| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,736.75 |
16,545.25 |
-191.50 |
-1.1% |
16,964.50 |
| High |
16,737.25 |
16,587.25 |
-150.00 |
-0.9% |
17,165.25 |
| Low |
16,522.00 |
16,436.00 |
-86.00 |
-0.5% |
16,938.25 |
| Close |
16,538.00 |
16,445.00 |
-93.00 |
-0.6% |
17,023.50 |
| Range |
215.25 |
151.25 |
-64.00 |
-29.7% |
227.00 |
| ATR |
206.50 |
202.55 |
-3.95 |
-1.9% |
0.00 |
| Volume |
677,219 |
559,464 |
-117,755 |
-17.4% |
1,544,958 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,943.25 |
16,845.25 |
16,528.25 |
|
| R3 |
16,792.00 |
16,694.00 |
16,486.50 |
|
| R2 |
16,640.75 |
16,640.75 |
16,472.75 |
|
| R1 |
16,542.75 |
16,542.75 |
16,458.75 |
16,516.00 |
| PP |
16,489.50 |
16,489.50 |
16,489.50 |
16,476.00 |
| S1 |
16,391.50 |
16,391.50 |
16,431.25 |
16,365.00 |
| S2 |
16,338.25 |
16,338.25 |
16,417.25 |
|
| S3 |
16,187.00 |
16,240.25 |
16,403.50 |
|
| S4 |
16,035.75 |
16,089.00 |
16,361.75 |
|
|
| 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 |
16,436.00 |
729.25 |
4.4% |
212.50 |
1.3% |
1% |
False |
True |
543,592 |
| 10 |
17,165.25 |
16,436.00 |
729.25 |
4.4% |
193.25 |
1.2% |
1% |
False |
True |
521,535 |
| 20 |
17,165.25 |
15,994.00 |
1,171.25 |
7.1% |
201.00 |
1.2% |
39% |
False |
False |
485,431 |
| 40 |
17,165.25 |
15,368.00 |
1,797.25 |
10.9% |
204.00 |
1.2% |
60% |
False |
False |
244,295 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
17.3% |
220.75 |
1.3% |
75% |
False |
False |
163,239 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
17.3% |
230.75 |
1.4% |
75% |
False |
False |
122,644 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
17.3% |
233.00 |
1.4% |
75% |
False |
False |
98,139 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
17.3% |
225.75 |
1.4% |
75% |
False |
False |
81,787 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,230.00 |
|
2.618 |
16,983.25 |
|
1.618 |
16,832.00 |
|
1.000 |
16,738.50 |
|
0.618 |
16,680.75 |
|
HIGH |
16,587.25 |
|
0.618 |
16,529.50 |
|
0.500 |
16,511.50 |
|
0.382 |
16,493.75 |
|
LOW |
16,436.00 |
|
0.618 |
16,342.50 |
|
1.000 |
16,284.75 |
|
1.618 |
16,191.25 |
|
2.618 |
16,040.00 |
|
4.250 |
15,793.25 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,511.50 |
16,737.25 |
| PP |
16,489.50 |
16,639.75 |
| S1 |
16,467.25 |
16,542.50 |
|