| 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 |
17,000.0 |
16,835.0 |
-165.0 |
-1.0% |
17,281.0 |
| High |
17,006.0 |
16,970.0 |
-36.0 |
-0.2% |
17,281.0 |
| Low |
17,000.0 |
16,835.0 |
-165.0 |
-1.0% |
16,835.0 |
| Close |
17,006.0 |
16,970.0 |
-36.0 |
-0.2% |
16,970.0 |
| Range |
6.0 |
135.0 |
129.0 |
2,150.0% |
446.0 |
| ATR |
96.5 |
101.8 |
5.3 |
5.5% |
0.0 |
| Volume |
5 |
7 |
2 |
40.0% |
43 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,330.0 |
17,285.0 |
17,044.3 |
|
| R3 |
17,195.0 |
17,150.0 |
17,007.1 |
|
| R2 |
17,060.0 |
17,060.0 |
16,994.8 |
|
| R1 |
17,015.0 |
17,015.0 |
16,982.4 |
17,037.5 |
| PP |
16,925.0 |
16,925.0 |
16,925.0 |
16,936.3 |
| S1 |
16,880.0 |
16,880.0 |
16,957.6 |
16,902.5 |
| S2 |
16,790.0 |
16,790.0 |
16,945.3 |
|
| S3 |
16,655.0 |
16,745.0 |
16,932.9 |
|
| S4 |
16,520.0 |
16,610.0 |
16,895.8 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,366.7 |
18,114.3 |
17,215.3 |
|
| R3 |
17,920.7 |
17,668.3 |
17,092.7 |
|
| R2 |
17,474.7 |
17,474.7 |
17,051.8 |
|
| R1 |
17,222.3 |
17,222.3 |
17,010.9 |
17,125.5 |
| PP |
17,028.7 |
17,028.7 |
17,028.7 |
16,980.3 |
| S1 |
16,776.3 |
16,776.3 |
16,929.1 |
16,679.5 |
| S2 |
16,582.7 |
16,582.7 |
16,888.2 |
|
| S3 |
16,136.7 |
16,330.3 |
16,847.4 |
|
| S4 |
15,690.7 |
15,884.3 |
16,724.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
129.6 |
0.8% |
30% |
False |
True |
11 |
| 10 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
79.2 |
0.5% |
30% |
False |
True |
7 |
| 20 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
43.1 |
0.3% |
30% |
False |
True |
4 |
| 40 |
17,281.0 |
15,674.0 |
1,607.0 |
9.5% |
30.5 |
0.2% |
81% |
False |
False |
2 |
| 60 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
25.4 |
0.1% |
85% |
False |
False |
1 |
| 80 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
19.1 |
0.1% |
85% |
False |
False |
1 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
15.2 |
0.1% |
85% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,543.8 |
|
2.618 |
17,323.4 |
|
1.618 |
17,188.4 |
|
1.000 |
17,105.0 |
|
0.618 |
17,053.4 |
|
HIGH |
16,970.0 |
|
0.618 |
16,918.4 |
|
0.500 |
16,902.5 |
|
0.382 |
16,886.6 |
|
LOW |
16,835.0 |
|
0.618 |
16,751.6 |
|
1.000 |
16,700.0 |
|
1.618 |
16,616.6 |
|
2.618 |
16,481.6 |
|
4.250 |
16,261.3 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,947.5 |
17,003.0 |
| PP |
16,925.0 |
16,992.0 |
| S1 |
16,902.5 |
16,981.0 |
|