Trading Metrics calculated at close of trading on 09-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,735.75 |
4,797.75 |
62.00 |
1.3% |
4,818.00 |
High |
4,803.25 |
4,804.00 |
0.75 |
0.0% |
4,828.00 |
Low |
4,715.25 |
4,767.50 |
52.25 |
1.1% |
4,702.00 |
Close |
4,801.25 |
4,792.75 |
-8.50 |
-0.2% |
4,734.75 |
Range |
88.00 |
36.50 |
-51.50 |
-58.5% |
126.00 |
ATR |
46.98 |
46.23 |
-0.75 |
-1.6% |
0.00 |
Volume |
1,417,728 |
1,369,103 |
-48,625 |
-3.4% |
6,547,927 |
|
Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,897.50 |
4,881.75 |
4,812.75 |
|
R3 |
4,861.00 |
4,845.25 |
4,802.75 |
|
R2 |
4,824.50 |
4,824.50 |
4,799.50 |
|
R1 |
4,808.75 |
4,808.75 |
4,796.00 |
4,798.50 |
PP |
4,788.00 |
4,788.00 |
4,788.00 |
4,783.00 |
S1 |
4,772.25 |
4,772.25 |
4,789.50 |
4,762.00 |
S2 |
4,751.50 |
4,751.50 |
4,786.00 |
|
S3 |
4,715.00 |
4,735.75 |
4,782.75 |
|
S4 |
4,678.50 |
4,699.25 |
4,772.75 |
|
|
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 |
4,804.00 |
4,702.00 |
102.00 |
2.1% |
54.50 |
1.1% |
89% |
True |
False |
1,531,323 |
10 |
4,841.50 |
4,702.00 |
139.50 |
2.9% |
44.75 |
0.9% |
65% |
False |
False |
1,327,401 |
20 |
4,841.50 |
4,652.00 |
189.50 |
4.0% |
44.75 |
0.9% |
74% |
False |
False |
1,518,374 |
40 |
4,841.50 |
4,402.00 |
439.50 |
9.2% |
43.00 |
0.9% |
89% |
False |
False |
807,161 |
60 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
48.25 |
1.0% |
93% |
False |
False |
539,536 |
80 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
51.75 |
1.1% |
93% |
False |
False |
405,289 |
100 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
50.50 |
1.1% |
93% |
False |
False |
324,332 |
120 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
49.75 |
1.0% |
93% |
False |
False |
270,294 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,959.00 |
2.618 |
4,899.50 |
1.618 |
4,863.00 |
1.000 |
4,840.50 |
0.618 |
4,826.50 |
HIGH |
4,804.00 |
0.618 |
4,790.00 |
0.500 |
4,785.75 |
0.382 |
4,781.50 |
LOW |
4,767.50 |
0.618 |
4,745.00 |
1.000 |
4,731.00 |
1.618 |
4,708.50 |
2.618 |
4,672.00 |
4.250 |
4,612.50 |
|
|
Fisher Pivots for day following 09-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,790.50 |
4,779.50 |
PP |
4,788.00 |
4,766.25 |
S1 |
4,785.75 |
4,753.00 |
|