| 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 |
16,940.0 |
16,885.0 |
-55.0 |
-0.3% |
16,956.0 |
| High |
17,123.0 |
16,938.0 |
-185.0 |
-1.1% |
16,983.0 |
| Low |
16,798.0 |
16,622.0 |
-176.0 |
-1.0% |
16,848.0 |
| Close |
16,920.0 |
16,665.0 |
-255.0 |
-1.5% |
16,913.0 |
| Range |
325.0 |
316.0 |
-9.0 |
-2.8% |
135.0 |
| ATR |
150.6 |
162.4 |
11.8 |
7.8% |
0.0 |
| Volume |
69,727 |
64,618 |
-5,109 |
-7.3% |
122,609 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,689.7 |
17,493.3 |
16,838.8 |
|
| R3 |
17,373.7 |
17,177.3 |
16,751.9 |
|
| R2 |
17,057.7 |
17,057.7 |
16,722.9 |
|
| R1 |
16,861.3 |
16,861.3 |
16,694.0 |
16,801.5 |
| PP |
16,741.7 |
16,741.7 |
16,741.7 |
16,711.8 |
| S1 |
16,545.3 |
16,545.3 |
16,636.0 |
16,485.5 |
| S2 |
16,425.7 |
16,425.7 |
16,607.1 |
|
| S3 |
16,109.7 |
16,229.3 |
16,578.1 |
|
| S4 |
15,793.7 |
15,913.3 |
16,491.2 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,319.7 |
17,251.3 |
16,987.3 |
|
| R3 |
17,184.7 |
17,116.3 |
16,950.1 |
|
| R2 |
17,049.7 |
17,049.7 |
16,937.8 |
|
| R1 |
16,981.3 |
16,981.3 |
16,925.4 |
16,948.0 |
| PP |
16,914.7 |
16,914.7 |
16,914.7 |
16,898.0 |
| S1 |
16,846.3 |
16,846.3 |
16,900.6 |
16,813.0 |
| S2 |
16,779.7 |
16,779.7 |
16,888.3 |
|
| S3 |
16,644.7 |
16,711.3 |
16,875.9 |
|
| S4 |
16,509.7 |
16,576.3 |
16,838.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,123.0 |
16,622.0 |
501.0 |
3.0% |
194.6 |
1.2% |
9% |
False |
True |
51,390 |
| 10 |
17,123.0 |
16,622.0 |
501.0 |
3.0% |
162.9 |
1.0% |
9% |
False |
True |
46,333 |
| 20 |
17,200.0 |
16,588.0 |
612.0 |
3.7% |
158.8 |
1.0% |
13% |
False |
False |
36,550 |
| 40 |
17,200.0 |
15,325.0 |
1,875.0 |
11.3% |
127.4 |
0.8% |
71% |
False |
False |
18,313 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
121.3 |
0.7% |
77% |
False |
False |
12,220 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
113.4 |
0.7% |
77% |
False |
False |
9,169 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
98.5 |
0.6% |
77% |
False |
False |
7,335 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
82.1 |
0.5% |
77% |
False |
False |
6,113 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,281.0 |
|
2.618 |
17,765.3 |
|
1.618 |
17,449.3 |
|
1.000 |
17,254.0 |
|
0.618 |
17,133.3 |
|
HIGH |
16,938.0 |
|
0.618 |
16,817.3 |
|
0.500 |
16,780.0 |
|
0.382 |
16,742.7 |
|
LOW |
16,622.0 |
|
0.618 |
16,426.7 |
|
1.000 |
16,306.0 |
|
1.618 |
16,110.7 |
|
2.618 |
15,794.7 |
|
4.250 |
15,279.0 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,780.0 |
16,872.5 |
| PP |
16,741.7 |
16,803.3 |
| S1 |
16,703.3 |
16,734.2 |
|