| 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 |
16,290.74 |
16,298.16 |
7.42 |
0.0% |
16,667.30 |
| High |
16,419.44 |
16,415.39 |
-4.05 |
0.0% |
16,684.66 |
| Low |
16,276.43 |
16,249.19 |
-27.24 |
-0.2% |
16,249.19 |
| Close |
16,282.01 |
16,305.98 |
23.97 |
0.1% |
16,305.98 |
| Range |
143.01 |
166.20 |
23.19 |
16.2% |
435.47 |
| ATR |
180.30 |
179.30 |
-1.01 |
-0.6% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,822.12 |
16,730.25 |
16,397.39 |
|
| R3 |
16,655.92 |
16,564.05 |
16,351.69 |
|
| R2 |
16,489.72 |
16,489.72 |
16,336.45 |
|
| R1 |
16,397.85 |
16,397.85 |
16,321.22 |
16,443.79 |
| PP |
16,323.52 |
16,323.52 |
16,323.52 |
16,346.49 |
| S1 |
16,231.65 |
16,231.65 |
16,290.75 |
16,277.59 |
| S2 |
16,157.32 |
16,157.32 |
16,275.51 |
|
| S3 |
15,991.12 |
16,065.45 |
16,260.28 |
|
| S4 |
15,824.92 |
15,899.25 |
16,214.57 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,719.69 |
17,448.30 |
16,545.49 |
|
| R3 |
17,284.22 |
17,012.83 |
16,425.73 |
|
| R2 |
16,848.75 |
16,848.75 |
16,385.82 |
|
| R1 |
16,577.36 |
16,577.36 |
16,345.90 |
16,495.32 |
| PP |
16,413.28 |
16,413.28 |
16,413.28 |
16,372.26 |
| S1 |
16,141.89 |
16,141.89 |
16,266.06 |
16,059.85 |
| S2 |
15,977.81 |
15,977.81 |
16,226.14 |
|
| S3 |
15,542.34 |
15,706.42 |
16,186.23 |
|
| S4 |
15,106.87 |
15,270.95 |
16,066.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,919.51 |
16,249.19 |
670.32 |
4.1% |
163.80 |
1.0% |
8% |
False |
True |
|
| 10 |
16,968.19 |
16,249.19 |
719.00 |
4.4% |
133.44 |
0.8% |
8% |
False |
True |
|
| 20 |
16,968.19 |
15,879.72 |
1,088.47 |
6.7% |
154.64 |
0.9% |
39% |
False |
False |
|
| 40 |
16,968.19 |
15,171.32 |
1,796.87 |
11.0% |
154.02 |
0.9% |
63% |
False |
False |
|
| 60 |
16,968.19 |
14,058.33 |
2,909.86 |
17.8% |
174.16 |
1.1% |
77% |
False |
False |
|
| 80 |
16,968.19 |
14,058.33 |
2,909.86 |
17.8% |
184.59 |
1.1% |
77% |
False |
False |
|
| 100 |
16,968.19 |
14,058.33 |
2,909.86 |
17.8% |
188.05 |
1.2% |
77% |
False |
False |
|
| 120 |
16,968.19 |
14,058.33 |
2,909.86 |
17.8% |
189.78 |
1.2% |
77% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,121.74 |
|
2.618 |
16,850.50 |
|
1.618 |
16,684.30 |
|
1.000 |
16,581.59 |
|
0.618 |
16,518.10 |
|
HIGH |
16,415.39 |
|
0.618 |
16,351.90 |
|
0.500 |
16,332.29 |
|
0.382 |
16,312.68 |
|
LOW |
16,249.19 |
|
0.618 |
16,146.48 |
|
1.000 |
16,082.99 |
|
1.618 |
15,980.28 |
|
2.618 |
15,814.08 |
|
4.250 |
15,542.84 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,332.29 |
16,359.83 |
| PP |
16,323.52 |
16,341.88 |
| S1 |
16,314.75 |
16,323.93 |
|