Trading Metrics calculated at close of trading on 08-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,732.75 |
4,735.75 |
3.00 |
0.1% |
4,818.00 |
High |
4,760.25 |
4,803.25 |
43.00 |
0.9% |
4,828.00 |
Low |
4,702.00 |
4,715.25 |
13.25 |
0.3% |
4,702.00 |
Close |
4,734.75 |
4,801.25 |
66.50 |
1.4% |
4,734.75 |
Range |
58.25 |
88.00 |
29.75 |
51.1% |
126.00 |
ATR |
43.83 |
46.98 |
3.16 |
7.2% |
0.00 |
Volume |
1,767,245 |
1,417,728 |
-349,517 |
-19.8% |
6,547,927 |
|
Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,037.25 |
5,007.25 |
4,849.75 |
|
R3 |
4,949.25 |
4,919.25 |
4,825.50 |
|
R2 |
4,861.25 |
4,861.25 |
4,817.50 |
|
R1 |
4,831.25 |
4,831.25 |
4,809.25 |
4,846.25 |
PP |
4,773.25 |
4,773.25 |
4,773.25 |
4,780.75 |
S1 |
4,743.25 |
4,743.25 |
4,793.25 |
4,758.25 |
S2 |
4,685.25 |
4,685.25 |
4,785.00 |
|
S3 |
4,597.25 |
4,655.25 |
4,777.00 |
|
S4 |
4,509.25 |
4,567.25 |
4,752.75 |
|
|
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 |
4,828.00 |
4,702.00 |
126.00 |
2.6% |
59.50 |
1.2% |
79% |
False |
False |
1,593,131 |
10 |
4,841.50 |
4,702.00 |
139.50 |
2.9% |
44.75 |
0.9% |
71% |
False |
False |
1,323,160 |
20 |
4,841.50 |
4,614.25 |
227.25 |
4.7% |
45.50 |
0.9% |
82% |
False |
False |
1,516,515 |
40 |
4,841.50 |
4,402.00 |
439.50 |
9.2% |
43.50 |
0.9% |
91% |
False |
False |
772,990 |
60 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
48.75 |
1.0% |
94% |
False |
False |
516,748 |
80 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
51.75 |
1.1% |
94% |
False |
False |
388,216 |
100 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
50.75 |
1.1% |
94% |
False |
False |
310,644 |
120 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
49.50 |
1.0% |
94% |
False |
False |
258,885 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,177.25 |
2.618 |
5,033.75 |
1.618 |
4,945.75 |
1.000 |
4,891.25 |
0.618 |
4,857.75 |
HIGH |
4,803.25 |
0.618 |
4,769.75 |
0.500 |
4,759.25 |
0.382 |
4,748.75 |
LOW |
4,715.25 |
0.618 |
4,660.75 |
1.000 |
4,627.25 |
1.618 |
4,572.75 |
2.618 |
4,484.75 |
4.250 |
4,341.25 |
|
|
Fisher Pivots for day following 08-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,787.25 |
4,785.00 |
PP |
4,773.25 |
4,768.75 |
S1 |
4,759.25 |
4,752.50 |
|