| 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 |
16,867.0 |
16,940.0 |
73.0 |
0.4% |
16,956.0 |
| High |
16,953.0 |
17,123.0 |
170.0 |
1.0% |
16,983.0 |
| Low |
16,861.0 |
16,798.0 |
-63.0 |
-0.4% |
16,848.0 |
| Close |
16,913.0 |
16,920.0 |
7.0 |
0.0% |
16,913.0 |
| Range |
92.0 |
325.0 |
233.0 |
253.3% |
135.0 |
| ATR |
137.1 |
150.6 |
13.4 |
9.8% |
0.0 |
| Volume |
29,875 |
69,727 |
39,852 |
133.4% |
122,609 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,922.0 |
17,746.0 |
17,098.8 |
|
| R3 |
17,597.0 |
17,421.0 |
17,009.4 |
|
| R2 |
17,272.0 |
17,272.0 |
16,979.6 |
|
| R1 |
17,096.0 |
17,096.0 |
16,949.8 |
17,021.5 |
| PP |
16,947.0 |
16,947.0 |
16,947.0 |
16,909.8 |
| S1 |
16,771.0 |
16,771.0 |
16,890.2 |
16,696.5 |
| S2 |
16,622.0 |
16,622.0 |
16,860.4 |
|
| S3 |
16,297.0 |
16,446.0 |
16,830.6 |
|
| S4 |
15,972.0 |
16,121.0 |
16,741.3 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,319.7 |
17,251.3 |
16,987.3 |
|
| R3 |
17,184.7 |
17,116.3 |
16,950.1 |
|
| R2 |
17,049.7 |
17,049.7 |
16,937.8 |
|
| R1 |
16,981.3 |
16,981.3 |
16,925.4 |
16,948.0 |
| PP |
16,914.7 |
16,914.7 |
16,914.7 |
16,898.0 |
| S1 |
16,846.3 |
16,846.3 |
16,900.6 |
16,813.0 |
| S2 |
16,779.7 |
16,779.7 |
16,888.3 |
|
| S3 |
16,644.7 |
16,711.3 |
16,875.9 |
|
| S4 |
16,509.7 |
16,576.3 |
16,838.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,123.0 |
16,798.0 |
325.0 |
1.9% |
148.6 |
0.9% |
38% |
True |
True |
44,931 |
| 10 |
17,123.0 |
16,795.0 |
328.0 |
1.9% |
149.3 |
0.9% |
38% |
True |
False |
46,847 |
| 20 |
17,200.0 |
16,472.0 |
728.0 |
4.3% |
151.2 |
0.9% |
62% |
False |
False |
33,344 |
| 40 |
17,200.0 |
15,220.0 |
1,980.0 |
11.7% |
125.2 |
0.7% |
86% |
False |
False |
16,700 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
116.1 |
0.7% |
88% |
False |
False |
11,143 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
109.9 |
0.6% |
88% |
False |
False |
8,361 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
95.3 |
0.6% |
88% |
False |
False |
6,689 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
79.5 |
0.5% |
88% |
False |
False |
5,574 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,504.3 |
|
2.618 |
17,973.9 |
|
1.618 |
17,648.9 |
|
1.000 |
17,448.0 |
|
0.618 |
17,323.9 |
|
HIGH |
17,123.0 |
|
0.618 |
16,998.9 |
|
0.500 |
16,960.5 |
|
0.382 |
16,922.2 |
|
LOW |
16,798.0 |
|
0.618 |
16,597.2 |
|
1.000 |
16,473.0 |
|
1.618 |
16,272.2 |
|
2.618 |
15,947.2 |
|
4.250 |
15,416.8 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,960.5 |
16,960.5 |
| PP |
16,947.0 |
16,947.0 |
| S1 |
16,933.5 |
16,933.5 |
|