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 |
2,065.88 |
2,059.03 |
-6.85 |
-0.3% |
2,055.41 |
High |
2,078.31 |
2,065.41 |
-12.90 |
-0.6% |
2,088.26 |
Low |
2,058.44 |
2,031.46 |
-26.98 |
-1.3% |
2,053.92 |
Close |
2,059.04 |
2,041.16 |
-17.88 |
-0.9% |
2,062.94 |
Range |
19.87 |
33.95 |
14.08 |
70.9% |
34.34 |
ATR |
22.64 |
23.44 |
0.81 |
3.6% |
0.00 |
Volume |
5,297 |
5,339 |
42 |
0.8% |
22,254 |
|
Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,147.86 |
2,128.46 |
2,059.83 |
|
R3 |
2,113.91 |
2,094.51 |
2,050.50 |
|
R2 |
2,079.96 |
2,079.96 |
2,047.38 |
|
R1 |
2,060.56 |
2,060.56 |
2,044.27 |
2,053.29 |
PP |
2,046.01 |
2,046.01 |
2,046.01 |
2,042.37 |
S1 |
2,026.61 |
2,026.61 |
2,038.05 |
2,019.34 |
S2 |
2,012.06 |
2,012.06 |
2,034.94 |
|
S3 |
1,978.11 |
1,992.66 |
2,031.82 |
|
S4 |
1,944.16 |
1,958.71 |
2,022.49 |
|
|
Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,171.39 |
2,151.51 |
2,081.83 |
|
R3 |
2,137.05 |
2,117.17 |
2,072.38 |
|
R2 |
2,102.71 |
2,102.71 |
2,069.24 |
|
R1 |
2,082.83 |
2,082.83 |
2,066.09 |
2,092.77 |
PP |
2,068.37 |
2,068.37 |
2,068.37 |
2,073.35 |
S1 |
2,048.49 |
2,048.49 |
2,059.79 |
2,058.43 |
S2 |
2,034.03 |
2,034.03 |
2,056.64 |
|
S3 |
1,999.69 |
2,014.15 |
2,053.50 |
|
S4 |
1,965.35 |
1,979.81 |
2,044.05 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,088.26 |
2,031.46 |
56.80 |
2.8% |
22.31 |
1.1% |
17% |
False |
True |
5,444 |
10 |
2,088.26 |
2,022.07 |
66.19 |
3.2% |
20.45 |
1.0% |
29% |
False |
False |
5,499 |
20 |
2,088.26 |
1,973.95 |
114.31 |
5.6% |
23.17 |
1.1% |
59% |
False |
False |
5,439 |
40 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
23.66 |
1.2% |
57% |
False |
False |
5,488 |
60 |
2,122.65 |
1,832.61 |
290.04 |
14.2% |
23.39 |
1.1% |
72% |
False |
False |
5,491 |
80 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
21.49 |
1.1% |
74% |
False |
False |
5,561 |
100 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
19.77 |
1.0% |
74% |
False |
False |
5,602 |
120 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
19.20 |
0.9% |
74% |
False |
False |
5,620 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,209.70 |
2.618 |
2,154.29 |
1.618 |
2,120.34 |
1.000 |
2,099.36 |
0.618 |
2,086.39 |
HIGH |
2,065.41 |
0.618 |
2,052.44 |
0.500 |
2,048.44 |
0.382 |
2,044.43 |
LOW |
2,031.46 |
0.618 |
2,010.48 |
1.000 |
1,997.51 |
1.618 |
1,976.53 |
2.618 |
1,942.58 |
4.250 |
1,887.17 |
|
|
Fisher Pivots for day following 03-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
2,048.44 |
2,054.89 |
PP |
2,046.01 |
2,050.31 |
S1 |
2,043.59 |
2,045.74 |
|