Trading Metrics calculated at close of trading on 10-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
7,719.0 |
7,678.5 |
-40.5 |
-0.5% |
7,755.5 |
High |
7,727.5 |
7,686.5 |
-41.0 |
-0.5% |
7,785.5 |
Low |
7,674.0 |
7,648.5 |
-25.5 |
-0.3% |
7,647.5 |
Close |
7,691.0 |
7,657.0 |
-34.0 |
-0.4% |
7,695.5 |
Range |
53.5 |
38.0 |
-15.5 |
-29.0% |
138.0 |
ATR |
70.0 |
68.0 |
-2.0 |
-2.8% |
0.0 |
Volume |
62,295 |
62,280 |
-15 |
0.0% |
347,615 |
|
Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,778.0 |
7,755.5 |
7,678.0 |
|
R3 |
7,740.0 |
7,717.5 |
7,667.5 |
|
R2 |
7,702.0 |
7,702.0 |
7,664.0 |
|
R1 |
7,679.5 |
7,679.5 |
7,660.5 |
7,672.0 |
PP |
7,664.0 |
7,664.0 |
7,664.0 |
7,660.0 |
S1 |
7,641.5 |
7,641.5 |
7,653.5 |
7,634.0 |
S2 |
7,626.0 |
7,626.0 |
7,650.0 |
|
S3 |
7,588.0 |
7,603.5 |
7,646.5 |
|
S4 |
7,550.0 |
7,565.5 |
7,636.0 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,123.5 |
8,047.5 |
7,771.5 |
|
R3 |
7,985.5 |
7,909.5 |
7,733.5 |
|
R2 |
7,847.5 |
7,847.5 |
7,721.0 |
|
R1 |
7,771.5 |
7,771.5 |
7,708.0 |
7,740.5 |
PP |
7,709.5 |
7,709.5 |
7,709.5 |
7,694.0 |
S1 |
7,633.5 |
7,633.5 |
7,683.0 |
7,602.5 |
S2 |
7,571.5 |
7,571.5 |
7,670.0 |
|
S3 |
7,433.5 |
7,495.5 |
7,657.5 |
|
S4 |
7,295.5 |
7,357.5 |
7,619.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,738.5 |
7,640.5 |
98.0 |
1.3% |
60.5 |
0.8% |
17% |
False |
False |
70,336 |
10 |
7,787.0 |
7,640.5 |
146.5 |
1.9% |
62.5 |
0.8% |
11% |
False |
False |
72,504 |
20 |
7,795.0 |
7,524.0 |
271.0 |
3.5% |
71.5 |
0.9% |
49% |
False |
False |
105,078 |
40 |
7,795.0 |
7,393.0 |
402.0 |
5.3% |
55.5 |
0.7% |
66% |
False |
False |
58,786 |
60 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
48.5 |
0.6% |
71% |
False |
False |
39,194 |
80 |
7,829.5 |
7,319.0 |
510.5 |
6.7% |
40.0 |
0.5% |
66% |
False |
False |
29,472 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
32.0 |
0.4% |
66% |
False |
False |
23,577 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
26.5 |
0.3% |
66% |
False |
False |
19,650 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,848.0 |
2.618 |
7,786.0 |
1.618 |
7,748.0 |
1.000 |
7,724.5 |
0.618 |
7,710.0 |
HIGH |
7,686.5 |
0.618 |
7,672.0 |
0.500 |
7,667.5 |
0.382 |
7,663.0 |
LOW |
7,648.5 |
0.618 |
7,625.0 |
1.000 |
7,610.5 |
1.618 |
7,587.0 |
2.618 |
7,549.0 |
4.250 |
7,487.0 |
|
|
Fisher Pivots for day following 10-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
7,667.5 |
7,686.5 |
PP |
7,664.0 |
7,676.5 |
S1 |
7,660.5 |
7,667.0 |
|