| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,529.5490 |
2,602.2690 |
72.7200 |
2.9% |
2,247.4310 |
| High |
2,688.8880 |
2,715.8900 |
27.0020 |
1.0% |
2,715.8900 |
| Low |
2,511.7470 |
2,502.9400 |
-8.8070 |
-0.4% |
2,169.5890 |
| Close |
2,602.9280 |
2,526.5520 |
-76.3760 |
-2.9% |
2,526.5520 |
| Range |
177.1410 |
212.9500 |
35.8090 |
20.2% |
546.3010 |
| ATR |
134.3041 |
139.9217 |
5.6176 |
4.2% |
0.0000 |
| Volume |
482,809 |
3,821 |
-478,988 |
-99.2% |
1,222,064 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,220.6440 |
3,086.5480 |
2,643.6745 |
|
| R3 |
3,007.6940 |
2,873.5980 |
2,585.1133 |
|
| R2 |
2,794.7440 |
2,794.7440 |
2,565.5928 |
|
| R1 |
2,660.6480 |
2,660.6480 |
2,546.0724 |
2,621.2210 |
| PP |
2,581.7940 |
2,581.7940 |
2,581.7940 |
2,562.0805 |
| S1 |
2,447.6980 |
2,447.6980 |
2,507.0316 |
2,408.2710 |
| S2 |
2,368.8440 |
2,368.8440 |
2,487.5112 |
|
| S3 |
2,155.8940 |
2,234.7480 |
2,467.9908 |
|
| S4 |
1,942.9440 |
2,021.7980 |
2,409.4295 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,109.5800 |
3,864.3670 |
2,827.0176 |
|
| R3 |
3,563.2790 |
3,318.0660 |
2,676.7848 |
|
| R2 |
3,016.9780 |
3,016.9780 |
2,626.7072 |
|
| R1 |
2,771.7650 |
2,771.7650 |
2,576.6296 |
2,894.3715 |
| PP |
2,470.6770 |
2,470.6770 |
2,470.6770 |
2,531.9803 |
| S1 |
2,225.4640 |
2,225.4640 |
2,476.4744 |
2,348.0705 |
| S2 |
1,924.3760 |
1,924.3760 |
2,426.3968 |
|
| S3 |
1,378.0750 |
1,679.1630 |
2,376.3192 |
|
| S4 |
831.7740 |
1,132.8620 |
2,226.0865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,715.8900 |
2,169.5890 |
546.3010 |
21.6% |
184.0364 |
7.3% |
65% |
True |
False |
244,412 |
| 10 |
2,715.8900 |
2,111.1450 |
604.7450 |
23.9% |
158.3946 |
6.3% |
69% |
True |
False |
248,954 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
23.9% |
135.3922 |
5.4% |
69% |
True |
False |
221,828 |
| 40 |
2,715.8900 |
1,909.8580 |
806.0320 |
31.9% |
121.6585 |
4.8% |
77% |
True |
False |
198,868 |
| 60 |
2,715.8900 |
1,543.6780 |
1,172.2120 |
46.4% |
107.9009 |
4.3% |
84% |
True |
False |
196,638 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
47.2% |
93.0788 |
3.7% |
84% |
True |
False |
175,737 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
47.2% |
85.0115 |
3.4% |
84% |
True |
False |
170,291 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
47.2% |
77.9722 |
3.1% |
84% |
True |
False |
161,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,620.9275 |
|
2.618 |
3,273.3931 |
|
1.618 |
3,060.4431 |
|
1.000 |
2,928.8400 |
|
0.618 |
2,847.4931 |
|
HIGH |
2,715.8900 |
|
0.618 |
2,634.5431 |
|
0.500 |
2,609.4150 |
|
0.382 |
2,584.2869 |
|
LOW |
2,502.9400 |
|
0.618 |
2,371.3369 |
|
1.000 |
2,289.9900 |
|
1.618 |
2,158.3869 |
|
2.618 |
1,945.4369 |
|
4.250 |
1,597.9025 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,609.4150 |
2,523.2828 |
| PP |
2,581.7940 |
2,520.0137 |
| S1 |
2,554.1730 |
2,516.7445 |
|