Trading Metrics calculated at close of trading on 04-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,841.75 |
4,802.00 |
-39.75 |
-0.8% |
4,850.00 |
High |
4,841.75 |
4,818.25 |
-23.50 |
-0.5% |
4,892.25 |
Low |
4,792.75 |
4,779.50 |
-13.25 |
-0.3% |
4,848.25 |
Close |
4,798.00 |
4,781.50 |
-16.50 |
-0.3% |
4,871.50 |
Range |
49.00 |
38.75 |
-10.25 |
-20.9% |
44.00 |
ATR |
42.05 |
41.81 |
-0.24 |
-0.6% |
0.00 |
Volume |
10,495 |
7,537 |
-2,958 |
-28.2% |
5,159 |
|
Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,909.25 |
4,884.25 |
4,802.75 |
|
R3 |
4,870.50 |
4,845.50 |
4,792.25 |
|
R2 |
4,831.75 |
4,831.75 |
4,788.50 |
|
R1 |
4,806.75 |
4,806.75 |
4,785.00 |
4,800.00 |
PP |
4,793.00 |
4,793.00 |
4,793.00 |
4,789.75 |
S1 |
4,768.00 |
4,768.00 |
4,778.00 |
4,761.00 |
S2 |
4,754.25 |
4,754.25 |
4,774.50 |
|
S3 |
4,715.50 |
4,729.25 |
4,770.75 |
|
S4 |
4,676.75 |
4,690.50 |
4,760.25 |
|
|
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 |
4,779.50 |
112.75 |
2.4% |
41.25 |
0.9% |
2% |
False |
True |
4,851 |
10 |
4,892.25 |
4,779.50 |
112.75 |
2.4% |
42.75 |
0.9% |
2% |
False |
True |
2,981 |
20 |
4,892.25 |
4,650.00 |
242.25 |
5.1% |
42.00 |
0.9% |
54% |
False |
False |
2,190 |
40 |
4,892.25 |
4,454.00 |
438.25 |
9.2% |
40.25 |
0.8% |
75% |
False |
False |
1,189 |
60 |
4,892.25 |
4,215.25 |
677.00 |
14.2% |
45.25 |
0.9% |
84% |
False |
False |
869 |
80 |
4,892.25 |
4,215.25 |
677.00 |
14.2% |
47.25 |
1.0% |
84% |
False |
False |
686 |
100 |
4,892.25 |
4,215.25 |
677.00 |
14.2% |
43.00 |
0.9% |
84% |
False |
False |
566 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,983.00 |
2.618 |
4,919.75 |
1.618 |
4,881.00 |
1.000 |
4,857.00 |
0.618 |
4,842.25 |
HIGH |
4,818.25 |
0.618 |
4,803.50 |
0.500 |
4,799.00 |
0.382 |
4,794.25 |
LOW |
4,779.50 |
0.618 |
4,755.50 |
1.000 |
4,740.75 |
1.618 |
4,716.75 |
2.618 |
4,678.00 |
4.250 |
4,614.75 |
|
|
Fisher Pivots for day following 04-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,799.00 |
4,829.25 |
PP |
4,793.00 |
4,813.25 |
S1 |
4,787.25 |
4,797.50 |
|