Trading Metrics calculated at close of trading on 11-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,842.00 |
4,871.00 |
29.00 |
0.6% |
4,868.50 |
High |
4,880.75 |
4,890.25 |
9.50 |
0.2% |
4,879.00 |
Low |
4,839.25 |
4,825.50 |
-13.75 |
-0.3% |
4,754.50 |
Close |
4,873.00 |
4,868.00 |
-5.00 |
-0.1% |
4,786.25 |
Range |
41.50 |
64.75 |
23.25 |
56.0% |
124.50 |
ATR |
45.12 |
46.52 |
1.40 |
3.1% |
0.00 |
Volume |
1,653 |
2,615 |
962 |
58.2% |
29,610 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,055.50 |
5,026.50 |
4,903.50 |
|
R3 |
4,990.75 |
4,961.75 |
4,885.75 |
|
R2 |
4,926.00 |
4,926.00 |
4,879.75 |
|
R1 |
4,897.00 |
4,897.00 |
4,874.00 |
4,879.00 |
PP |
4,861.25 |
4,861.25 |
4,861.25 |
4,852.25 |
S1 |
4,832.25 |
4,832.25 |
4,862.00 |
4,814.50 |
S2 |
4,796.50 |
4,796.50 |
4,856.25 |
|
S3 |
4,731.75 |
4,767.50 |
4,850.25 |
|
S4 |
4,667.00 |
4,702.75 |
4,832.50 |
|
|
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 |
4,890.25 |
4,754.50 |
135.75 |
2.8% |
57.50 |
1.2% |
84% |
True |
False |
3,693 |
10 |
4,892.25 |
4,754.50 |
137.75 |
2.8% |
49.25 |
1.0% |
82% |
False |
False |
4,272 |
20 |
4,892.25 |
4,747.75 |
144.50 |
3.0% |
46.25 |
0.9% |
83% |
False |
False |
2,984 |
40 |
4,892.25 |
4,526.00 |
366.25 |
7.5% |
41.75 |
0.9% |
93% |
False |
False |
1,617 |
60 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
45.50 |
0.9% |
96% |
False |
False |
1,169 |
80 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
48.75 |
1.0% |
96% |
False |
False |
904 |
100 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
45.00 |
0.9% |
96% |
False |
False |
750 |
120 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
39.50 |
0.8% |
96% |
False |
False |
631 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,165.50 |
2.618 |
5,059.75 |
1.618 |
4,995.00 |
1.000 |
4,955.00 |
0.618 |
4,930.25 |
HIGH |
4,890.25 |
0.618 |
4,865.50 |
0.500 |
4,858.00 |
0.382 |
4,850.25 |
LOW |
4,825.50 |
0.618 |
4,785.50 |
1.000 |
4,760.75 |
1.618 |
4,720.75 |
2.618 |
4,656.00 |
4.250 |
4,550.25 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,864.50 |
4,863.75 |
PP |
4,861.25 |
4,859.50 |
S1 |
4,858.00 |
4,855.00 |
|