Trading Metrics calculated at close of trading on 05-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,750.00 |
4,732.75 |
-17.25 |
-0.4% |
4,818.00 |
High |
4,766.50 |
4,760.25 |
-6.25 |
-0.1% |
4,828.00 |
Low |
4,727.00 |
4,702.00 |
-25.00 |
-0.5% |
4,702.00 |
Close |
4,729.50 |
4,734.75 |
5.25 |
0.1% |
4,734.75 |
Range |
39.50 |
58.25 |
18.75 |
47.5% |
126.00 |
ATR |
42.72 |
43.83 |
1.11 |
2.6% |
0.00 |
Volume |
1,395,366 |
1,767,245 |
371,879 |
26.7% |
6,547,927 |
|
Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,907.00 |
4,879.25 |
4,766.75 |
|
R3 |
4,848.75 |
4,821.00 |
4,750.75 |
|
R2 |
4,790.50 |
4,790.50 |
4,745.50 |
|
R1 |
4,762.75 |
4,762.75 |
4,740.00 |
4,776.50 |
PP |
4,732.25 |
4,732.25 |
4,732.25 |
4,739.25 |
S1 |
4,704.50 |
4,704.50 |
4,729.50 |
4,718.50 |
S2 |
4,674.00 |
4,674.00 |
4,724.00 |
|
S3 |
4,615.75 |
4,646.25 |
4,718.75 |
|
S4 |
4,557.50 |
4,588.00 |
4,702.75 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,133.00 |
5,059.75 |
4,804.00 |
|
R3 |
5,007.00 |
4,933.75 |
4,769.50 |
|
R2 |
4,881.00 |
4,881.00 |
4,757.75 |
|
R1 |
4,807.75 |
4,807.75 |
4,746.25 |
4,781.50 |
PP |
4,755.00 |
4,755.00 |
4,755.00 |
4,741.75 |
S1 |
4,681.75 |
4,681.75 |
4,723.25 |
4,655.50 |
S2 |
4,629.00 |
4,629.00 |
4,711.75 |
|
S3 |
4,503.00 |
4,555.75 |
4,700.00 |
|
S4 |
4,377.00 |
4,429.75 |
4,665.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,841.00 |
4,702.00 |
139.00 |
2.9% |
50.75 |
1.1% |
24% |
False |
True |
1,565,932 |
10 |
4,841.50 |
4,702.00 |
139.50 |
2.9% |
40.50 |
0.9% |
23% |
False |
True |
1,350,094 |
20 |
4,841.50 |
4,599.00 |
242.50 |
5.1% |
43.50 |
0.9% |
56% |
False |
False |
1,459,028 |
40 |
4,841.50 |
4,402.00 |
439.50 |
9.3% |
42.00 |
0.9% |
76% |
False |
False |
737,607 |
60 |
4,841.50 |
4,167.50 |
674.00 |
14.2% |
48.00 |
1.0% |
84% |
False |
False |
493,151 |
80 |
4,841.50 |
4,167.50 |
674.00 |
14.2% |
51.00 |
1.1% |
84% |
False |
False |
370,503 |
100 |
4,841.50 |
4,167.50 |
674.00 |
14.2% |
50.50 |
1.1% |
84% |
False |
False |
296,468 |
120 |
4,841.50 |
4,167.50 |
674.00 |
14.2% |
49.25 |
1.0% |
84% |
False |
False |
247,072 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,007.75 |
2.618 |
4,912.75 |
1.618 |
4,854.50 |
1.000 |
4,818.50 |
0.618 |
4,796.25 |
HIGH |
4,760.25 |
0.618 |
4,738.00 |
0.500 |
4,731.00 |
0.382 |
4,724.25 |
LOW |
4,702.00 |
0.618 |
4,666.00 |
1.000 |
4,643.75 |
1.618 |
4,607.75 |
2.618 |
4,549.50 |
4.250 |
4,454.50 |
|
|
Fisher Pivots for day following 05-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,733.50 |
4,746.50 |
PP |
4,732.25 |
4,742.50 |
S1 |
4,731.00 |
4,738.50 |
|