Trading Metrics calculated at close of trading on 09-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,789.50 |
4,850.75 |
61.25 |
1.3% |
4,868.50 |
High |
4,855.25 |
4,856.00 |
0.75 |
0.0% |
4,879.00 |
Low |
4,767.25 |
4,820.00 |
52.75 |
1.1% |
4,754.50 |
Close |
4,853.75 |
4,845.25 |
-8.50 |
-0.2% |
4,786.25 |
Range |
88.00 |
36.00 |
-52.00 |
-59.1% |
124.50 |
ATR |
46.12 |
45.40 |
-0.72 |
-1.6% |
0.00 |
Volume |
5,281 |
1,010 |
-4,271 |
-80.9% |
29,610 |
|
Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,948.50 |
4,932.75 |
4,865.00 |
|
R3 |
4,912.50 |
4,896.75 |
4,855.25 |
|
R2 |
4,876.50 |
4,876.50 |
4,851.75 |
|
R1 |
4,860.75 |
4,860.75 |
4,848.50 |
4,850.50 |
PP |
4,840.50 |
4,840.50 |
4,840.50 |
4,835.25 |
S1 |
4,824.75 |
4,824.75 |
4,842.00 |
4,814.50 |
S2 |
4,804.50 |
4,804.50 |
4,838.75 |
|
S3 |
4,768.50 |
4,788.75 |
4,835.25 |
|
S4 |
4,732.50 |
4,752.75 |
4,825.50 |
|
|
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 |
4,856.00 |
4,754.50 |
101.50 |
2.1% |
53.75 |
1.1% |
89% |
True |
False |
6,446 |
10 |
4,892.25 |
4,754.50 |
137.75 |
2.8% |
44.25 |
0.9% |
66% |
False |
False |
4,106 |
20 |
4,892.25 |
4,704.00 |
188.25 |
3.9% |
44.00 |
0.9% |
75% |
False |
False |
2,863 |
40 |
4,892.25 |
4,454.00 |
438.25 |
9.0% |
41.75 |
0.9% |
89% |
False |
False |
1,530 |
60 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
45.75 |
0.9% |
93% |
False |
False |
1,102 |
80 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
48.50 |
1.0% |
93% |
False |
False |
856 |
100 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
44.00 |
0.9% |
93% |
False |
False |
708 |
120 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
38.50 |
0.8% |
93% |
False |
False |
595 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,009.00 |
2.618 |
4,950.25 |
1.618 |
4,914.25 |
1.000 |
4,892.00 |
0.618 |
4,878.25 |
HIGH |
4,856.00 |
0.618 |
4,842.25 |
0.500 |
4,838.00 |
0.382 |
4,833.75 |
LOW |
4,820.00 |
0.618 |
4,797.75 |
1.000 |
4,784.00 |
1.618 |
4,761.75 |
2.618 |
4,725.75 |
4.250 |
4,667.00 |
|
|
Fisher Pivots for day following 09-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,842.75 |
4,832.00 |
PP |
4,840.50 |
4,818.50 |
S1 |
4,838.00 |
4,805.25 |
|