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 |
37,714 |
37,751 |
37 |
0.1% |
37,982 |
High |
37,985 |
37,882 |
-103 |
-0.3% |
38,113 |
Low |
37,699 |
37,504 |
-195 |
-0.5% |
37,504 |
Close |
37,715 |
37,719 |
4 |
0.0% |
37,719 |
Range |
286 |
378 |
92 |
32.2% |
609 |
ATR |
297 |
303 |
6 |
2.0% |
0 |
Volume |
130,813 |
150,701 |
19,888 |
15.2% |
598,405 |
|
Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,836 |
38,655 |
37,927 |
|
R3 |
38,458 |
38,277 |
37,823 |
|
R2 |
38,080 |
38,080 |
37,788 |
|
R1 |
37,899 |
37,899 |
37,754 |
37,801 |
PP |
37,702 |
37,702 |
37,702 |
37,652 |
S1 |
37,521 |
37,521 |
37,684 |
37,423 |
S2 |
37,324 |
37,324 |
37,650 |
|
S3 |
36,946 |
37,143 |
37,615 |
|
S4 |
36,568 |
36,765 |
37,511 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
39,606 |
39,271 |
38,054 |
|
R3 |
38,997 |
38,662 |
37,887 |
|
R2 |
38,388 |
38,388 |
37,831 |
|
R1 |
38,053 |
38,053 |
37,775 |
37,916 |
PP |
37,779 |
37,779 |
37,779 |
37,710 |
S1 |
37,444 |
37,444 |
37,663 |
37,307 |
S2 |
37,170 |
37,170 |
37,607 |
|
S3 |
36,561 |
36,835 |
37,552 |
|
S4 |
35,952 |
36,226 |
37,384 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
38,113 |
37,504 |
609 |
1.6% |
324 |
0.9% |
35% |
False |
True |
137,998 |
10 |
38,113 |
37,462 |
651 |
1.7% |
286 |
0.8% |
39% |
False |
False |
116,192 |
20 |
38,113 |
36,366 |
1,747 |
4.6% |
303 |
0.8% |
77% |
False |
False |
115,280 |
40 |
38,113 |
34,238 |
3,875 |
10.3% |
286 |
0.8% |
90% |
False |
False |
58,044 |
60 |
38,113 |
32,732 |
5,381 |
14.3% |
317 |
0.8% |
93% |
False |
False |
38,742 |
80 |
38,113 |
32,732 |
5,381 |
14.3% |
334 |
0.9% |
93% |
False |
False |
29,081 |
100 |
38,113 |
32,732 |
5,381 |
14.3% |
320 |
0.8% |
93% |
False |
False |
23,267 |
120 |
38,113 |
32,732 |
5,381 |
14.3% |
297 |
0.8% |
93% |
False |
False |
19,389 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39,489 |
2.618 |
38,872 |
1.618 |
38,494 |
1.000 |
38,260 |
0.618 |
38,116 |
HIGH |
37,882 |
0.618 |
37,738 |
0.500 |
37,693 |
0.382 |
37,649 |
LOW |
37,504 |
0.618 |
37,271 |
1.000 |
37,126 |
1.618 |
36,893 |
2.618 |
36,515 |
4.250 |
35,898 |
|
|
Fisher Pivots for day following 05-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
37,710 |
37,759 |
PP |
37,702 |
37,746 |
S1 |
37,693 |
37,732 |
|