| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,059.03 |
2,041.40 |
-17.63 |
-0.9% |
2,055.41 |
| High |
2,065.41 |
2,050.03 |
-15.38 |
-0.7% |
2,088.26 |
| Low |
2,031.46 |
2,038.12 |
6.66 |
0.3% |
2,053.92 |
| Close |
2,041.16 |
2,043.75 |
2.59 |
0.1% |
2,062.94 |
| Range |
33.95 |
11.91 |
-22.04 |
-64.9% |
34.34 |
| ATR |
23.44 |
22.62 |
-0.82 |
-3.5% |
0.00 |
| Volume |
5,339 |
5,474 |
135 |
2.5% |
22,254 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,079.70 |
2,073.63 |
2,050.30 |
|
| R3 |
2,067.79 |
2,061.72 |
2,047.03 |
|
| R2 |
2,055.88 |
2,055.88 |
2,045.93 |
|
| R1 |
2,049.81 |
2,049.81 |
2,044.84 |
2,052.85 |
| PP |
2,043.97 |
2,043.97 |
2,043.97 |
2,045.48 |
| S1 |
2,037.90 |
2,037.90 |
2,042.66 |
2,040.94 |
| S2 |
2,032.06 |
2,032.06 |
2,041.57 |
|
| S3 |
2,020.15 |
2,025.99 |
2,040.47 |
|
| S4 |
2,008.24 |
2,014.08 |
2,037.20 |
|
|
| 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 |
2,031.46 |
56.80 |
2.8% |
20.67 |
1.0% |
22% |
False |
False |
5,422 |
| 10 |
2,088.26 |
2,028.10 |
60.16 |
2.9% |
19.20 |
0.9% |
26% |
False |
False |
5,485 |
| 20 |
2,088.26 |
1,973.95 |
114.31 |
5.6% |
22.38 |
1.1% |
61% |
False |
False |
5,457 |
| 40 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
23.59 |
1.2% |
58% |
False |
False |
5,483 |
| 60 |
2,122.65 |
1,854.07 |
268.58 |
13.1% |
23.08 |
1.1% |
71% |
False |
False |
5,492 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
21.49 |
1.1% |
75% |
False |
False |
5,556 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
19.74 |
1.0% |
75% |
False |
False |
5,599 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
19.23 |
0.9% |
75% |
False |
False |
5,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,100.65 |
|
2.618 |
2,081.21 |
|
1.618 |
2,069.30 |
|
1.000 |
2,061.94 |
|
0.618 |
2,057.39 |
|
HIGH |
2,050.03 |
|
0.618 |
2,045.48 |
|
0.500 |
2,044.08 |
|
0.382 |
2,042.67 |
|
LOW |
2,038.12 |
|
0.618 |
2,030.76 |
|
1.000 |
2,026.21 |
|
1.618 |
2,018.85 |
|
2.618 |
2,006.94 |
|
4.250 |
1,987.50 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.08 |
2,054.89 |
| PP |
2,043.97 |
2,051.17 |
| S1 |
2,043.86 |
2,047.46 |
|