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 |
2,089.0 |
2,090.0 |
1.0 |
0.0% |
2,112.2 |
High |
2,097.0 |
2,110.2 |
13.2 |
0.6% |
2,127.5 |
Low |
2,083.3 |
2,071.2 |
-12.1 |
-0.6% |
2,071.2 |
Close |
2,089.5 |
2,089.3 |
-0.2 |
0.0% |
2,089.3 |
Range |
13.7 |
39.0 |
25.3 |
184.7% |
56.3 |
ATR |
25.7 |
26.7 |
0.9 |
3.7% |
0.0 |
Volume |
3,103 |
2,891 |
-212 |
-6.8% |
11,552 |
|
Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,207.2 |
2,187.3 |
2,110.8 |
|
R3 |
2,168.2 |
2,148.3 |
2,100.0 |
|
R2 |
2,129.2 |
2,129.2 |
2,096.5 |
|
R1 |
2,109.3 |
2,109.3 |
2,092.9 |
2,099.8 |
PP |
2,090.2 |
2,090.2 |
2,090.2 |
2,085.5 |
S1 |
2,070.3 |
2,070.3 |
2,085.7 |
2,060.8 |
S2 |
2,051.2 |
2,051.2 |
2,082.2 |
|
S3 |
2,012.2 |
2,031.3 |
2,078.6 |
|
S4 |
1,973.2 |
1,992.3 |
2,067.9 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,264.9 |
2,233.4 |
2,120.3 |
|
R3 |
2,208.6 |
2,177.1 |
2,104.8 |
|
R2 |
2,152.3 |
2,152.3 |
2,099.6 |
|
R1 |
2,120.8 |
2,120.8 |
2,094.5 |
2,108.4 |
PP |
2,096.0 |
2,096.0 |
2,096.0 |
2,089.8 |
S1 |
2,064.5 |
2,064.5 |
2,084.1 |
2,052.1 |
S2 |
2,039.7 |
2,039.7 |
2,079.0 |
|
S3 |
1,983.4 |
2,008.2 |
2,073.8 |
|
S4 |
1,927.1 |
1,951.9 |
2,058.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,127.5 |
2,071.2 |
56.3 |
2.7% |
25.2 |
1.2% |
32% |
False |
True |
2,484 |
10 |
2,137.5 |
2,071.2 |
66.3 |
3.2% |
22.1 |
1.1% |
27% |
False |
True |
2,336 |
20 |
2,137.5 |
2,027.3 |
110.2 |
5.3% |
24.4 |
1.2% |
56% |
False |
False |
2,897 |
40 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
25.8 |
1.2% |
48% |
False |
False |
2,847 |
60 |
2,191.2 |
1,929.1 |
262.1 |
12.5% |
25.2 |
1.2% |
61% |
False |
False |
2,677 |
80 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
22.9 |
1.1% |
67% |
False |
False |
2,226 |
100 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
21.2 |
1.0% |
67% |
False |
False |
1,842 |
120 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
20.2 |
1.0% |
67% |
False |
False |
1,562 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,276.0 |
2.618 |
2,212.3 |
1.618 |
2,173.3 |
1.000 |
2,149.2 |
0.618 |
2,134.3 |
HIGH |
2,110.2 |
0.618 |
2,095.3 |
0.500 |
2,090.7 |
0.382 |
2,086.1 |
LOW |
2,071.2 |
0.618 |
2,047.1 |
1.000 |
2,032.2 |
1.618 |
2,008.1 |
2.618 |
1,969.1 |
4.250 |
1,905.5 |
|
|
Fisher Pivots for day following 05-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
2,090.7 |
2,092.6 |
PP |
2,090.2 |
2,091.5 |
S1 |
2,089.8 |
2,090.4 |
|