| 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 |
2,345.4160 |
2,338.6300 |
-6.7860 |
-0.3% |
2,272.1910 |
| High |
2,385.7090 |
2,431.7360 |
46.0270 |
1.9% |
2,446.3320 |
| Low |
2,280.8460 |
2,324.4080 |
43.5620 |
1.9% |
2,187.6210 |
| Close |
2,287.1350 |
2,365.4700 |
78.3350 |
3.4% |
2,287.1350 |
| Range |
104.8630 |
107.3280 |
2.4650 |
2.4% |
258.7110 |
| ATR |
110.4749 |
112.9125 |
2.4376 |
2.2% |
0.0000 |
| Volume |
248,147 |
241,189 |
-6,958 |
-2.8% |
1,036,524 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,695.8553 |
2,637.9907 |
2,424.5004 |
|
| R3 |
2,588.5273 |
2,530.6627 |
2,394.9852 |
|
| R2 |
2,481.1993 |
2,481.1993 |
2,385.1468 |
|
| R1 |
2,423.3347 |
2,423.3347 |
2,375.3084 |
2,452.2670 |
| PP |
2,373.8713 |
2,373.8713 |
2,373.8713 |
2,388.3375 |
| S1 |
2,316.0067 |
2,316.0067 |
2,355.6316 |
2,344.9390 |
| S2 |
2,266.5433 |
2,266.5433 |
2,345.7932 |
|
| S3 |
2,159.2153 |
2,208.6787 |
2,335.9548 |
|
| S4 |
2,051.8873 |
2,101.3507 |
2,306.4396 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,083.1623 |
2,943.8597 |
2,429.4261 |
|
| R3 |
2,824.4513 |
2,685.1487 |
2,358.2805 |
|
| R2 |
2,565.7403 |
2,565.7403 |
2,334.5654 |
|
| R1 |
2,426.4377 |
2,426.4377 |
2,310.8502 |
2,496.0890 |
| PP |
2,307.0293 |
2,307.0293 |
2,307.0293 |
2,341.8550 |
| S1 |
2,167.7267 |
2,167.7267 |
2,263.4198 |
2,237.3780 |
| S2 |
2,048.3183 |
2,048.3183 |
2,239.7047 |
|
| S3 |
1,789.6073 |
1,909.0157 |
2,215.9895 |
|
| S4 |
1,530.8963 |
1,650.3047 |
2,144.8440 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,446.3320 |
2,187.6210 |
258.7110 |
10.9% |
116.3898 |
4.9% |
69% |
False |
False |
255,542 |
| 10 |
2,446.3320 |
2,119.4420 |
326.8900 |
13.8% |
115.9238 |
4.9% |
75% |
False |
False |
223,384 |
| 20 |
2,446.3320 |
2,083.3560 |
362.9760 |
15.3% |
118.3402 |
5.0% |
78% |
False |
False |
191,410 |
| 40 |
2,446.3320 |
1,779.1820 |
667.1500 |
28.2% |
105.5773 |
4.5% |
88% |
False |
False |
188,752 |
| 60 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.0% |
92.2529 |
3.9% |
91% |
False |
False |
176,263 |
| 80 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.0% |
81.0676 |
3.4% |
91% |
False |
False |
160,675 |
| 100 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.0% |
75.4815 |
3.2% |
91% |
False |
False |
161,119 |
| 120 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.0% |
71.1418 |
3.0% |
91% |
False |
False |
154,025 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,887.8800 |
|
2.618 |
2,712.7207 |
|
1.618 |
2,605.3927 |
|
1.000 |
2,539.0640 |
|
0.618 |
2,498.0647 |
|
HIGH |
2,431.7360 |
|
0.618 |
2,390.7367 |
|
0.500 |
2,378.0720 |
|
0.382 |
2,365.4073 |
|
LOW |
2,324.4080 |
|
0.618 |
2,258.0793 |
|
1.000 |
2,217.0800 |
|
1.618 |
2,150.7513 |
|
2.618 |
2,043.4233 |
|
4.250 |
1,868.2640 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,378.0720 |
2,364.8430 |
| PP |
2,373.8713 |
2,364.2160 |
| S1 |
2,369.6707 |
2,363.5890 |
|