| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
141.414 |
141.020 |
-0.394 |
-0.3% |
142.450 |
| High |
141.914 |
142.213 |
0.299 |
0.2% |
142.846 |
| Low |
140.802 |
140.820 |
0.018 |
0.0% |
140.255 |
| Close |
141.032 |
141.992 |
0.960 |
0.7% |
141.032 |
| Range |
1.112 |
1.393 |
0.281 |
25.3% |
2.591 |
| ATR |
1.455 |
1.451 |
-0.004 |
-0.3% |
0.000 |
| Volume |
280,112 |
303,665 |
23,553 |
8.4% |
1,016,001 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
145.854 |
145.316 |
142.758 |
|
| R3 |
144.461 |
143.923 |
142.375 |
|
| R2 |
143.068 |
143.068 |
142.247 |
|
| R1 |
142.530 |
142.530 |
142.120 |
142.799 |
| PP |
141.675 |
141.675 |
141.675 |
141.810 |
| S1 |
141.137 |
141.137 |
141.864 |
141.406 |
| S2 |
140.282 |
140.282 |
141.737 |
|
| S3 |
138.889 |
139.744 |
141.609 |
|
| S4 |
137.496 |
138.351 |
141.226 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
149.151 |
147.682 |
142.457 |
|
| R3 |
146.560 |
145.091 |
141.745 |
|
| R2 |
143.969 |
143.969 |
141.507 |
|
| R1 |
142.500 |
142.500 |
141.270 |
141.939 |
| PP |
141.378 |
141.378 |
141.378 |
141.097 |
| S1 |
139.909 |
139.909 |
140.794 |
139.348 |
| S2 |
138.787 |
138.787 |
140.557 |
|
| S3 |
136.196 |
137.318 |
140.319 |
|
| S4 |
133.605 |
134.727 |
139.607 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
142.846 |
140.255 |
2.591 |
1.8% |
1.181 |
0.8% |
67% |
False |
False |
263,933 |
| 10 |
144.955 |
140.255 |
4.700 |
3.3% |
1.286 |
0.9% |
37% |
False |
False |
296,356 |
| 20 |
147.497 |
140.255 |
7.242 |
5.1% |
1.666 |
1.2% |
24% |
False |
False |
333,426 |
| 40 |
151.908 |
140.255 |
11.653 |
8.2% |
1.426 |
1.0% |
15% |
False |
False |
293,701 |
| 60 |
151.908 |
140.255 |
11.653 |
8.2% |
1.229 |
0.9% |
15% |
False |
False |
282,456 |
| 80 |
151.908 |
140.255 |
11.653 |
8.2% |
1.135 |
0.8% |
15% |
False |
False |
290,653 |
| 100 |
151.908 |
140.255 |
11.653 |
8.2% |
1.121 |
0.8% |
15% |
False |
False |
293,610 |
| 120 |
151.908 |
137.248 |
14.660 |
10.3% |
1.184 |
0.8% |
32% |
False |
False |
312,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
148.133 |
|
2.618 |
145.860 |
|
1.618 |
144.467 |
|
1.000 |
143.606 |
|
0.618 |
143.074 |
|
HIGH |
142.213 |
|
0.618 |
141.681 |
|
0.500 |
141.517 |
|
0.382 |
141.352 |
|
LOW |
140.820 |
|
0.618 |
139.959 |
|
1.000 |
139.427 |
|
1.618 |
138.566 |
|
2.618 |
137.173 |
|
4.250 |
134.900 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
141.834 |
141.739 |
| PP |
141.675 |
141.487 |
| S1 |
141.517 |
141.234 |
|