| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,224.00 |
16,927.75 |
-296.25 |
-1.7% |
17,216.25 |
| High |
17,245.25 |
16,941.25 |
-304.00 |
-1.8% |
17,371.75 |
| Low |
16,830.75 |
16,729.75 |
-101.00 |
-0.6% |
17,147.75 |
| Close |
16,927.00 |
16,744.00 |
-183.00 |
-1.1% |
17,232.00 |
| Range |
414.50 |
211.50 |
-203.00 |
-49.0% |
224.00 |
| ATR |
199.25 |
200.12 |
0.88 |
0.4% |
0.00 |
| Volume |
785 |
1,011 |
226 |
28.8% |
1,202 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,439.50 |
17,303.25 |
16,860.25 |
|
| R3 |
17,228.00 |
17,091.75 |
16,802.25 |
|
| R2 |
17,016.50 |
17,016.50 |
16,782.75 |
|
| R1 |
16,880.25 |
16,880.25 |
16,763.50 |
16,842.50 |
| PP |
16,805.00 |
16,805.00 |
16,805.00 |
16,786.25 |
| S1 |
16,668.75 |
16,668.75 |
16,724.50 |
16,631.00 |
| S2 |
16,593.50 |
16,593.50 |
16,705.25 |
|
| S3 |
16,382.00 |
16,457.25 |
16,685.75 |
|
| S4 |
16,170.50 |
16,245.75 |
16,627.75 |
|
|
| 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 |
16,729.75 |
642.00 |
3.8% |
194.00 |
1.2% |
2% |
False |
True |
559 |
| 10 |
17,371.75 |
16,729.75 |
642.00 |
3.8% |
184.75 |
1.1% |
2% |
False |
True |
452 |
| 20 |
17,371.75 |
16,171.25 |
1,200.50 |
7.2% |
198.25 |
1.2% |
48% |
False |
False |
337 |
| 40 |
17,371.75 |
15,537.75 |
1,834.00 |
11.0% |
191.50 |
1.1% |
66% |
False |
False |
184 |
| 60 |
17,371.75 |
14,513.75 |
2,858.00 |
17.1% |
206.75 |
1.2% |
78% |
False |
False |
127 |
| 80 |
17,371.75 |
14,513.75 |
2,858.00 |
17.1% |
195.75 |
1.2% |
78% |
False |
False |
96 |
| 100 |
17,371.75 |
14,513.75 |
2,858.00 |
17.1% |
162.25 |
1.0% |
78% |
False |
False |
77 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,840.00 |
|
2.618 |
17,495.00 |
|
1.618 |
17,283.50 |
|
1.000 |
17,152.75 |
|
0.618 |
17,072.00 |
|
HIGH |
16,941.25 |
|
0.618 |
16,860.50 |
|
0.500 |
16,835.50 |
|
0.382 |
16,810.50 |
|
LOW |
16,729.75 |
|
0.618 |
16,599.00 |
|
1.000 |
16,518.25 |
|
1.618 |
16,387.50 |
|
2.618 |
16,176.00 |
|
4.250 |
15,831.00 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,835.50 |
17,034.00 |
| PP |
16,805.00 |
16,937.25 |
| S1 |
16,774.50 |
16,840.50 |
|