| 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 |
16,885.0 |
16,654.0 |
-231.0 |
-1.4% |
16,956.0 |
| High |
16,938.0 |
16,771.0 |
-167.0 |
-1.0% |
16,983.0 |
| Low |
16,622.0 |
16,635.0 |
13.0 |
0.1% |
16,848.0 |
| Close |
16,665.0 |
16,768.0 |
103.0 |
0.6% |
16,913.0 |
| Range |
316.0 |
136.0 |
-180.0 |
-57.0% |
135.0 |
| ATR |
162.4 |
160.5 |
-1.9 |
-1.2% |
0.0 |
| Volume |
64,618 |
47,187 |
-17,431 |
-27.0% |
122,609 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,132.7 |
17,086.3 |
16,842.8 |
|
| R3 |
16,996.7 |
16,950.3 |
16,805.4 |
|
| R2 |
16,860.7 |
16,860.7 |
16,792.9 |
|
| R1 |
16,814.3 |
16,814.3 |
16,780.5 |
16,837.5 |
| PP |
16,724.7 |
16,724.7 |
16,724.7 |
16,736.3 |
| S1 |
16,678.3 |
16,678.3 |
16,755.5 |
16,701.5 |
| S2 |
16,588.7 |
16,588.7 |
16,743.1 |
|
| S3 |
16,452.7 |
16,542.3 |
16,730.6 |
|
| S4 |
16,316.7 |
16,406.3 |
16,693.2 |
|
|
| 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 |
16,622.0 |
501.0 |
3.0% |
200.8 |
1.2% |
29% |
False |
False |
53,779 |
| 10 |
17,123.0 |
16,622.0 |
501.0 |
3.0% |
164.1 |
1.0% |
29% |
False |
False |
46,840 |
| 20 |
17,200.0 |
16,593.0 |
607.0 |
3.6% |
162.4 |
1.0% |
29% |
False |
False |
38,872 |
| 40 |
17,200.0 |
15,325.0 |
1,875.0 |
11.2% |
129.3 |
0.8% |
77% |
False |
False |
19,492 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
121.8 |
0.7% |
82% |
False |
False |
13,006 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
113.6 |
0.7% |
82% |
False |
False |
9,759 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
99.9 |
0.6% |
82% |
False |
False |
7,807 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
83.2 |
0.5% |
82% |
False |
False |
6,506 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,349.0 |
|
2.618 |
17,127.0 |
|
1.618 |
16,991.0 |
|
1.000 |
16,907.0 |
|
0.618 |
16,855.0 |
|
HIGH |
16,771.0 |
|
0.618 |
16,719.0 |
|
0.500 |
16,703.0 |
|
0.382 |
16,687.0 |
|
LOW |
16,635.0 |
|
0.618 |
16,551.0 |
|
1.000 |
16,499.0 |
|
1.618 |
16,415.0 |
|
2.618 |
16,279.0 |
|
4.250 |
16,057.0 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,746.3 |
16,872.5 |
| PP |
16,724.7 |
16,837.7 |
| S1 |
16,703.0 |
16,802.8 |
|