| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,019.00 |
16,736.75 |
-282.25 |
-1.7% |
16,964.50 |
| High |
17,038.50 |
16,737.25 |
-301.25 |
-1.8% |
17,165.25 |
| Low |
16,622.50 |
16,522.00 |
-100.50 |
-0.6% |
16,938.25 |
| Close |
16,720.00 |
16,538.00 |
-182.00 |
-1.1% |
17,023.50 |
| Range |
416.00 |
215.25 |
-200.75 |
-48.3% |
227.00 |
| ATR |
205.82 |
206.50 |
0.67 |
0.3% |
0.00 |
| Volume |
652,714 |
677,219 |
24,505 |
3.8% |
1,544,958 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,244.75 |
17,106.75 |
16,656.50 |
|
| R3 |
17,029.50 |
16,891.50 |
16,597.25 |
|
| R2 |
16,814.25 |
16,814.25 |
16,577.50 |
|
| R1 |
16,676.25 |
16,676.25 |
16,557.75 |
16,637.50 |
| PP |
16,599.00 |
16,599.00 |
16,599.00 |
16,579.75 |
| S1 |
16,461.00 |
16,461.00 |
16,518.25 |
16,422.50 |
| S2 |
16,383.75 |
16,383.75 |
16,498.50 |
|
| S3 |
16,168.50 |
16,245.75 |
16,478.75 |
|
| S4 |
15,953.25 |
16,030.50 |
16,419.50 |
|
|
| 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 |
16,522.00 |
643.25 |
3.9% |
197.75 |
1.2% |
2% |
False |
True |
516,560 |
| 10 |
17,165.25 |
16,522.00 |
643.25 |
3.9% |
190.00 |
1.1% |
2% |
False |
True |
515,240 |
| 20 |
17,165.25 |
15,961.00 |
1,204.25 |
7.3% |
203.50 |
1.2% |
48% |
False |
False |
458,377 |
| 40 |
17,165.25 |
15,329.75 |
1,835.50 |
11.1% |
203.00 |
1.2% |
66% |
False |
False |
230,333 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
17.2% |
222.50 |
1.3% |
78% |
False |
False |
153,928 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
17.2% |
231.25 |
1.4% |
78% |
False |
False |
115,652 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
17.2% |
233.50 |
1.4% |
78% |
False |
False |
92,545 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
17.2% |
225.75 |
1.4% |
78% |
False |
False |
77,125 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,652.00 |
|
2.618 |
17,300.75 |
|
1.618 |
17,085.50 |
|
1.000 |
16,952.50 |
|
0.618 |
16,870.25 |
|
HIGH |
16,737.25 |
|
0.618 |
16,655.00 |
|
0.500 |
16,629.50 |
|
0.382 |
16,604.25 |
|
LOW |
16,522.00 |
|
0.618 |
16,389.00 |
|
1.000 |
16,306.75 |
|
1.618 |
16,173.75 |
|
2.618 |
15,958.50 |
|
4.250 |
15,607.25 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,629.50 |
16,826.50 |
| PP |
16,599.00 |
16,730.25 |
| S1 |
16,568.50 |
16,634.25 |
|