| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,041.40 |
2,043.49 |
2.09 |
0.1% |
2,065.88 |
| High |
2,050.03 |
2,061.46 |
11.43 |
0.6% |
2,078.31 |
| Low |
2,038.12 |
2,028.93 |
-9.19 |
-0.5% |
2,028.93 |
| Close |
2,043.75 |
2,045.71 |
1.96 |
0.1% |
2,045.71 |
| Range |
11.91 |
32.53 |
20.62 |
173.1% |
49.38 |
| ATR |
22.62 |
23.33 |
0.71 |
3.1% |
0.00 |
| Volume |
5,474 |
5,325 |
-149 |
-2.7% |
21,435 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.96 |
2,126.86 |
2,063.60 |
|
| R3 |
2,110.43 |
2,094.33 |
2,054.66 |
|
| R2 |
2,077.90 |
2,077.90 |
2,051.67 |
|
| R1 |
2,061.80 |
2,061.80 |
2,048.69 |
2,069.85 |
| PP |
2,045.37 |
2,045.37 |
2,045.37 |
2,049.39 |
| S1 |
2,029.27 |
2,029.27 |
2,042.73 |
2,037.32 |
| S2 |
2,012.84 |
2,012.84 |
2,039.75 |
|
| S3 |
1,980.31 |
1,996.74 |
2,036.76 |
|
| S4 |
1,947.78 |
1,964.21 |
2,027.82 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,199.12 |
2,171.80 |
2,072.87 |
|
| R3 |
2,149.74 |
2,122.42 |
2,059.29 |
|
| R2 |
2,100.36 |
2,100.36 |
2,054.76 |
|
| R1 |
2,073.04 |
2,073.04 |
2,050.24 |
2,062.01 |
| PP |
2,050.98 |
2,050.98 |
2,050.98 |
2,045.47 |
| S1 |
2,023.66 |
2,023.66 |
2,041.18 |
2,012.63 |
| S2 |
2,001.60 |
2,001.60 |
2,036.66 |
|
| S3 |
1,952.22 |
1,974.28 |
2,032.13 |
|
| S4 |
1,902.84 |
1,924.90 |
2,018.55 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,078.31 |
2,028.93 |
49.38 |
2.4% |
22.54 |
1.1% |
34% |
False |
True |
5,391 |
| 10 |
2,088.26 |
2,028.93 |
59.33 |
2.9% |
20.96 |
1.0% |
28% |
False |
True |
5,462 |
| 20 |
2,088.26 |
1,973.95 |
114.31 |
5.6% |
23.18 |
1.1% |
63% |
False |
False |
5,457 |
| 40 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
23.88 |
1.2% |
59% |
False |
False |
5,472 |
| 60 |
2,122.65 |
1,859.03 |
263.62 |
12.9% |
23.44 |
1.1% |
71% |
False |
False |
5,488 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
21.71 |
1.1% |
75% |
False |
False |
5,547 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
19.98 |
1.0% |
75% |
False |
False |
5,593 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
19.42 |
0.9% |
75% |
False |
False |
5,614 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,199.71 |
|
2.618 |
2,146.62 |
|
1.618 |
2,114.09 |
|
1.000 |
2,093.99 |
|
0.618 |
2,081.56 |
|
HIGH |
2,061.46 |
|
0.618 |
2,049.03 |
|
0.500 |
2,045.20 |
|
0.382 |
2,041.36 |
|
LOW |
2,028.93 |
|
0.618 |
2,008.83 |
|
1.000 |
1,996.40 |
|
1.618 |
1,976.30 |
|
2.618 |
1,943.77 |
|
4.250 |
1,890.68 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.54 |
2,047.17 |
| PP |
2,045.37 |
2,046.68 |
| S1 |
2,045.20 |
2,046.20 |
|