| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,545.25 |
16,455.00 |
-90.25 |
-0.5% |
17,019.00 |
| High |
16,587.25 |
16,577.25 |
-10.00 |
-0.1% |
17,038.50 |
| Low |
16,436.00 |
16,334.25 |
-101.75 |
-0.6% |
16,334.25 |
| Close |
16,445.00 |
16,460.25 |
15.25 |
0.1% |
16,460.25 |
| Range |
151.25 |
243.00 |
91.75 |
60.7% |
704.25 |
| ATR |
202.55 |
205.44 |
2.89 |
1.4% |
0.00 |
| Volume |
559,464 |
627,475 |
68,011 |
12.2% |
2,516,872 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,186.25 |
17,066.25 |
16,594.00 |
|
| R3 |
16,943.25 |
16,823.25 |
16,527.00 |
|
| R2 |
16,700.25 |
16,700.25 |
16,504.75 |
|
| R1 |
16,580.25 |
16,580.25 |
16,482.50 |
16,640.25 |
| PP |
16,457.25 |
16,457.25 |
16,457.25 |
16,487.25 |
| S1 |
16,337.25 |
16,337.25 |
16,438.00 |
16,397.25 |
| S2 |
16,214.25 |
16,214.25 |
16,415.75 |
|
| S3 |
15,971.25 |
16,094.25 |
16,393.50 |
|
| S4 |
15,728.25 |
15,851.25 |
16,326.50 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,723.75 |
18,296.25 |
16,847.50 |
|
| R3 |
18,019.50 |
17,592.00 |
16,654.00 |
|
| R2 |
17,315.25 |
17,315.25 |
16,589.25 |
|
| R1 |
16,887.75 |
16,887.75 |
16,524.75 |
16,749.50 |
| PP |
16,611.00 |
16,611.00 |
16,611.00 |
16,541.75 |
| S1 |
16,183.50 |
16,183.50 |
16,395.75 |
16,045.00 |
| S2 |
15,906.75 |
15,906.75 |
16,331.25 |
|
| S3 |
15,202.50 |
15,479.25 |
16,266.50 |
|
| S4 |
14,498.25 |
14,775.00 |
16,073.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,131.00 |
16,334.25 |
796.75 |
4.8% |
243.75 |
1.5% |
16% |
False |
True |
597,547 |
| 10 |
17,165.25 |
16,334.25 |
831.00 |
5.0% |
186.00 |
1.1% |
15% |
False |
True |
518,850 |
| 20 |
17,165.25 |
15,994.00 |
1,171.25 |
7.1% |
201.25 |
1.2% |
40% |
False |
False |
516,212 |
| 40 |
17,165.25 |
15,401.25 |
1,764.00 |
10.7% |
204.00 |
1.2% |
60% |
False |
False |
259,948 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
17.3% |
221.25 |
1.3% |
75% |
False |
False |
173,684 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
17.3% |
231.50 |
1.4% |
75% |
False |
False |
130,486 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
17.3% |
233.00 |
1.4% |
75% |
False |
False |
104,414 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
17.3% |
226.25 |
1.4% |
75% |
False |
False |
87,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,610.00 |
|
2.618 |
17,213.50 |
|
1.618 |
16,970.50 |
|
1.000 |
16,820.25 |
|
0.618 |
16,727.50 |
|
HIGH |
16,577.25 |
|
0.618 |
16,484.50 |
|
0.500 |
16,455.75 |
|
0.382 |
16,427.00 |
|
LOW |
16,334.25 |
|
0.618 |
16,184.00 |
|
1.000 |
16,091.25 |
|
1.618 |
15,941.00 |
|
2.618 |
15,698.00 |
|
4.250 |
15,301.50 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,458.75 |
16,535.75 |
| PP |
16,457.25 |
16,510.50 |
| S1 |
16,455.75 |
16,485.50 |
|