| 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 |
16,667.30 |
16,413.26 |
-254.04 |
-1.5% |
16,816.78 |
| High |
16,684.66 |
16,470.47 |
-214.19 |
-1.3% |
16,968.19 |
| Low |
16,453.15 |
16,353.82 |
-99.33 |
-0.6% |
16,757.89 |
| Close |
16,543.94 |
16,368.49 |
-175.45 |
-1.1% |
16,825.93 |
| Range |
231.51 |
116.65 |
-114.86 |
-49.6% |
210.30 |
| ATR |
182.64 |
183.17 |
0.53 |
0.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,747.54 |
16,674.67 |
16,432.65 |
|
| R3 |
16,630.89 |
16,558.02 |
16,400.57 |
|
| R2 |
16,514.24 |
16,514.24 |
16,389.88 |
|
| R1 |
16,441.37 |
16,441.37 |
16,379.18 |
16,419.48 |
| PP |
16,397.59 |
16,397.59 |
16,397.59 |
16,386.65 |
| S1 |
16,324.72 |
16,324.72 |
16,357.80 |
16,302.83 |
| S2 |
16,280.94 |
16,280.94 |
16,347.10 |
|
| S3 |
16,164.29 |
16,208.07 |
16,336.41 |
|
| S4 |
16,047.64 |
16,091.42 |
16,304.33 |
|
|
| 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 |
16,353.82 |
614.37 |
3.8% |
129.82 |
0.8% |
2% |
False |
True |
|
| 10 |
16,968.19 |
16,353.82 |
614.37 |
3.8% |
140.21 |
0.9% |
2% |
False |
True |
|
| 20 |
16,968.19 |
15,761.29 |
1,206.90 |
7.4% |
158.41 |
1.0% |
50% |
False |
False |
|
| 40 |
16,968.19 |
15,064.91 |
1,903.28 |
11.6% |
153.73 |
0.9% |
68% |
False |
False |
|
| 60 |
16,968.19 |
14,058.33 |
2,909.86 |
17.8% |
176.29 |
1.1% |
79% |
False |
False |
|
| 80 |
16,968.19 |
14,058.33 |
2,909.86 |
17.8% |
184.77 |
1.1% |
79% |
False |
False |
|
| 100 |
16,968.19 |
14,058.33 |
2,909.86 |
17.8% |
188.49 |
1.2% |
79% |
False |
False |
|
| 120 |
16,968.19 |
14,058.33 |
2,909.86 |
17.8% |
190.19 |
1.2% |
79% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,966.23 |
|
2.618 |
16,775.86 |
|
1.618 |
16,659.21 |
|
1.000 |
16,587.12 |
|
0.618 |
16,542.56 |
|
HIGH |
16,470.47 |
|
0.618 |
16,425.91 |
|
0.500 |
16,412.15 |
|
0.382 |
16,398.38 |
|
LOW |
16,353.82 |
|
0.618 |
16,281.73 |
|
1.000 |
16,237.17 |
|
1.618 |
16,165.08 |
|
2.618 |
16,048.43 |
|
4.250 |
15,858.06 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,412.15 |
16,636.67 |
| PP |
16,397.59 |
16,547.27 |
| S1 |
16,383.04 |
16,457.88 |
|