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 |
44,870 |
46,235 |
1,365 |
3.0% |
43,760 |
High |
47,980 |
46,795 |
-1,185 |
-2.5% |
45,325 |
Low |
44,870 |
42,075 |
-2,795 |
-6.2% |
42,755 |
Close |
46,120 |
43,825 |
-2,295 |
-5.0% |
43,235 |
Range |
3,110 |
4,720 |
1,610 |
51.8% |
2,570 |
ATR |
1,931 |
2,130 |
199 |
10.3% |
0 |
Volume |
496 |
255 |
-241 |
-48.6% |
759 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58,392 |
55,828 |
46,421 |
|
R3 |
53,672 |
51,108 |
45,123 |
|
R2 |
48,952 |
48,952 |
44,690 |
|
R1 |
46,388 |
46,388 |
44,258 |
45,310 |
PP |
44,232 |
44,232 |
44,232 |
43,693 |
S1 |
41,668 |
41,668 |
43,392 |
40,590 |
S2 |
39,512 |
39,512 |
42,960 |
|
S3 |
34,792 |
36,948 |
42,527 |
|
S4 |
30,072 |
32,228 |
41,229 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
51,482 |
49,928 |
44,649 |
|
R3 |
48,912 |
47,358 |
43,942 |
|
R2 |
46,342 |
46,342 |
43,706 |
|
R1 |
44,788 |
44,788 |
43,471 |
44,280 |
PP |
43,772 |
43,772 |
43,772 |
43,518 |
S1 |
42,218 |
42,218 |
42,999 |
41,710 |
S2 |
41,202 |
41,202 |
42,764 |
|
S3 |
38,632 |
39,648 |
42,528 |
|
S4 |
36,062 |
37,078 |
41,822 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
47,980 |
42,075 |
5,905 |
13.5% |
2,371 |
5.4% |
30% |
False |
True |
232 |
10 |
47,980 |
42,075 |
5,905 |
13.5% |
1,851 |
4.2% |
30% |
False |
True |
217 |
20 |
47,980 |
41,515 |
6,465 |
14.8% |
1,795 |
4.1% |
36% |
False |
False |
150 |
40 |
47,980 |
36,150 |
11,830 |
27.0% |
1,482 |
3.4% |
65% |
False |
False |
92 |
60 |
47,980 |
27,480 |
20,500 |
46.8% |
1,273 |
2.9% |
80% |
False |
False |
64 |
80 |
47,980 |
26,025 |
21,955 |
50.1% |
1,058 |
2.4% |
81% |
False |
False |
48 |
100 |
47,980 |
26,025 |
21,955 |
50.1% |
913 |
2.1% |
81% |
False |
False |
38 |
120 |
47,980 |
26,025 |
21,955 |
50.1% |
786 |
1.8% |
81% |
False |
False |
32 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66,855 |
2.618 |
59,152 |
1.618 |
54,432 |
1.000 |
51,515 |
0.618 |
49,712 |
HIGH |
46,795 |
0.618 |
44,992 |
0.500 |
44,435 |
0.382 |
43,878 |
LOW |
42,075 |
0.618 |
39,158 |
1.000 |
37,355 |
1.618 |
34,438 |
2.618 |
29,718 |
4.250 |
22,015 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
44,435 |
45,028 |
PP |
44,232 |
44,627 |
S1 |
44,028 |
44,226 |
|