| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,340.5980 |
2,320.5240 |
-20.0740 |
-0.9% |
2,338.6300 |
| High |
2,370.1930 |
2,532.0080 |
161.8150 |
6.8% |
2,431.7360 |
| Low |
2,244.3280 |
2,317.5990 |
73.2710 |
3.3% |
2,111.1450 |
| Close |
2,320.1170 |
2,528.9240 |
208.8070 |
9.0% |
2,248.0560 |
| Range |
125.8650 |
214.4090 |
88.5440 |
70.3% |
320.5910 |
| ATR |
124.5936 |
131.0090 |
6.4154 |
5.1% |
0.0000 |
| Volume |
254,378 |
478,851 |
224,473 |
88.2% |
1,019,329 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,102.7373 |
3,030.2397 |
2,646.8490 |
|
| R3 |
2,888.3283 |
2,815.8307 |
2,587.8865 |
|
| R2 |
2,673.9193 |
2,673.9193 |
2,568.2323 |
|
| R1 |
2,601.4217 |
2,601.4217 |
2,548.5782 |
2,637.6705 |
| PP |
2,459.5103 |
2,459.5103 |
2,459.5103 |
2,477.6348 |
| S1 |
2,387.0127 |
2,387.0127 |
2,509.2698 |
2,423.2615 |
| S2 |
2,245.1013 |
2,245.1013 |
2,489.6157 |
|
| S3 |
2,030.6923 |
2,172.6037 |
2,469.9615 |
|
| S4 |
1,816.2833 |
1,958.1947 |
2,410.9991 |
|
|
| 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 |
2,532.0080 |
2,169.5890 |
362.4190 |
14.3% |
141.6558 |
5.6% |
99% |
True |
False |
223,613 |
| 10 |
2,532.0080 |
2,111.1450 |
420.8630 |
16.6% |
146.4630 |
5.8% |
99% |
True |
False |
260,713 |
| 20 |
2,532.0080 |
2,111.1450 |
420.8630 |
16.6% |
125.6493 |
5.0% |
99% |
True |
False |
218,140 |
| 40 |
2,532.0080 |
1,909.8580 |
622.1500 |
24.6% |
117.4502 |
4.6% |
100% |
True |
False |
193,446 |
| 60 |
2,532.0080 |
1,543.6780 |
988.3300 |
39.1% |
103.7022 |
4.1% |
100% |
True |
False |
190,800 |
| 80 |
2,532.0080 |
1,523.0770 |
1,008.9310 |
39.9% |
89.3491 |
3.5% |
100% |
True |
False |
170,900 |
| 100 |
2,532.0080 |
1,523.0770 |
1,008.9310 |
39.9% |
83.0584 |
3.3% |
100% |
True |
False |
169,953 |
| 120 |
2,532.0080 |
1,523.0770 |
1,008.9310 |
39.9% |
75.4737 |
3.0% |
100% |
True |
False |
157,040 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,443.2463 |
|
2.618 |
3,093.3308 |
|
1.618 |
2,878.9218 |
|
1.000 |
2,746.4170 |
|
0.618 |
2,664.5128 |
|
HIGH |
2,532.0080 |
|
0.618 |
2,450.1038 |
|
0.500 |
2,424.8035 |
|
0.382 |
2,399.5032 |
|
LOW |
2,317.5990 |
|
0.618 |
2,185.0942 |
|
1.000 |
2,103.1900 |
|
1.618 |
1,970.6852 |
|
2.618 |
1,756.2762 |
|
4.250 |
1,406.3608 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,494.2172 |
2,469.5488 |
| PP |
2,459.5103 |
2,410.1737 |
| S1 |
2,424.8035 |
2,350.7985 |
|