| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,413.26 |
16,290.74 |
-122.52 |
-0.7% |
16,816.78 |
| High |
16,470.47 |
16,419.44 |
-51.03 |
-0.3% |
16,968.19 |
| Low |
16,353.82 |
16,276.43 |
-77.39 |
-0.5% |
16,757.89 |
| Close |
16,368.49 |
16,282.01 |
-86.48 |
-0.5% |
16,825.93 |
| Range |
116.65 |
143.01 |
26.36 |
22.6% |
210.30 |
| ATR |
183.17 |
180.30 |
-2.87 |
-1.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,754.99 |
16,661.51 |
16,360.67 |
|
| R3 |
16,611.98 |
16,518.50 |
16,321.34 |
|
| R2 |
16,468.97 |
16,468.97 |
16,308.23 |
|
| R1 |
16,375.49 |
16,375.49 |
16,295.12 |
16,350.73 |
| PP |
16,325.96 |
16,325.96 |
16,325.96 |
16,313.58 |
| S1 |
16,232.48 |
16,232.48 |
16,268.90 |
16,207.72 |
| S2 |
16,182.95 |
16,182.95 |
16,255.79 |
|
| S3 |
16,039.94 |
16,089.47 |
16,242.68 |
|
| S4 |
15,896.93 |
15,946.46 |
16,203.35 |
|
|
| 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 |
16,276.43 |
691.76 |
4.2% |
145.93 |
0.9% |
1% |
False |
True |
|
| 10 |
16,968.19 |
16,276.43 |
691.76 |
4.2% |
147.69 |
0.9% |
1% |
False |
True |
|
| 20 |
16,968.19 |
15,776.95 |
1,191.24 |
7.3% |
157.03 |
1.0% |
42% |
False |
False |
|
| 40 |
16,968.19 |
15,153.31 |
1,814.88 |
11.1% |
154.42 |
0.9% |
62% |
False |
False |
|
| 60 |
16,968.19 |
14,058.33 |
2,909.86 |
17.9% |
174.58 |
1.1% |
76% |
False |
False |
|
| 80 |
16,968.19 |
14,058.33 |
2,909.86 |
17.9% |
184.63 |
1.1% |
76% |
False |
False |
|
| 100 |
16,968.19 |
14,058.33 |
2,909.86 |
17.9% |
188.70 |
1.2% |
76% |
False |
False |
|
| 120 |
16,968.19 |
14,058.33 |
2,909.86 |
17.9% |
189.80 |
1.2% |
76% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,027.23 |
|
2.618 |
16,793.84 |
|
1.618 |
16,650.83 |
|
1.000 |
16,562.45 |
|
0.618 |
16,507.82 |
|
HIGH |
16,419.44 |
|
0.618 |
16,364.81 |
|
0.500 |
16,347.94 |
|
0.382 |
16,331.06 |
|
LOW |
16,276.43 |
|
0.618 |
16,188.05 |
|
1.000 |
16,133.42 |
|
1.618 |
16,045.04 |
|
2.618 |
15,902.03 |
|
4.250 |
15,668.64 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,347.94 |
16,480.55 |
| PP |
16,325.96 |
16,414.37 |
| S1 |
16,303.99 |
16,348.19 |
|