Trading Metrics calculated at close of trading on 02-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
17,090.25 |
17,019.00 |
-71.25 |
-0.4% |
16,964.50 |
High |
17,131.00 |
17,038.50 |
-92.50 |
-0.5% |
17,165.25 |
Low |
16,938.25 |
16,622.50 |
-315.75 |
-1.9% |
16,938.25 |
Close |
17,023.50 |
16,720.00 |
-303.50 |
-1.8% |
17,023.50 |
Range |
192.75 |
416.00 |
223.25 |
115.8% |
227.00 |
ATR |
189.66 |
205.82 |
16.17 |
8.5% |
0.00 |
Volume |
470,864 |
652,714 |
181,850 |
38.6% |
1,544,958 |
|
Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,041.75 |
17,796.75 |
16,948.75 |
|
R3 |
17,625.75 |
17,380.75 |
16,834.50 |
|
R2 |
17,209.75 |
17,209.75 |
16,796.25 |
|
R1 |
16,964.75 |
16,964.75 |
16,758.25 |
16,879.25 |
PP |
16,793.75 |
16,793.75 |
16,793.75 |
16,751.00 |
S1 |
16,548.75 |
16,548.75 |
16,681.75 |
16,463.25 |
S2 |
16,377.75 |
16,377.75 |
16,643.75 |
|
S3 |
15,961.75 |
16,132.75 |
16,605.50 |
|
S4 |
15,545.75 |
15,716.75 |
16,491.25 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,723.25 |
17,600.50 |
17,148.25 |
|
R3 |
17,496.25 |
17,373.50 |
17,086.00 |
|
R2 |
17,269.25 |
17,269.25 |
17,065.00 |
|
R1 |
17,146.50 |
17,146.50 |
17,044.25 |
17,208.00 |
PP |
17,042.25 |
17,042.25 |
17,042.25 |
17,073.00 |
S1 |
16,919.50 |
16,919.50 |
17,002.75 |
16,981.00 |
S2 |
16,815.25 |
16,815.25 |
16,982.00 |
|
S3 |
16,588.25 |
16,692.50 |
16,961.00 |
|
S4 |
16,361.25 |
16,465.50 |
16,898.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,165.25 |
16,622.50 |
542.75 |
3.2% |
184.00 |
1.1% |
18% |
False |
True |
439,534 |
10 |
17,165.25 |
16,622.50 |
542.75 |
3.2% |
185.50 |
1.1% |
18% |
False |
True |
493,862 |
20 |
17,165.25 |
15,920.25 |
1,245.00 |
7.4% |
207.75 |
1.2% |
64% |
False |
False |
425,278 |
40 |
17,165.25 |
15,118.50 |
2,046.75 |
12.2% |
205.00 |
1.2% |
78% |
False |
False |
213,443 |
60 |
17,165.25 |
14,322.75 |
2,842.50 |
17.0% |
227.25 |
1.4% |
84% |
False |
False |
142,665 |
80 |
17,165.25 |
14,322.75 |
2,842.50 |
17.0% |
230.50 |
1.4% |
84% |
False |
False |
107,188 |
100 |
17,165.25 |
14,322.75 |
2,842.50 |
17.0% |
234.50 |
1.4% |
84% |
False |
False |
85,774 |
120 |
17,165.25 |
14,322.75 |
2,842.50 |
17.0% |
225.25 |
1.3% |
84% |
False |
False |
71,481 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,806.50 |
2.618 |
18,127.50 |
1.618 |
17,711.50 |
1.000 |
17,454.50 |
0.618 |
17,295.50 |
HIGH |
17,038.50 |
0.618 |
16,879.50 |
0.500 |
16,830.50 |
0.382 |
16,781.50 |
LOW |
16,622.50 |
0.618 |
16,365.50 |
1.000 |
16,206.50 |
1.618 |
15,949.50 |
2.618 |
15,533.50 |
4.250 |
14,854.50 |
|
|
Fisher Pivots for day following 02-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
16,830.50 |
16,894.00 |
PP |
16,793.75 |
16,836.00 |
S1 |
16,756.75 |
16,778.00 |
|