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 |
37,701.63 |
37,566.22 |
-135.41 |
-0.4% |
37,405.90 |
High |
37,759.43 |
37,790.08 |
30.65 |
0.1% |
37,778.85 |
Low |
37,538.80 |
37,495.91 |
-42.89 |
-0.1% |
37,371.83 |
Close |
37,689.54 |
37,715.04 |
25.50 |
0.1% |
37,689.54 |
Range |
220.63 |
294.17 |
73.54 |
33.3% |
407.02 |
ATR |
263.29 |
265.49 |
2.21 |
0.8% |
0.00 |
Volume |
236,602,771 |
350,287,255 |
113,684,484 |
48.0% |
901,799,272 |
|
Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,549.52 |
38,426.45 |
37,876.83 |
|
R3 |
38,255.35 |
38,132.28 |
37,795.94 |
|
R2 |
37,961.18 |
37,961.18 |
37,768.97 |
|
R1 |
37,838.11 |
37,838.11 |
37,742.01 |
37,899.65 |
PP |
37,667.01 |
37,667.01 |
37,667.01 |
37,697.78 |
S1 |
37,543.94 |
37,543.94 |
37,688.07 |
37,605.48 |
S2 |
37,372.84 |
37,372.84 |
37,661.11 |
|
S3 |
37,078.67 |
37,249.77 |
37,634.14 |
|
S4 |
36,784.50 |
36,955.60 |
37,553.25 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,834.47 |
38,669.02 |
37,913.40 |
|
R3 |
38,427.45 |
38,262.00 |
37,801.47 |
|
R2 |
38,020.43 |
38,020.43 |
37,764.16 |
|
R1 |
37,854.98 |
37,854.98 |
37,726.85 |
37,937.71 |
PP |
37,613.41 |
37,613.41 |
37,613.41 |
37,654.77 |
S1 |
37,447.96 |
37,447.96 |
37,652.23 |
37,530.69 |
S2 |
37,206.39 |
37,206.39 |
37,614.92 |
|
S3 |
36,799.37 |
37,040.94 |
37,577.61 |
|
S4 |
36,392.35 |
36,633.92 |
37,465.68 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37,790.08 |
37,371.83 |
418.25 |
1.1% |
216.79 |
0.6% |
82% |
True |
False |
250,417,305 |
10 |
37,790.08 |
37,073.04 |
717.04 |
1.9% |
256.92 |
0.7% |
90% |
True |
False |
264,208,918 |
20 |
37,790.08 |
36,010.85 |
1,779.23 |
4.7% |
252.36 |
0.7% |
96% |
True |
False |
319,682,557 |
40 |
37,790.08 |
33,859.77 |
3,930.31 |
10.4% |
239.36 |
0.6% |
98% |
True |
False |
310,591,270 |
60 |
37,790.08 |
32,327.20 |
5,462.88 |
14.5% |
282.99 |
0.8% |
99% |
True |
False |
310,384,431 |
80 |
37,790.08 |
32,327.20 |
5,462.88 |
14.5% |
286.24 |
0.8% |
99% |
True |
False |
309,136,518 |
100 |
37,790.08 |
32,327.20 |
5,462.88 |
14.5% |
292.29 |
0.8% |
99% |
True |
False |
310,775,005 |
120 |
37,790.08 |
32,327.20 |
5,462.88 |
14.5% |
288.27 |
0.8% |
99% |
True |
False |
314,038,896 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39,040.30 |
2.618 |
38,560.22 |
1.618 |
38,266.05 |
1.000 |
38,084.25 |
0.618 |
37,971.88 |
HIGH |
37,790.08 |
0.618 |
37,677.71 |
0.500 |
37,643.00 |
0.382 |
37,608.28 |
LOW |
37,495.91 |
0.618 |
37,314.11 |
1.000 |
37,201.74 |
1.618 |
37,019.94 |
2.618 |
36,725.77 |
4.250 |
36,245.69 |
|
|
Fisher Pivots for day following 02-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
37,691.03 |
37,691.03 |
PP |
37,667.01 |
37,667.01 |
S1 |
37,643.00 |
37,643.00 |
|