| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,304.25 |
17,224.00 |
-80.25 |
-0.5% |
17,216.25 |
| High |
17,338.00 |
17,245.25 |
-92.75 |
-0.5% |
17,371.75 |
| Low |
17,147.75 |
16,830.75 |
-317.00 |
-1.8% |
17,147.75 |
| Close |
17,232.00 |
16,927.00 |
-305.00 |
-1.8% |
17,232.00 |
| Range |
190.25 |
414.50 |
224.25 |
117.9% |
224.00 |
| ATR |
182.69 |
199.25 |
16.56 |
9.1% |
0.00 |
| Volume |
324 |
785 |
461 |
142.3% |
1,202 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,244.50 |
18,000.25 |
17,155.00 |
|
| R3 |
17,830.00 |
17,585.75 |
17,041.00 |
|
| R2 |
17,415.50 |
17,415.50 |
17,003.00 |
|
| R1 |
17,171.25 |
17,171.25 |
16,965.00 |
17,086.00 |
| PP |
17,001.00 |
17,001.00 |
17,001.00 |
16,958.50 |
| S1 |
16,756.75 |
16,756.75 |
16,889.00 |
16,671.50 |
| S2 |
16,586.50 |
16,586.50 |
16,851.00 |
|
| S3 |
16,172.00 |
16,342.25 |
16,813.00 |
|
| S4 |
15,757.50 |
15,927.75 |
16,699.00 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,922.50 |
17,801.25 |
17,355.25 |
|
| R3 |
17,698.50 |
17,577.25 |
17,293.50 |
|
| R2 |
17,474.50 |
17,474.50 |
17,273.00 |
|
| R1 |
17,353.25 |
17,353.25 |
17,252.50 |
17,414.00 |
| PP |
17,250.50 |
17,250.50 |
17,250.50 |
17,280.75 |
| S1 |
17,129.25 |
17,129.25 |
17,211.50 |
17,190.00 |
| S2 |
17,026.50 |
17,026.50 |
17,191.00 |
|
| S3 |
16,802.50 |
16,905.25 |
17,170.50 |
|
| S4 |
16,578.50 |
16,681.25 |
17,108.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,371.75 |
16,830.75 |
541.00 |
3.2% |
178.50 |
1.1% |
18% |
False |
True |
397 |
| 10 |
17,371.75 |
16,830.75 |
541.00 |
3.2% |
182.00 |
1.1% |
18% |
False |
True |
387 |
| 20 |
17,371.75 |
16,124.25 |
1,247.50 |
7.4% |
201.25 |
1.2% |
64% |
False |
False |
289 |
| 40 |
17,371.75 |
15,327.25 |
2,044.50 |
12.1% |
193.25 |
1.1% |
78% |
False |
False |
160 |
| 60 |
17,371.75 |
14,513.75 |
2,858.00 |
16.9% |
211.00 |
1.2% |
84% |
False |
False |
110 |
| 80 |
17,371.75 |
14,513.75 |
2,858.00 |
16.9% |
193.00 |
1.1% |
84% |
False |
False |
84 |
| 100 |
17,371.75 |
14,513.75 |
2,858.00 |
16.9% |
161.50 |
1.0% |
84% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,007.00 |
|
2.618 |
18,330.50 |
|
1.618 |
17,916.00 |
|
1.000 |
17,659.75 |
|
0.618 |
17,501.50 |
|
HIGH |
17,245.25 |
|
0.618 |
17,087.00 |
|
0.500 |
17,038.00 |
|
0.382 |
16,989.00 |
|
LOW |
16,830.75 |
|
0.618 |
16,574.50 |
|
1.000 |
16,416.25 |
|
1.618 |
16,160.00 |
|
2.618 |
15,745.50 |
|
4.250 |
15,069.00 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,038.00 |
17,101.25 |
| PP |
17,001.00 |
17,043.25 |
| S1 |
16,964.00 |
16,985.00 |
|