| 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 |
2,365.1310 |
2,224.2580 |
-140.8730 |
-6.0% |
2,272.1910 |
| High |
2,384.5300 |
2,295.5400 |
-88.9900 |
-3.7% |
2,446.3320 |
| Low |
2,111.1450 |
2,197.9050 |
86.7600 |
4.1% |
2,187.6210 |
| Close |
2,225.7530 |
2,275.8270 |
50.0740 |
2.2% |
2,287.1350 |
| Range |
273.3850 |
97.6350 |
-175.7500 |
-64.3% |
258.7110 |
| ATR |
124.3748 |
122.4648 |
-1.9100 |
-1.5% |
0.0000 |
| Volume |
395,508 |
215,404 |
-180,104 |
-45.5% |
1,036,524 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,549.3290 |
2,510.2130 |
2,329.5263 |
|
| R3 |
2,451.6940 |
2,412.5780 |
2,302.6766 |
|
| R2 |
2,354.0590 |
2,354.0590 |
2,293.7268 |
|
| R1 |
2,314.9430 |
2,314.9430 |
2,284.7769 |
2,334.5010 |
| PP |
2,256.4240 |
2,256.4240 |
2,256.4240 |
2,266.2030 |
| S1 |
2,217.3080 |
2,217.3080 |
2,266.8771 |
2,236.8660 |
| S2 |
2,158.7890 |
2,158.7890 |
2,257.9273 |
|
| S3 |
2,061.1540 |
2,119.6730 |
2,248.9774 |
|
| S4 |
1,963.5190 |
2,022.0380 |
2,222.1278 |
|
|
| 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 |
2,111.1450 |
335.1870 |
14.7% |
138.1284 |
6.1% |
49% |
False |
False |
288,559 |
| 10 |
2,446.3320 |
2,111.1450 |
335.1870 |
14.7% |
126.9059 |
5.6% |
49% |
False |
False |
264,402 |
| 20 |
2,446.3320 |
2,111.1450 |
335.1870 |
14.7% |
121.5513 |
5.3% |
49% |
False |
False |
208,658 |
| 40 |
2,446.3320 |
1,851.7300 |
594.6020 |
26.1% |
111.2696 |
4.9% |
71% |
False |
False |
200,474 |
| 60 |
2,446.3320 |
1,523.0770 |
923.2550 |
40.6% |
95.9208 |
4.2% |
82% |
False |
False |
184,691 |
| 80 |
2,446.3320 |
1,523.0770 |
923.2550 |
40.6% |
83.8905 |
3.7% |
82% |
False |
False |
166,567 |
| 100 |
2,446.3320 |
1,523.0770 |
923.2550 |
40.6% |
78.8320 |
3.5% |
82% |
False |
False |
165,485 |
| 120 |
2,446.3320 |
1,523.0770 |
923.2550 |
40.6% |
71.9490 |
3.2% |
82% |
False |
False |
153,895 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,710.4888 |
|
2.618 |
2,551.1484 |
|
1.618 |
2,453.5134 |
|
1.000 |
2,393.1750 |
|
0.618 |
2,355.8784 |
|
HIGH |
2,295.5400 |
|
0.618 |
2,258.2434 |
|
0.500 |
2,246.7225 |
|
0.382 |
2,235.2016 |
|
LOW |
2,197.9050 |
|
0.618 |
2,137.5666 |
|
1.000 |
2,100.2700 |
|
1.618 |
2,039.9316 |
|
2.618 |
1,942.2966 |
|
4.250 |
1,782.9563 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,266.1255 |
2,274.3648 |
| PP |
2,256.4240 |
2,272.9027 |
| S1 |
2,246.7225 |
2,271.4405 |
|