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 |
37,629.23 |
37,425.28 |
-203.95 |
-0.5% |
37,405.90 |
High |
37,629.23 |
37,716.41 |
87.18 |
0.2% |
37,778.85 |
Low |
37,401.85 |
37,425.28 |
23.43 |
0.1% |
37,371.83 |
Close |
37,430.19 |
37,440.34 |
10.15 |
0.0% |
37,689.54 |
Range |
227.38 |
291.13 |
63.75 |
28.0% |
407.02 |
ATR |
268.90 |
270.49 |
1.59 |
0.6% |
0.00 |
Volume |
329,145,167 |
380,222,324 |
51,077,157 |
15.5% |
901,799,272 |
|
Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,400.73 |
38,211.67 |
37,600.46 |
|
R3 |
38,109.60 |
37,920.54 |
37,520.40 |
|
R2 |
37,818.47 |
37,818.47 |
37,493.71 |
|
R1 |
37,629.41 |
37,629.41 |
37,467.03 |
37,723.94 |
PP |
37,527.34 |
37,527.34 |
37,527.34 |
37,574.61 |
S1 |
37,338.28 |
37,338.28 |
37,413.65 |
37,432.81 |
S2 |
37,236.21 |
37,236.21 |
37,386.97 |
|
S3 |
36,945.08 |
37,047.15 |
37,360.28 |
|
S4 |
36,653.95 |
36,756.02 |
37,280.22 |
|
|
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 |
37,401.85 |
388.23 |
1.0% |
232.24 |
0.6% |
10% |
False |
False |
299,624,712 |
10 |
37,790.08 |
37,073.04 |
717.04 |
1.9% |
272.81 |
0.7% |
51% |
False |
False |
277,775,838 |
20 |
37,790.08 |
36,021.95 |
1,768.13 |
4.7% |
260.17 |
0.7% |
80% |
False |
False |
323,060,780 |
40 |
37,790.08 |
33,859.77 |
3,930.31 |
10.5% |
242.46 |
0.6% |
91% |
False |
False |
313,866,665 |
60 |
37,790.08 |
32,327.20 |
5,462.88 |
14.6% |
273.48 |
0.7% |
94% |
False |
False |
312,767,132 |
80 |
37,790.08 |
32,327.20 |
5,462.88 |
14.6% |
288.22 |
0.8% |
94% |
False |
False |
310,610,614 |
100 |
37,790.08 |
32,327.20 |
5,462.88 |
14.6% |
289.82 |
0.8% |
94% |
False |
False |
311,641,866 |
120 |
37,790.08 |
32,327.20 |
5,462.88 |
14.6% |
290.22 |
0.8% |
94% |
False |
False |
315,131,195 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
38,953.71 |
2.618 |
38,478.59 |
1.618 |
38,187.46 |
1.000 |
38,007.54 |
0.618 |
37,896.33 |
HIGH |
37,716.41 |
0.618 |
37,605.20 |
0.500 |
37,570.85 |
0.382 |
37,536.49 |
LOW |
37,425.28 |
0.618 |
37,245.36 |
1.000 |
37,134.15 |
1.618 |
36,954.23 |
2.618 |
36,663.10 |
4.250 |
36,187.98 |
|
|
Fisher Pivots for day following 04-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
37,570.85 |
37,595.97 |
PP |
37,527.34 |
37,544.09 |
S1 |
37,483.84 |
37,492.22 |
|