| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,764.75 |
16,667.00 |
-97.75 |
-0.6% |
17,224.00 |
| High |
16,791.50 |
16,780.25 |
-11.25 |
-0.1% |
17,245.25 |
| Low |
16,643.25 |
16,541.50 |
-101.75 |
-0.6% |
16,541.50 |
| Close |
16,650.75 |
16,665.25 |
14.50 |
0.1% |
16,665.25 |
| Range |
148.25 |
238.75 |
90.50 |
61.0% |
703.75 |
| ATR |
196.42 |
199.44 |
3.02 |
1.5% |
0.00 |
| Volume |
776 |
1,122 |
346 |
44.6% |
3,694 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,378.50 |
17,260.75 |
16,796.50 |
|
| R3 |
17,139.75 |
17,022.00 |
16,731.00 |
|
| R2 |
16,901.00 |
16,901.00 |
16,709.00 |
|
| R1 |
16,783.25 |
16,783.25 |
16,687.25 |
16,722.75 |
| PP |
16,662.25 |
16,662.25 |
16,662.25 |
16,632.00 |
| S1 |
16,544.50 |
16,544.50 |
16,643.25 |
16,484.00 |
| S2 |
16,423.50 |
16,423.50 |
16,621.50 |
|
| S3 |
16,184.75 |
16,305.75 |
16,599.50 |
|
| S4 |
15,946.00 |
16,067.00 |
16,534.00 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,928.50 |
18,500.75 |
17,052.25 |
|
| R3 |
18,224.75 |
17,797.00 |
16,858.75 |
|
| R2 |
17,521.00 |
17,521.00 |
16,794.25 |
|
| R1 |
17,093.25 |
17,093.25 |
16,729.75 |
16,955.25 |
| PP |
16,817.25 |
16,817.25 |
16,817.25 |
16,748.50 |
| S1 |
16,389.50 |
16,389.50 |
16,600.75 |
16,251.50 |
| S2 |
16,113.50 |
16,113.50 |
16,536.25 |
|
| S3 |
15,409.75 |
15,685.75 |
16,471.75 |
|
| S4 |
14,706.00 |
14,982.00 |
16,278.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,338.00 |
16,541.50 |
796.50 |
4.8% |
240.75 |
1.4% |
16% |
False |
True |
803 |
| 10 |
17,371.75 |
16,541.50 |
830.25 |
5.0% |
180.50 |
1.1% |
15% |
False |
True |
553 |
| 20 |
17,371.75 |
16,205.75 |
1,166.00 |
7.0% |
196.25 |
1.2% |
39% |
False |
False |
429 |
| 40 |
17,371.75 |
15,608.75 |
1,763.00 |
10.6% |
193.75 |
1.2% |
60% |
False |
False |
231 |
| 60 |
17,371.75 |
14,513.75 |
2,858.00 |
17.1% |
206.25 |
1.2% |
75% |
False |
False |
158 |
| 80 |
17,371.75 |
14,513.75 |
2,858.00 |
17.1% |
200.50 |
1.2% |
75% |
False |
False |
120 |
| 100 |
17,371.75 |
14,513.75 |
2,858.00 |
17.1% |
166.00 |
1.0% |
75% |
False |
False |
96 |
| 120 |
17,371.75 |
14,513.75 |
2,858.00 |
17.1% |
143.75 |
0.9% |
75% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,795.00 |
|
2.618 |
17,405.25 |
|
1.618 |
17,166.50 |
|
1.000 |
17,019.00 |
|
0.618 |
16,927.75 |
|
HIGH |
16,780.25 |
|
0.618 |
16,689.00 |
|
0.500 |
16,661.00 |
|
0.382 |
16,632.75 |
|
LOW |
16,541.50 |
|
0.618 |
16,394.00 |
|
1.000 |
16,302.75 |
|
1.618 |
16,155.25 |
|
2.618 |
15,916.50 |
|
4.250 |
15,526.75 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,663.75 |
16,741.50 |
| PP |
16,662.25 |
16,716.00 |
| S1 |
16,661.00 |
16,690.50 |
|