| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,065.51 |
2,065.88 |
0.37 |
0.0% |
2,055.41 |
| High |
2,074.38 |
2,078.31 |
3.93 |
0.2% |
2,088.26 |
| Low |
2,059.95 |
2,058.44 |
-1.51 |
-0.1% |
2,053.92 |
| Close |
2,062.94 |
2,059.04 |
-3.90 |
-0.2% |
2,062.94 |
| Range |
14.43 |
19.87 |
5.44 |
37.7% |
34.34 |
| ATR |
22.85 |
22.64 |
-0.21 |
-0.9% |
0.00 |
| Volume |
5,521 |
5,297 |
-224 |
-4.1% |
22,254 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.87 |
2,111.83 |
2,069.97 |
|
| R3 |
2,105.00 |
2,091.96 |
2,064.50 |
|
| R2 |
2,085.13 |
2,085.13 |
2,062.68 |
|
| R1 |
2,072.09 |
2,072.09 |
2,060.86 |
2,068.68 |
| PP |
2,065.26 |
2,065.26 |
2,065.26 |
2,063.56 |
| S1 |
2,052.22 |
2,052.22 |
2,057.22 |
2,048.81 |
| S2 |
2,045.39 |
2,045.39 |
2,055.40 |
|
| S3 |
2,025.52 |
2,032.35 |
2,053.58 |
|
| S4 |
2,005.65 |
2,012.48 |
2,048.11 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.39 |
2,151.51 |
2,081.83 |
|
| R3 |
2,137.05 |
2,117.17 |
2,072.38 |
|
| R2 |
2,102.71 |
2,102.71 |
2,069.24 |
|
| R1 |
2,082.83 |
2,082.83 |
2,066.09 |
2,092.77 |
| PP |
2,068.37 |
2,068.37 |
2,068.37 |
2,073.35 |
| S1 |
2,048.49 |
2,048.49 |
2,059.79 |
2,058.43 |
| S2 |
2,034.03 |
2,034.03 |
2,056.64 |
|
| S3 |
1,999.69 |
2,014.15 |
2,053.50 |
|
| S4 |
1,965.35 |
1,979.81 |
2,044.05 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,088.26 |
2,053.92 |
34.34 |
1.7% |
18.47 |
0.9% |
15% |
False |
False |
5,510 |
| 10 |
2,088.26 |
2,016.92 |
71.34 |
3.5% |
18.47 |
0.9% |
59% |
False |
False |
5,508 |
| 20 |
2,122.65 |
1,973.95 |
148.70 |
7.2% |
26.46 |
1.3% |
57% |
False |
False |
5,400 |
| 40 |
2,122.65 |
1,933.24 |
189.41 |
9.2% |
23.30 |
1.1% |
66% |
False |
False |
5,497 |
| 60 |
2,122.65 |
1,812.39 |
310.26 |
15.1% |
23.18 |
1.1% |
79% |
False |
False |
5,491 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.1% |
21.21 |
1.0% |
79% |
False |
False |
5,569 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.1% |
19.61 |
1.0% |
79% |
False |
False |
5,607 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.1% |
19.15 |
0.9% |
79% |
False |
False |
5,624 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,162.76 |
|
2.618 |
2,130.33 |
|
1.618 |
2,110.46 |
|
1.000 |
2,098.18 |
|
0.618 |
2,090.59 |
|
HIGH |
2,078.31 |
|
0.618 |
2,070.72 |
|
0.500 |
2,068.38 |
|
0.382 |
2,066.03 |
|
LOW |
2,058.44 |
|
0.618 |
2,046.16 |
|
1.000 |
2,038.57 |
|
1.618 |
2,026.29 |
|
2.618 |
2,006.42 |
|
4.250 |
1,973.99 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,068.38 |
2,073.35 |
| PP |
2,065.26 |
2,068.58 |
| S1 |
2,062.15 |
2,063.81 |
|