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 |
4,868.50 |
4,841.75 |
-26.75 |
-0.5% |
4,850.00 |
High |
4,879.00 |
4,841.75 |
-37.25 |
-0.8% |
4,892.25 |
Low |
4,817.00 |
4,792.75 |
-24.25 |
-0.5% |
4,848.25 |
Close |
4,838.50 |
4,798.00 |
-40.50 |
-0.8% |
4,871.50 |
Range |
62.00 |
49.00 |
-13.00 |
-21.0% |
44.00 |
ATR |
41.51 |
42.05 |
0.53 |
1.3% |
0.00 |
Volume |
3,669 |
10,495 |
6,826 |
186.0% |
5,159 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,957.75 |
4,927.00 |
4,825.00 |
|
R3 |
4,908.75 |
4,878.00 |
4,811.50 |
|
R2 |
4,859.75 |
4,859.75 |
4,807.00 |
|
R1 |
4,829.00 |
4,829.00 |
4,802.50 |
4,820.00 |
PP |
4,810.75 |
4,810.75 |
4,810.75 |
4,806.25 |
S1 |
4,780.00 |
4,780.00 |
4,793.50 |
4,771.00 |
S2 |
4,761.75 |
4,761.75 |
4,789.00 |
|
S3 |
4,712.75 |
4,731.00 |
4,784.50 |
|
S4 |
4,663.75 |
4,682.00 |
4,771.00 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,002.75 |
4,981.00 |
4,895.75 |
|
R3 |
4,958.75 |
4,937.00 |
4,883.50 |
|
R2 |
4,914.75 |
4,914.75 |
4,879.50 |
|
R1 |
4,893.00 |
4,893.00 |
4,875.50 |
4,904.00 |
PP |
4,870.75 |
4,870.75 |
4,870.75 |
4,876.00 |
S1 |
4,849.00 |
4,849.00 |
4,867.50 |
4,860.00 |
S2 |
4,826.75 |
4,826.75 |
4,863.50 |
|
S3 |
4,782.75 |
4,805.00 |
4,859.50 |
|
S4 |
4,738.75 |
4,761.00 |
4,847.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,892.25 |
4,792.75 |
99.50 |
2.1% |
37.50 |
0.8% |
5% |
False |
True |
3,737 |
10 |
4,892.25 |
4,792.75 |
99.50 |
2.1% |
42.25 |
0.9% |
5% |
False |
True |
2,325 |
20 |
4,892.25 |
4,650.00 |
242.25 |
5.0% |
41.50 |
0.9% |
61% |
False |
False |
1,825 |
40 |
4,892.25 |
4,454.00 |
438.25 |
9.1% |
39.75 |
0.8% |
78% |
False |
False |
1,014 |
60 |
4,892.25 |
4,215.25 |
677.00 |
14.1% |
45.75 |
1.0% |
86% |
False |
False |
745 |
80 |
4,892.25 |
4,215.25 |
677.00 |
14.1% |
47.00 |
1.0% |
86% |
False |
False |
605 |
100 |
4,892.25 |
4,215.25 |
677.00 |
14.1% |
42.50 |
0.9% |
86% |
False |
False |
491 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,050.00 |
2.618 |
4,970.00 |
1.618 |
4,921.00 |
1.000 |
4,890.75 |
0.618 |
4,872.00 |
HIGH |
4,841.75 |
0.618 |
4,823.00 |
0.500 |
4,817.25 |
0.382 |
4,811.50 |
LOW |
4,792.75 |
0.618 |
4,762.50 |
1.000 |
4,743.75 |
1.618 |
4,713.50 |
2.618 |
4,664.50 |
4.250 |
4,584.50 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,817.25 |
4,842.25 |
PP |
4,810.75 |
4,827.50 |
S1 |
4,804.50 |
4,812.75 |
|