| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,274.9140 |
2,247.4310 |
-27.4830 |
-1.2% |
2,338.6300 |
| High |
2,289.8650 |
2,359.4060 |
69.5410 |
3.0% |
2,431.7360 |
| Low |
2,209.3120 |
2,169.5890 |
-39.7230 |
-1.8% |
2,111.1450 |
| Close |
2,248.0560 |
2,340.6020 |
92.5460 |
4.1% |
2,248.0560 |
| Range |
80.5530 |
189.8170 |
109.2640 |
135.6% |
320.5910 |
| ATR |
119.4711 |
124.4958 |
5.0247 |
4.2% |
0.0000 |
| Volume |
167,228 |
2,205 |
-165,023 |
-98.7% |
1,019,329 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,859.3167 |
2,789.7763 |
2,445.0014 |
|
| R3 |
2,669.4997 |
2,599.9593 |
2,392.8017 |
|
| R2 |
2,479.6827 |
2,479.6827 |
2,375.4018 |
|
| R1 |
2,410.1423 |
2,410.1423 |
2,358.0019 |
2,444.9125 |
| PP |
2,289.8657 |
2,289.8657 |
2,289.8657 |
2,307.2508 |
| S1 |
2,220.3253 |
2,220.3253 |
2,323.2021 |
2,255.0955 |
| S2 |
2,100.0487 |
2,100.0487 |
2,305.8022 |
|
| S3 |
1,910.2317 |
2,030.5083 |
2,288.4023 |
|
| S4 |
1,720.4147 |
1,840.6913 |
2,236.2027 |
|
|
| 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 |
13.7% |
149.7436 |
6.4% |
72% |
False |
False |
204,306 |
| 10 |
2,446.3320 |
2,111.1450 |
335.1870 |
14.3% |
133.4210 |
5.7% |
68% |
False |
False |
234,706 |
| 20 |
2,446.3320 |
2,111.1450 |
335.1870 |
14.3% |
123.2738 |
5.3% |
68% |
False |
False |
192,377 |
| 40 |
2,446.3320 |
1,883.7550 |
562.5770 |
24.0% |
115.8707 |
5.0% |
81% |
False |
False |
196,587 |
| 60 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.4% |
99.2378 |
4.2% |
89% |
False |
False |
182,755 |
| 80 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.4% |
85.8623 |
3.7% |
89% |
False |
False |
164,693 |
| 100 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.4% |
80.9694 |
3.5% |
89% |
False |
False |
166,232 |
| 120 |
2,446.3320 |
1,523.0770 |
923.2550 |
39.4% |
73.2790 |
3.1% |
89% |
False |
False |
153,691 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,166.1283 |
|
2.618 |
2,856.3469 |
|
1.618 |
2,666.5299 |
|
1.000 |
2,549.2230 |
|
0.618 |
2,476.7129 |
|
HIGH |
2,359.4060 |
|
0.618 |
2,286.8959 |
|
0.500 |
2,264.4975 |
|
0.382 |
2,242.0991 |
|
LOW |
2,169.5890 |
|
0.618 |
2,052.2821 |
|
1.000 |
1,979.7720 |
|
1.618 |
1,862.4651 |
|
2.618 |
1,672.6481 |
|
4.250 |
1,362.8668 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,315.2338 |
2,315.2338 |
| PP |
2,289.8657 |
2,289.8657 |
| S1 |
2,264.4975 |
2,264.4975 |
|