Trading Metrics calculated at close of trading on 10-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,797.75 |
4,790.75 |
-7.00 |
-0.1% |
4,818.00 |
High |
4,804.00 |
4,828.50 |
24.50 |
0.5% |
4,828.00 |
Low |
4,767.50 |
4,786.00 |
18.50 |
0.4% |
4,702.00 |
Close |
4,792.75 |
4,820.25 |
27.50 |
0.6% |
4,734.75 |
Range |
36.50 |
42.50 |
6.00 |
16.4% |
126.00 |
ATR |
46.23 |
45.97 |
-0.27 |
-0.6% |
0.00 |
Volume |
1,369,103 |
1,377,780 |
8,677 |
0.6% |
6,547,927 |
|
Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,939.00 |
4,922.25 |
4,843.50 |
|
R3 |
4,896.50 |
4,879.75 |
4,832.00 |
|
R2 |
4,854.00 |
4,854.00 |
4,828.00 |
|
R1 |
4,837.25 |
4,837.25 |
4,824.25 |
4,845.50 |
PP |
4,811.50 |
4,811.50 |
4,811.50 |
4,815.75 |
S1 |
4,794.75 |
4,794.75 |
4,816.25 |
4,803.00 |
S2 |
4,769.00 |
4,769.00 |
4,812.50 |
|
S3 |
4,726.50 |
4,752.25 |
4,808.50 |
|
S4 |
4,684.00 |
4,709.75 |
4,797.00 |
|
|
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 |
4,828.50 |
4,702.00 |
126.50 |
2.6% |
53.00 |
1.1% |
93% |
True |
False |
1,465,444 |
10 |
4,841.50 |
4,702.00 |
139.50 |
2.9% |
45.50 |
0.9% |
85% |
False |
False |
1,396,359 |
20 |
4,841.50 |
4,662.25 |
179.25 |
3.7% |
45.50 |
0.9% |
88% |
False |
False |
1,478,798 |
40 |
4,841.50 |
4,455.75 |
385.75 |
8.0% |
42.00 |
0.9% |
94% |
False |
False |
841,495 |
60 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
47.75 |
1.0% |
97% |
False |
False |
562,449 |
80 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
51.25 |
1.1% |
97% |
False |
False |
422,475 |
100 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
50.50 |
1.0% |
97% |
False |
False |
338,107 |
120 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
49.75 |
1.0% |
97% |
False |
False |
281,774 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,009.00 |
2.618 |
4,939.75 |
1.618 |
4,897.25 |
1.000 |
4,871.00 |
0.618 |
4,854.75 |
HIGH |
4,828.50 |
0.618 |
4,812.25 |
0.500 |
4,807.25 |
0.382 |
4,802.25 |
LOW |
4,786.00 |
0.618 |
4,759.75 |
1.000 |
4,743.50 |
1.618 |
4,717.25 |
2.618 |
4,674.75 |
4.250 |
4,605.50 |
|
|
Fisher Pivots for day following 10-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,816.00 |
4,804.00 |
PP |
4,811.50 |
4,788.00 |
S1 |
4,807.25 |
4,772.00 |
|