Trading Metrics calculated at close of trading on 08-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,787.50 |
4,789.50 |
2.00 |
0.0% |
4,868.50 |
High |
4,811.50 |
4,855.25 |
43.75 |
0.9% |
4,879.00 |
Low |
4,754.50 |
4,767.25 |
12.75 |
0.3% |
4,754.50 |
Close |
4,786.25 |
4,853.75 |
67.50 |
1.4% |
4,786.25 |
Range |
57.00 |
88.00 |
31.00 |
54.4% |
124.50 |
ATR |
42.90 |
46.12 |
3.22 |
7.5% |
0.00 |
Volume |
7,909 |
5,281 |
-2,628 |
-33.2% |
29,610 |
|
Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,089.50 |
5,059.50 |
4,902.25 |
|
R3 |
5,001.50 |
4,971.50 |
4,878.00 |
|
R2 |
4,913.50 |
4,913.50 |
4,870.00 |
|
R1 |
4,883.50 |
4,883.50 |
4,861.75 |
4,898.50 |
PP |
4,825.50 |
4,825.50 |
4,825.50 |
4,833.00 |
S1 |
4,795.50 |
4,795.50 |
4,845.75 |
4,810.50 |
S2 |
4,737.50 |
4,737.50 |
4,837.50 |
|
S3 |
4,649.50 |
4,707.50 |
4,829.50 |
|
S4 |
4,561.50 |
4,619.50 |
4,805.25 |
|
|
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 |
4,879.00 |
4,754.50 |
124.50 |
2.6% |
59.00 |
1.2% |
80% |
False |
False |
6,978 |
10 |
4,892.25 |
4,754.50 |
137.75 |
2.8% |
44.25 |
0.9% |
72% |
False |
False |
4,095 |
20 |
4,892.25 |
4,668.25 |
224.00 |
4.6% |
44.75 |
0.9% |
83% |
False |
False |
2,827 |
40 |
4,892.25 |
4,454.00 |
438.25 |
9.0% |
42.25 |
0.9% |
91% |
False |
False |
1,505 |
60 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
46.50 |
1.0% |
94% |
False |
False |
1,087 |
80 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
48.50 |
1.0% |
94% |
False |
False |
847 |
100 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
44.00 |
0.9% |
94% |
False |
False |
698 |
120 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
38.25 |
0.8% |
94% |
False |
False |
587 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,229.25 |
2.618 |
5,085.75 |
1.618 |
4,997.75 |
1.000 |
4,943.25 |
0.618 |
4,909.75 |
HIGH |
4,855.25 |
0.618 |
4,821.75 |
0.500 |
4,811.25 |
0.382 |
4,800.75 |
LOW |
4,767.25 |
0.618 |
4,712.75 |
1.000 |
4,679.25 |
1.618 |
4,624.75 |
2.618 |
4,536.75 |
4.250 |
4,393.25 |
|
|
Fisher Pivots for day following 08-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,839.50 |
4,837.50 |
PP |
4,825.50 |
4,821.25 |
S1 |
4,811.25 |
4,805.00 |
|