| 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 |
16,902.44 |
16,667.30 |
-235.14 |
-1.4% |
16,816.78 |
| High |
16,919.51 |
16,684.66 |
-234.85 |
-1.4% |
16,968.19 |
| Low |
16,757.89 |
16,453.15 |
-304.74 |
-1.8% |
16,757.89 |
| Close |
16,825.93 |
16,543.94 |
-281.99 |
-1.7% |
16,825.93 |
| Range |
161.62 |
231.51 |
69.89 |
43.2% |
210.30 |
| ATR |
168.01 |
182.64 |
14.63 |
8.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,255.11 |
17,131.04 |
16,671.27 |
|
| R3 |
17,023.60 |
16,899.53 |
16,607.61 |
|
| R2 |
16,792.09 |
16,792.09 |
16,586.38 |
|
| R1 |
16,668.02 |
16,668.02 |
16,565.16 |
16,614.30 |
| PP |
16,560.58 |
16,560.58 |
16,560.58 |
16,533.73 |
| S1 |
16,436.51 |
16,436.51 |
16,522.72 |
16,382.79 |
| S2 |
16,329.07 |
16,329.07 |
16,501.50 |
|
| S3 |
16,097.56 |
16,205.00 |
16,480.27 |
|
| S4 |
15,866.05 |
15,973.49 |
16,416.61 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,481.57 |
17,364.05 |
16,941.60 |
|
| R3 |
17,271.27 |
17,153.75 |
16,883.76 |
|
| R2 |
17,060.97 |
17,060.97 |
16,864.49 |
|
| R1 |
16,943.45 |
16,943.45 |
16,845.21 |
17,002.21 |
| PP |
16,850.67 |
16,850.67 |
16,850.67 |
16,880.05 |
| S1 |
16,733.15 |
16,733.15 |
16,806.65 |
16,791.91 |
| S2 |
16,640.37 |
16,640.37 |
16,787.38 |
|
| S3 |
16,430.07 |
16,522.85 |
16,768.10 |
|
| S4 |
16,219.77 |
16,312.55 |
16,710.27 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,968.19 |
16,453.15 |
515.04 |
3.1% |
125.28 |
0.8% |
18% |
False |
True |
|
| 10 |
16,968.19 |
16,453.15 |
515.04 |
3.1% |
141.78 |
0.9% |
18% |
False |
True |
|
| 20 |
16,968.19 |
15,695.64 |
1,272.55 |
7.7% |
160.42 |
1.0% |
67% |
False |
False |
|
| 40 |
16,968.19 |
14,965.29 |
2,002.90 |
12.1% |
155.42 |
0.9% |
79% |
False |
False |
|
| 60 |
16,968.19 |
14,058.33 |
2,909.86 |
17.6% |
181.77 |
1.1% |
85% |
False |
False |
|
| 80 |
16,968.19 |
14,058.33 |
2,909.86 |
17.6% |
184.94 |
1.1% |
85% |
False |
False |
|
| 100 |
16,968.19 |
14,058.33 |
2,909.86 |
17.6% |
190.26 |
1.2% |
85% |
False |
False |
|
| 120 |
16,968.19 |
14,058.33 |
2,909.86 |
17.6% |
190.73 |
1.2% |
85% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,668.58 |
|
2.618 |
17,290.75 |
|
1.618 |
17,059.24 |
|
1.000 |
16,916.17 |
|
0.618 |
16,827.73 |
|
HIGH |
16,684.66 |
|
0.618 |
16,596.22 |
|
0.500 |
16,568.91 |
|
0.382 |
16,541.59 |
|
LOW |
16,453.15 |
|
0.618 |
16,310.08 |
|
1.000 |
16,221.64 |
|
1.618 |
16,078.57 |
|
2.618 |
15,847.06 |
|
4.250 |
15,469.23 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,568.91 |
16,710.67 |
| PP |
16,560.58 |
16,655.09 |
| S1 |
16,552.26 |
16,599.52 |
|