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 |
7,736.5 |
7,755.5 |
19.0 |
0.2% |
7,752.5 |
High |
7,766.5 |
7,785.5 |
19.0 |
0.2% |
7,787.0 |
Low |
7,736.5 |
7,701.5 |
-35.0 |
-0.5% |
7,727.5 |
Close |
7,756.5 |
7,725.5 |
-31.0 |
-0.4% |
7,756.5 |
Range |
30.0 |
84.0 |
54.0 |
180.0% |
59.5 |
ATR |
65.6 |
66.9 |
1.3 |
2.0% |
0.0 |
Volume |
54,915 |
98,124 |
43,209 |
78.7% |
179,438 |
|
Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,989.5 |
7,941.5 |
7,771.5 |
|
R3 |
7,905.5 |
7,857.5 |
7,748.5 |
|
R2 |
7,821.5 |
7,821.5 |
7,741.0 |
|
R1 |
7,773.5 |
7,773.5 |
7,733.0 |
7,755.5 |
PP |
7,737.5 |
7,737.5 |
7,737.5 |
7,728.5 |
S1 |
7,689.5 |
7,689.5 |
7,718.0 |
7,671.5 |
S2 |
7,653.5 |
7,653.5 |
7,710.0 |
|
S3 |
7,569.5 |
7,605.5 |
7,702.5 |
|
S4 |
7,485.5 |
7,521.5 |
7,679.5 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,935.5 |
7,905.5 |
7,789.0 |
|
R3 |
7,876.0 |
7,846.0 |
7,773.0 |
|
R2 |
7,816.5 |
7,816.5 |
7,767.5 |
|
R1 |
7,786.5 |
7,786.5 |
7,762.0 |
7,801.5 |
PP |
7,757.0 |
7,757.0 |
7,757.0 |
7,764.5 |
S1 |
7,727.0 |
7,727.0 |
7,751.0 |
7,742.0 |
S2 |
7,697.5 |
7,697.5 |
7,745.5 |
|
S3 |
7,638.0 |
7,667.5 |
7,740.0 |
|
S4 |
7,578.5 |
7,608.0 |
7,724.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,787.0 |
7,687.5 |
99.5 |
1.3% |
55.5 |
0.7% |
38% |
False |
False |
70,033 |
10 |
7,795.0 |
7,577.0 |
218.0 |
2.8% |
70.5 |
0.9% |
68% |
False |
False |
84,039 |
20 |
7,795.0 |
7,496.0 |
299.0 |
3.9% |
67.0 |
0.9% |
77% |
False |
False |
89,809 |
40 |
7,795.0 |
7,355.0 |
440.0 |
5.7% |
48.5 |
0.6% |
84% |
False |
False |
47,601 |
60 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
42.5 |
0.5% |
85% |
False |
False |
31,737 |
80 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
34.5 |
0.4% |
79% |
False |
False |
23,878 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
28.0 |
0.4% |
79% |
False |
False |
19,102 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
23.0 |
0.3% |
79% |
False |
False |
15,921 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,142.5 |
2.618 |
8,005.5 |
1.618 |
7,921.5 |
1.000 |
7,869.5 |
0.618 |
7,837.5 |
HIGH |
7,785.5 |
0.618 |
7,753.5 |
0.500 |
7,743.5 |
0.382 |
7,733.5 |
LOW |
7,701.5 |
0.618 |
7,649.5 |
1.000 |
7,617.5 |
1.618 |
7,565.5 |
2.618 |
7,481.5 |
4.250 |
7,344.5 |
|
|
Fisher Pivots for day following 02-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
7,743.5 |
7,743.5 |
PP |
7,737.5 |
7,737.5 |
S1 |
7,731.5 |
7,731.5 |
|