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 |
7,718.0 |
7,709.0 |
-9.0 |
-0.1% |
7,752.5 |
High |
7,759.0 |
7,738.5 |
-20.5 |
-0.3% |
7,787.0 |
Low |
7,659.5 |
7,683.5 |
24.0 |
0.3% |
7,727.5 |
Close |
7,691.0 |
7,736.0 |
45.0 |
0.6% |
7,756.5 |
Range |
99.5 |
55.0 |
-44.5 |
-44.7% |
59.5 |
ATR |
69.3 |
68.2 |
-1.0 |
-1.5% |
0.0 |
Volume |
95,797 |
74,954 |
-20,843 |
-21.8% |
179,438 |
|
Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,884.5 |
7,865.0 |
7,766.0 |
|
R3 |
7,829.5 |
7,810.0 |
7,751.0 |
|
R2 |
7,774.5 |
7,774.5 |
7,746.0 |
|
R1 |
7,755.0 |
7,755.0 |
7,741.0 |
7,765.0 |
PP |
7,719.5 |
7,719.5 |
7,719.5 |
7,724.0 |
S1 |
7,700.0 |
7,700.0 |
7,731.0 |
7,710.0 |
S2 |
7,664.5 |
7,664.5 |
7,726.0 |
|
S3 |
7,609.5 |
7,645.0 |
7,721.0 |
|
S4 |
7,554.5 |
7,590.0 |
7,706.0 |
|
|
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 |
7,785.5 |
7,659.5 |
126.0 |
1.6% |
65.0 |
0.8% |
61% |
False |
False |
75,741 |
10 |
7,795.0 |
7,630.5 |
164.5 |
2.1% |
66.0 |
0.9% |
64% |
False |
False |
78,534 |
20 |
7,795.0 |
7,496.0 |
299.0 |
3.9% |
69.0 |
0.9% |
80% |
False |
False |
98,330 |
40 |
7,795.0 |
7,355.0 |
440.0 |
5.7% |
52.0 |
0.7% |
87% |
False |
False |
51,870 |
60 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
45.0 |
0.6% |
88% |
False |
False |
34,582 |
80 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
36.5 |
0.5% |
82% |
False |
False |
26,012 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
29.5 |
0.4% |
82% |
False |
False |
20,810 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
24.5 |
0.3% |
82% |
False |
False |
17,344 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,972.0 |
2.618 |
7,882.5 |
1.618 |
7,827.5 |
1.000 |
7,793.5 |
0.618 |
7,772.5 |
HIGH |
7,738.5 |
0.618 |
7,717.5 |
0.500 |
7,711.0 |
0.382 |
7,704.5 |
LOW |
7,683.5 |
0.618 |
7,649.5 |
1.000 |
7,628.5 |
1.618 |
7,594.5 |
2.618 |
7,539.5 |
4.250 |
7,450.0 |
|
|
Fisher Pivots for day following 04-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
7,727.5 |
7,731.5 |
PP |
7,719.5 |
7,727.0 |
S1 |
7,711.0 |
7,722.5 |
|