Trading Metrics calculated at close of trading on 10-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,850.75 |
4,842.00 |
-8.75 |
-0.2% |
4,868.50 |
High |
4,856.00 |
4,880.75 |
24.75 |
0.5% |
4,879.00 |
Low |
4,820.00 |
4,839.25 |
19.25 |
0.4% |
4,754.50 |
Close |
4,845.25 |
4,873.00 |
27.75 |
0.6% |
4,786.25 |
Range |
36.00 |
41.50 |
5.50 |
15.3% |
124.50 |
ATR |
45.40 |
45.12 |
-0.28 |
-0.6% |
0.00 |
Volume |
1,010 |
1,653 |
643 |
63.7% |
29,610 |
|
Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,988.75 |
4,972.50 |
4,895.75 |
|
R3 |
4,947.25 |
4,931.00 |
4,884.50 |
|
R2 |
4,905.75 |
4,905.75 |
4,880.50 |
|
R1 |
4,889.50 |
4,889.50 |
4,876.75 |
4,897.50 |
PP |
4,864.25 |
4,864.25 |
4,864.25 |
4,868.50 |
S1 |
4,848.00 |
4,848.00 |
4,869.25 |
4,856.00 |
S2 |
4,822.75 |
4,822.75 |
4,865.50 |
|
S3 |
4,781.25 |
4,806.50 |
4,861.50 |
|
S4 |
4,739.75 |
4,765.00 |
4,850.25 |
|
|
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 |
4,880.75 |
4,754.50 |
126.25 |
2.6% |
52.25 |
1.1% |
94% |
True |
False |
4,678 |
10 |
4,892.25 |
4,754.50 |
137.75 |
2.8% |
44.75 |
0.9% |
86% |
False |
False |
4,207 |
20 |
4,892.25 |
4,715.25 |
177.00 |
3.6% |
44.75 |
0.9% |
89% |
False |
False |
2,920 |
40 |
4,892.25 |
4,507.50 |
384.75 |
7.9% |
40.75 |
0.8% |
95% |
False |
False |
1,557 |
60 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
45.50 |
0.9% |
97% |
False |
False |
1,128 |
80 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
48.25 |
1.0% |
97% |
False |
False |
871 |
100 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
44.25 |
0.9% |
97% |
False |
False |
724 |
120 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
39.00 |
0.8% |
97% |
False |
False |
609 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,057.00 |
2.618 |
4,989.50 |
1.618 |
4,948.00 |
1.000 |
4,922.25 |
0.618 |
4,906.50 |
HIGH |
4,880.75 |
0.618 |
4,865.00 |
0.500 |
4,860.00 |
0.382 |
4,855.00 |
LOW |
4,839.25 |
0.618 |
4,813.50 |
1.000 |
4,797.75 |
1.618 |
4,772.00 |
2.618 |
4,730.50 |
4.250 |
4,663.00 |
|
|
Fisher Pivots for day following 10-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,868.75 |
4,856.75 |
PP |
4,864.25 |
4,840.25 |
S1 |
4,860.00 |
4,824.00 |
|