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 |
4,802.00 |
4,787.50 |
-14.50 |
-0.3% |
4,868.50 |
High |
4,818.25 |
4,811.50 |
-6.75 |
-0.1% |
4,879.00 |
Low |
4,779.50 |
4,754.50 |
-25.00 |
-0.5% |
4,754.50 |
Close |
4,781.50 |
4,786.25 |
4.75 |
0.1% |
4,786.25 |
Range |
38.75 |
57.00 |
18.25 |
47.1% |
124.50 |
ATR |
41.81 |
42.90 |
1.08 |
2.6% |
0.00 |
Volume |
7,537 |
7,909 |
372 |
4.9% |
29,610 |
|
Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,955.00 |
4,927.75 |
4,817.50 |
|
R3 |
4,898.00 |
4,870.75 |
4,802.00 |
|
R2 |
4,841.00 |
4,841.00 |
4,796.75 |
|
R1 |
4,813.75 |
4,813.75 |
4,791.50 |
4,799.00 |
PP |
4,784.00 |
4,784.00 |
4,784.00 |
4,776.75 |
S1 |
4,756.75 |
4,756.75 |
4,781.00 |
4,742.00 |
S2 |
4,727.00 |
4,727.00 |
4,775.75 |
|
S3 |
4,670.00 |
4,699.75 |
4,770.50 |
|
S4 |
4,613.00 |
4,642.75 |
4,755.00 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,180.00 |
5,107.75 |
4,854.75 |
|
R3 |
5,055.50 |
4,983.25 |
4,820.50 |
|
R2 |
4,931.00 |
4,931.00 |
4,809.00 |
|
R1 |
4,858.75 |
4,858.75 |
4,797.75 |
4,832.50 |
PP |
4,806.50 |
4,806.50 |
4,806.50 |
4,793.50 |
S1 |
4,734.25 |
4,734.25 |
4,774.75 |
4,708.00 |
S2 |
4,682.00 |
4,682.00 |
4,763.50 |
|
S3 |
4,557.50 |
4,609.75 |
4,752.00 |
|
S4 |
4,433.00 |
4,485.25 |
4,717.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,891.75 |
4,754.50 |
137.25 |
2.9% |
50.00 |
1.0% |
23% |
False |
True |
6,201 |
10 |
4,892.25 |
4,754.50 |
137.75 |
2.9% |
39.75 |
0.8% |
23% |
False |
True |
3,651 |
20 |
4,892.25 |
4,650.00 |
242.25 |
5.1% |
42.50 |
0.9% |
56% |
False |
False |
2,577 |
40 |
4,892.25 |
4,454.00 |
438.25 |
9.2% |
40.75 |
0.9% |
76% |
False |
False |
1,378 |
60 |
4,892.25 |
4,215.25 |
677.00 |
14.1% |
45.75 |
1.0% |
84% |
False |
False |
1,000 |
80 |
4,892.25 |
4,215.25 |
677.00 |
14.1% |
47.75 |
1.0% |
84% |
False |
False |
782 |
100 |
4,892.25 |
4,215.25 |
677.00 |
14.1% |
43.25 |
0.9% |
84% |
False |
False |
645 |
120 |
4,892.25 |
4,215.25 |
677.00 |
14.1% |
37.50 |
0.8% |
84% |
False |
False |
543 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,053.75 |
2.618 |
4,960.75 |
1.618 |
4,903.75 |
1.000 |
4,868.50 |
0.618 |
4,846.75 |
HIGH |
4,811.50 |
0.618 |
4,789.75 |
0.500 |
4,783.00 |
0.382 |
4,776.25 |
LOW |
4,754.50 |
0.618 |
4,719.25 |
1.000 |
4,697.50 |
1.618 |
4,662.25 |
2.618 |
4,605.25 |
4.250 |
4,512.25 |
|
|
Fisher Pivots for day following 05-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,785.25 |
4,798.00 |
PP |
4,784.00 |
4,794.25 |
S1 |
4,783.00 |
4,790.25 |
|