Trading Metrics calculated at close of trading on 03-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
7,755.5 |
7,718.0 |
-37.5 |
-0.5% |
7,752.5 |
High |
7,785.5 |
7,759.0 |
-26.5 |
-0.3% |
7,787.0 |
Low |
7,701.5 |
7,659.5 |
-42.0 |
-0.5% |
7,727.5 |
Close |
7,725.5 |
7,691.0 |
-34.5 |
-0.4% |
7,756.5 |
Range |
84.0 |
99.5 |
15.5 |
18.5% |
59.5 |
ATR |
66.9 |
69.3 |
2.3 |
3.5% |
0.0 |
Volume |
98,124 |
95,797 |
-2,327 |
-2.4% |
179,438 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,001.5 |
7,946.0 |
7,745.5 |
|
R3 |
7,902.0 |
7,846.5 |
7,718.5 |
|
R2 |
7,802.5 |
7,802.5 |
7,709.0 |
|
R1 |
7,747.0 |
7,747.0 |
7,700.0 |
7,725.0 |
PP |
7,703.0 |
7,703.0 |
7,703.0 |
7,692.0 |
S1 |
7,647.5 |
7,647.5 |
7,682.0 |
7,625.5 |
S2 |
7,603.5 |
7,603.5 |
7,673.0 |
|
S3 |
7,504.0 |
7,548.0 |
7,663.5 |
|
S4 |
7,404.5 |
7,448.5 |
7,636.5 |
|
|
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 |
7,659.5 |
127.5 |
1.7% |
64.5 |
0.8% |
25% |
False |
True |
74,671 |
10 |
7,795.0 |
7,580.5 |
214.5 |
2.8% |
68.5 |
0.9% |
52% |
False |
False |
79,143 |
20 |
7,795.0 |
7,496.0 |
299.0 |
3.9% |
68.5 |
0.9% |
65% |
False |
False |
94,596 |
40 |
7,795.0 |
7,355.0 |
440.0 |
5.7% |
50.5 |
0.7% |
76% |
False |
False |
49,996 |
60 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
44.0 |
0.6% |
78% |
False |
False |
33,333 |
80 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
36.0 |
0.5% |
73% |
False |
False |
25,076 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
29.0 |
0.4% |
73% |
False |
False |
20,060 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
24.0 |
0.3% |
73% |
False |
False |
16,719 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,182.0 |
2.618 |
8,019.5 |
1.618 |
7,920.0 |
1.000 |
7,858.5 |
0.618 |
7,820.5 |
HIGH |
7,759.0 |
0.618 |
7,721.0 |
0.500 |
7,709.0 |
0.382 |
7,697.5 |
LOW |
7,659.5 |
0.618 |
7,598.0 |
1.000 |
7,560.0 |
1.618 |
7,498.5 |
2.618 |
7,399.0 |
4.250 |
7,236.5 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
7,709.0 |
7,722.5 |
PP |
7,703.0 |
7,712.0 |
S1 |
7,697.0 |
7,701.5 |
|