Trading Metrics calculated at close of trading on 05-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
44,080 |
44,440 |
360 |
0.8% |
44,870 |
High |
46,055 |
45,570 |
-485 |
-1.1% |
47,980 |
Low |
43,800 |
44,090 |
290 |
0.7% |
42,075 |
Close |
45,405 |
45,055 |
-350 |
-0.8% |
45,055 |
Range |
2,255 |
1,480 |
-775 |
-34.4% |
5,905 |
ATR |
2,139 |
2,092 |
-47 |
-2.2% |
0 |
Volume |
118 |
139 |
21 |
17.8% |
1,008 |
|
Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
49,345 |
48,680 |
45,869 |
|
R3 |
47,865 |
47,200 |
45,462 |
|
R2 |
46,385 |
46,385 |
45,326 |
|
R1 |
45,720 |
45,720 |
45,191 |
46,053 |
PP |
44,905 |
44,905 |
44,905 |
45,071 |
S1 |
44,240 |
44,240 |
44,919 |
44,573 |
S2 |
43,425 |
43,425 |
44,784 |
|
S3 |
41,945 |
42,760 |
44,648 |
|
S4 |
40,465 |
41,280 |
44,241 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,752 |
59,808 |
48,303 |
|
R3 |
56,847 |
53,903 |
46,679 |
|
R2 |
50,942 |
50,942 |
46,138 |
|
R1 |
47,998 |
47,998 |
45,596 |
49,470 |
PP |
45,037 |
45,037 |
45,037 |
45,773 |
S1 |
42,093 |
42,093 |
44,514 |
43,565 |
S2 |
39,132 |
39,132 |
43,972 |
|
S3 |
33,227 |
36,188 |
43,431 |
|
S4 |
27,322 |
30,283 |
41,807 |
|
|
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 |
13.1% |
2,654 |
5.9% |
50% |
False |
False |
225 |
10 |
47,980 |
42,075 |
5,905 |
13.1% |
1,817 |
4.0% |
50% |
False |
False |
199 |
20 |
47,980 |
41,515 |
6,465 |
14.3% |
1,805 |
4.0% |
55% |
False |
False |
155 |
40 |
47,980 |
36,300 |
11,680 |
25.9% |
1,535 |
3.4% |
75% |
False |
False |
98 |
60 |
47,980 |
27,480 |
20,500 |
45.5% |
1,328 |
2.9% |
86% |
False |
False |
68 |
80 |
47,980 |
26,940 |
21,040 |
46.7% |
1,101 |
2.4% |
86% |
False |
False |
51 |
100 |
47,980 |
26,025 |
21,955 |
48.7% |
947 |
2.1% |
87% |
False |
False |
41 |
120 |
47,980 |
26,025 |
21,955 |
48.7% |
813 |
1.8% |
87% |
False |
False |
34 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
51,860 |
2.618 |
49,445 |
1.618 |
47,965 |
1.000 |
47,050 |
0.618 |
46,485 |
HIGH |
45,570 |
0.618 |
45,005 |
0.500 |
44,830 |
0.382 |
44,655 |
LOW |
44,090 |
0.618 |
43,175 |
1.000 |
42,610 |
1.618 |
41,695 |
2.618 |
40,215 |
4.250 |
37,800 |
|
|
Fisher Pivots for day following 05-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
44,980 |
44,848 |
PP |
44,905 |
44,642 |
S1 |
44,830 |
44,435 |
|