| 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 |
16,654.0 |
16,721.0 |
67.0 |
0.4% |
16,940.0 |
| High |
16,771.0 |
16,788.0 |
17.0 |
0.1% |
17,123.0 |
| Low |
16,635.0 |
16,584.0 |
-51.0 |
-0.3% |
16,584.0 |
| Close |
16,768.0 |
16,732.0 |
-36.0 |
-0.2% |
16,732.0 |
| Range |
136.0 |
204.0 |
68.0 |
50.0% |
539.0 |
| ATR |
160.5 |
163.6 |
3.1 |
1.9% |
0.0 |
| Volume |
47,187 |
57,490 |
10,303 |
21.8% |
239,022 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,313.3 |
17,226.7 |
16,844.2 |
|
| R3 |
17,109.3 |
17,022.7 |
16,788.1 |
|
| R2 |
16,905.3 |
16,905.3 |
16,769.4 |
|
| R1 |
16,818.7 |
16,818.7 |
16,750.7 |
16,862.0 |
| PP |
16,701.3 |
16,701.3 |
16,701.3 |
16,723.0 |
| S1 |
16,614.7 |
16,614.7 |
16,713.3 |
16,658.0 |
| S2 |
16,497.3 |
16,497.3 |
16,694.6 |
|
| S3 |
16,293.3 |
16,410.7 |
16,675.9 |
|
| S4 |
16,089.3 |
16,206.7 |
16,619.8 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,430.0 |
18,120.0 |
17,028.5 |
|
| R3 |
17,891.0 |
17,581.0 |
16,880.2 |
|
| R2 |
17,352.0 |
17,352.0 |
16,830.8 |
|
| R1 |
17,042.0 |
17,042.0 |
16,781.4 |
16,927.5 |
| PP |
16,813.0 |
16,813.0 |
16,813.0 |
16,755.8 |
| S1 |
16,503.0 |
16,503.0 |
16,682.6 |
16,388.5 |
| S2 |
16,274.0 |
16,274.0 |
16,633.2 |
|
| S3 |
15,735.0 |
15,964.0 |
16,583.8 |
|
| S4 |
15,196.0 |
15,425.0 |
16,435.6 |
|
|
| 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 |
16,584.0 |
539.0 |
3.2% |
214.6 |
1.3% |
27% |
False |
True |
53,779 |
| 10 |
17,123.0 |
16,584.0 |
539.0 |
3.2% |
171.4 |
1.0% |
27% |
False |
True |
48,685 |
| 20 |
17,200.0 |
16,584.0 |
616.0 |
3.7% |
164.6 |
1.0% |
24% |
False |
True |
41,632 |
| 40 |
17,200.0 |
15,325.0 |
1,875.0 |
11.2% |
133.8 |
0.8% |
75% |
False |
False |
20,930 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
124.5 |
0.7% |
80% |
False |
False |
13,964 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
116.2 |
0.7% |
80% |
False |
False |
10,477 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
101.9 |
0.6% |
80% |
False |
False |
8,382 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
84.9 |
0.5% |
80% |
False |
False |
6,985 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,655.0 |
|
2.618 |
17,322.1 |
|
1.618 |
17,118.1 |
|
1.000 |
16,992.0 |
|
0.618 |
16,914.1 |
|
HIGH |
16,788.0 |
|
0.618 |
16,710.1 |
|
0.500 |
16,686.0 |
|
0.382 |
16,661.9 |
|
LOW |
16,584.0 |
|
0.618 |
16,457.9 |
|
1.000 |
16,380.0 |
|
1.618 |
16,253.9 |
|
2.618 |
16,049.9 |
|
4.250 |
15,717.0 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,716.7 |
16,761.0 |
| PP |
16,701.3 |
16,751.3 |
| S1 |
16,686.0 |
16,741.7 |
|