| 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 |
2,224.2580 |
2,274.9140 |
50.6560 |
2.3% |
2,338.6300 |
| High |
2,295.5400 |
2,289.8650 |
-5.6750 |
-0.2% |
2,431.7360 |
| Low |
2,197.9050 |
2,209.3120 |
11.4070 |
0.5% |
2,111.1450 |
| Close |
2,275.8270 |
2,248.0560 |
-27.7710 |
-1.2% |
2,248.0560 |
| Range |
97.6350 |
80.5530 |
-17.0820 |
-17.5% |
320.5910 |
| ATR |
122.4648 |
119.4711 |
-2.9937 |
-2.4% |
0.0000 |
| Volume |
215,404 |
167,228 |
-48,176 |
-22.4% |
1,019,329 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,490.7367 |
2,449.9493 |
2,292.3602 |
|
| R3 |
2,410.1837 |
2,369.3963 |
2,270.2081 |
|
| R2 |
2,329.6307 |
2,329.6307 |
2,262.8241 |
|
| R1 |
2,288.8433 |
2,288.8433 |
2,255.4400 |
2,268.9605 |
| PP |
2,249.0777 |
2,249.0777 |
2,249.0777 |
2,239.1363 |
| S1 |
2,208.2903 |
2,208.2903 |
2,240.6720 |
2,188.4075 |
| S2 |
2,168.5247 |
2,168.5247 |
2,233.2880 |
|
| S3 |
2,087.9717 |
2,127.7373 |
2,225.9039 |
|
| S4 |
2,007.4187 |
2,047.1843 |
2,203.7519 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,225.4187 |
3,057.3283 |
2,424.3811 |
|
| R3 |
2,904.8277 |
2,736.7373 |
2,336.2185 |
|
| R2 |
2,584.2367 |
2,584.2367 |
2,306.8310 |
|
| R1 |
2,416.1463 |
2,416.1463 |
2,277.4435 |
2,339.8960 |
| PP |
2,263.6457 |
2,263.6457 |
2,263.6457 |
2,225.5205 |
| S1 |
2,095.5553 |
2,095.5553 |
2,218.6685 |
2,019.3050 |
| S2 |
1,943.0547 |
1,943.0547 |
2,189.2810 |
|
| S3 |
1,622.4637 |
1,774.9643 |
2,159.8935 |
|
| S4 |
1,301.8727 |
1,454.3733 |
2,071.7310 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,431.7360 |
2,111.1450 |
320.5910 |
14.3% |
132.7528 |
5.9% |
43% |
False |
False |
253,495 |
| 10 |
2,446.3320 |
2,111.1450 |
335.1870 |
14.9% |
124.5476 |
5.5% |
41% |
False |
False |
256,244 |
| 20 |
2,446.3320 |
2,111.1450 |
335.1870 |
14.9% |
121.8033 |
5.4% |
41% |
False |
False |
205,267 |
| 40 |
2,446.3320 |
1,874.4960 |
571.8360 |
25.4% |
111.8844 |
5.0% |
65% |
False |
False |
199,713 |
| 60 |
2,446.3320 |
1,523.0770 |
923.2550 |
41.1% |
96.5672 |
4.3% |
79% |
False |
False |
185,365 |
| 80 |
2,446.3320 |
1,523.0770 |
923.2550 |
41.1% |
83.9138 |
3.7% |
79% |
False |
False |
166,397 |
| 100 |
2,446.3320 |
1,523.0770 |
923.2550 |
41.1% |
79.3590 |
3.5% |
79% |
False |
False |
167,147 |
| 120 |
2,446.3320 |
1,523.0770 |
923.2550 |
41.1% |
72.0147 |
3.2% |
79% |
False |
False |
155,273 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,632.2153 |
|
2.618 |
2,500.7528 |
|
1.618 |
2,420.1998 |
|
1.000 |
2,370.4180 |
|
0.618 |
2,339.6468 |
|
HIGH |
2,289.8650 |
|
0.618 |
2,259.0938 |
|
0.500 |
2,249.5885 |
|
0.382 |
2,240.0832 |
|
LOW |
2,209.3120 |
|
0.618 |
2,159.5302 |
|
1.000 |
2,128.7590 |
|
1.618 |
2,078.9772 |
|
2.618 |
1,998.4242 |
|
4.250 |
1,866.9618 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,249.5885 |
2,247.9832 |
| PP |
2,249.0777 |
2,247.9103 |
| S1 |
2,248.5668 |
2,247.8375 |
|