| 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 |
16,927.75 |
16,764.75 |
-163.00 |
-1.0% |
17,216.25 |
| High |
16,941.25 |
16,791.50 |
-149.75 |
-0.9% |
17,371.75 |
| Low |
16,729.75 |
16,643.25 |
-86.50 |
-0.5% |
17,147.75 |
| Close |
16,744.00 |
16,650.75 |
-93.25 |
-0.6% |
17,232.00 |
| Range |
211.50 |
148.25 |
-63.25 |
-29.9% |
224.00 |
| ATR |
200.12 |
196.42 |
-3.71 |
-1.9% |
0.00 |
| Volume |
1,011 |
776 |
-235 |
-23.2% |
1,202 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,140.00 |
17,043.50 |
16,732.25 |
|
| R3 |
16,991.75 |
16,895.25 |
16,691.50 |
|
| R2 |
16,843.50 |
16,843.50 |
16,678.00 |
|
| R1 |
16,747.00 |
16,747.00 |
16,664.25 |
16,721.00 |
| PP |
16,695.25 |
16,695.25 |
16,695.25 |
16,682.25 |
| S1 |
16,598.75 |
16,598.75 |
16,637.25 |
16,573.00 |
| S2 |
16,547.00 |
16,547.00 |
16,623.50 |
|
| S3 |
16,398.75 |
16,450.50 |
16,610.00 |
|
| S4 |
16,250.50 |
16,302.25 |
16,569.25 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,922.50 |
17,801.25 |
17,355.25 |
|
| R3 |
17,698.50 |
17,577.25 |
17,293.50 |
|
| R2 |
17,474.50 |
17,474.50 |
17,273.00 |
|
| R1 |
17,353.25 |
17,353.25 |
17,252.50 |
17,414.00 |
| PP |
17,250.50 |
17,250.50 |
17,250.50 |
17,280.75 |
| S1 |
17,129.25 |
17,129.25 |
17,211.50 |
17,190.00 |
| S2 |
17,026.50 |
17,026.50 |
17,191.00 |
|
| S3 |
16,802.50 |
16,905.25 |
17,170.50 |
|
| S4 |
16,578.50 |
16,681.25 |
17,108.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,371.75 |
16,643.25 |
728.50 |
4.4% |
209.50 |
1.3% |
1% |
False |
True |
650 |
| 10 |
17,371.75 |
16,643.25 |
728.50 |
4.4% |
188.25 |
1.1% |
1% |
False |
True |
490 |
| 20 |
17,371.75 |
16,205.75 |
1,166.00 |
7.0% |
196.25 |
1.2% |
38% |
False |
False |
375 |
| 40 |
17,371.75 |
15,576.75 |
1,795.00 |
10.8% |
193.25 |
1.2% |
60% |
False |
False |
204 |
| 60 |
17,371.75 |
14,513.75 |
2,858.00 |
17.2% |
205.25 |
1.2% |
75% |
False |
False |
140 |
| 80 |
17,371.75 |
14,513.75 |
2,858.00 |
17.2% |
197.50 |
1.2% |
75% |
False |
False |
106 |
| 100 |
17,371.75 |
14,513.75 |
2,858.00 |
17.2% |
163.75 |
1.0% |
75% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,421.50 |
|
2.618 |
17,179.50 |
|
1.618 |
17,031.25 |
|
1.000 |
16,939.75 |
|
0.618 |
16,883.00 |
|
HIGH |
16,791.50 |
|
0.618 |
16,734.75 |
|
0.500 |
16,717.50 |
|
0.382 |
16,700.00 |
|
LOW |
16,643.25 |
|
0.618 |
16,551.75 |
|
1.000 |
16,495.00 |
|
1.618 |
16,403.50 |
|
2.618 |
16,255.25 |
|
4.250 |
16,013.25 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,717.50 |
16,944.25 |
| PP |
16,695.25 |
16,846.50 |
| S1 |
16,673.00 |
16,748.50 |
|