| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,043.49 |
2,046.25 |
2.76 |
0.1% |
2,065.88 |
| High |
2,061.46 |
2,046.27 |
-15.19 |
-0.7% |
2,078.31 |
| Low |
2,028.93 |
2,019.34 |
-9.59 |
-0.5% |
2,028.93 |
| Close |
2,045.71 |
2,028.18 |
-17.53 |
-0.9% |
2,045.71 |
| Range |
32.53 |
26.93 |
-5.60 |
-17.2% |
49.38 |
| ATR |
23.33 |
23.59 |
0.26 |
1.1% |
0.00 |
| Volume |
5,325 |
5,273 |
-52 |
-1.0% |
21,435 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.05 |
2,097.05 |
2,042.99 |
|
| R3 |
2,085.12 |
2,070.12 |
2,035.59 |
|
| R2 |
2,058.19 |
2,058.19 |
2,033.12 |
|
| R1 |
2,043.19 |
2,043.19 |
2,030.65 |
2,037.23 |
| PP |
2,031.26 |
2,031.26 |
2,031.26 |
2,028.28 |
| S1 |
2,016.26 |
2,016.26 |
2,025.71 |
2,010.30 |
| S2 |
2,004.33 |
2,004.33 |
2,023.24 |
|
| S3 |
1,977.40 |
1,989.33 |
2,020.77 |
|
| S4 |
1,950.47 |
1,962.40 |
2,013.37 |
|
|
| 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 |
2,019.34 |
58.97 |
2.9% |
25.04 |
1.2% |
15% |
False |
True |
5,341 |
| 10 |
2,088.26 |
2,019.34 |
68.92 |
3.4% |
22.18 |
1.1% |
13% |
False |
True |
5,433 |
| 20 |
2,088.26 |
1,973.95 |
114.31 |
5.6% |
23.66 |
1.2% |
47% |
False |
False |
5,451 |
| 40 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
23.99 |
1.2% |
50% |
False |
False |
5,460 |
| 60 |
2,122.65 |
1,868.42 |
254.23 |
12.5% |
23.60 |
1.2% |
63% |
False |
False |
5,482 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
21.96 |
1.1% |
70% |
False |
False |
5,539 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.14 |
1.0% |
70% |
False |
False |
5,589 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
19.54 |
1.0% |
70% |
False |
False |
5,611 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,160.72 |
|
2.618 |
2,116.77 |
|
1.618 |
2,089.84 |
|
1.000 |
2,073.20 |
|
0.618 |
2,062.91 |
|
HIGH |
2,046.27 |
|
0.618 |
2,035.98 |
|
0.500 |
2,032.81 |
|
0.382 |
2,029.63 |
|
LOW |
2,019.34 |
|
0.618 |
2,002.70 |
|
1.000 |
1,992.41 |
|
1.618 |
1,975.77 |
|
2.618 |
1,948.84 |
|
4.250 |
1,904.89 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.81 |
2,040.40 |
| PP |
2,031.26 |
2,036.33 |
| S1 |
2,029.72 |
2,032.25 |
|