,780.50 |
4,780.50 |
4,736.75 |
|
R1 |
4,755.00 |
4,755.00 |
4,733.00 |
4,748.00 |
PP |
4,741.00 |
4,741.00 |
4,741.00 |
4,737.50 |
S1 |
4,715.50 |
4,715.50 |
4,726.00 |
4,708.50 |
S2 |
4,701.50 |
4,701.50 |
4,722.25 |
|
S3 |
4,662.00 |
4,676.00 |
4,718.75 |
|
S4 |
4,622.50 |
4,636.50 |
4,707.75 |
|
|
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 |
4,727.00 |
114.50 |
2.4% |
42.00 |
0.9% |
2% |
False |
True |
1,397,890 |
10 |
4,841.50 |
4,727.00 |
114.50 |
2.4% |
43.50 |
0.9% |
2% |
False |
True |
1,348,284 |
20 |
4,841.50 |
4,599.00 |
242.50 |
5.1% |
43.00 |
0.9% |
54% |
False |
False |
1,375,403 |
40 |
4,841.50 |
4,402.00 |
439.50 |
9.3% |
41.50 |
0.9% |
75% |
False |
False |
693,462 |
60 |
4,841.50 |
4,167.50 |
674.00 |
14.3% |
48.00 |
1.0% |
83% |
False |
False |
463,738 |
80 |
4,841.50 |
4,167.50 |
674.00 |
14.3% |
50.75 |
1.1% |
83% |
False |
False |
348,431 |
100 |
4,841.50 |
4,167.50 |
674.00 |
14.3% |
50.25 |
1.1% |
83% |
False |
False |
278,796 |
120 |
4,841.50 |
4,167.50 |
674.00 |
14.3% |
49.00 |
1.0% |
83% |
False |
False |
232,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,934.50 |
2.618 |
4,870.00 |
1.618 |
4,830.50 |
1.000 |
4,806.00 |
0.618 |
4,791.00 |
HIGH |
4,766.50 |
0.618 |
4,751.50 |
0.500 |
4,746.75 |
0.382 |
4,742.00 |
LOW |
4,727.00 |
0.618 |
4,702.50 |
1.000 |
4,687.50 |
1.618 |
4,663.00 |
2.618 |
4,623.50 |
4.250 |
4,559.00 |
|
|
Fisher Pivots for day following 04-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,746.75 |
4,777.50 |
PP |
4,741.00 |
4,761.50 |
S1 |
4,735.25 |
4,745.50 |
|