| 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 |
7,709.0 |
7,711.5 |
2.5 |
0.0% |
7,755.5 |
| High |
7,738.5 |
7,712.5 |
-26.0 |
-0.3% |
7,785.5 |
| Low |
7,683.5 |
7,647.5 |
-36.0 |
-0.5% |
7,647.5 |
| Close |
7,736.0 |
7,695.5 |
-40.5 |
-0.5% |
7,695.5 |
| Range |
55.0 |
65.0 |
10.0 |
18.2% |
138.0 |
| ATR |
68.2 |
69.7 |
1.4 |
2.1% |
0.0 |
| Volume |
74,954 |
78,740 |
3,786 |
5.1% |
347,615 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,880.0 |
7,853.0 |
7,731.0 |
|
| R3 |
7,815.0 |
7,788.0 |
7,713.5 |
|
| R2 |
7,750.0 |
7,750.0 |
7,707.5 |
|
| R1 |
7,723.0 |
7,723.0 |
7,701.5 |
7,704.0 |
| PP |
7,685.0 |
7,685.0 |
7,685.0 |
7,676.0 |
| S1 |
7,658.0 |
7,658.0 |
7,689.5 |
7,639.0 |
| S2 |
7,620.0 |
7,620.0 |
7,683.5 |
|
| S3 |
7,555.0 |
7,593.0 |
7,677.5 |
|
| S4 |
7,490.0 |
7,528.0 |
7,660.0 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,123.5 |
8,047.5 |
7,771.5 |
|
| R3 |
7,985.5 |
7,909.5 |
7,733.5 |
|
| R2 |
7,847.5 |
7,847.5 |
7,721.0 |
|
| R1 |
7,771.5 |
7,771.5 |
7,708.0 |
7,740.5 |
| PP |
7,709.5 |
7,709.5 |
7,709.5 |
7,694.0 |
| S1 |
7,633.5 |
7,633.5 |
7,683.0 |
7,602.5 |
| S2 |
7,571.5 |
7,571.5 |
7,670.0 |
|
| S3 |
7,433.5 |
7,495.5 |
7,657.5 |
|
| S4 |
7,295.5 |
7,357.5 |
7,619.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,785.5 |
7,647.5 |
138.0 |
1.8% |
66.5 |
0.9% |
35% |
False |
True |
80,506 |
| 10 |
7,795.0 |
7,647.5 |
147.5 |
1.9% |
67.0 |
0.9% |
33% |
False |
True |
79,265 |
| 20 |
7,795.0 |
7,514.5 |
280.5 |
3.6% |
70.5 |
0.9% |
65% |
False |
False |
102,048 |
| 40 |
7,795.0 |
7,355.0 |
440.0 |
5.7% |
53.5 |
0.7% |
77% |
False |
False |
53,838 |
| 60 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
46.0 |
0.6% |
79% |
False |
False |
35,895 |
| 80 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
37.5 |
0.5% |
74% |
False |
False |
26,997 |
| 100 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
30.0 |
0.4% |
74% |
False |
False |
21,597 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
25.0 |
0.3% |
74% |
False |
False |
18,000 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,989.0 |
|
2.618 |
7,882.5 |
|
1.618 |
7,817.5 |
|
1.000 |
7,777.5 |
|
0.618 |
7,752.5 |
|
HIGH |
7,712.5 |
|
0.618 |
7,687.5 |
|
0.500 |
7,680.0 |
|
0.382 |
7,672.5 |
|
LOW |
7,647.5 |
|
0.618 |
7,607.5 |
|
1.000 |
7,582.5 |
|
1.618 |
7,542.5 |
|
2.618 |
7,477.5 |
|
4.250 |
7,371.0 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,690.5 |
7,703.0 |
| PP |
7,685.0 |
7,700.5 |
| S1 |
7,680.0 |
7,698.0 |
|