| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,046.25 |
2,028.05 |
-18.20 |
-0.9% |
2,065.88 |
| High |
2,046.27 |
2,039.29 |
-6.98 |
-0.3% |
2,078.31 |
| Low |
2,019.34 |
2,026.95 |
7.61 |
0.4% |
2,028.93 |
| Close |
2,028.18 |
2,030.16 |
1.98 |
0.1% |
2,045.71 |
| Range |
26.93 |
12.34 |
-14.59 |
-54.2% |
49.38 |
| ATR |
23.59 |
22.78 |
-0.80 |
-3.4% |
0.00 |
| Volume |
5,273 |
5,418 |
145 |
2.7% |
21,435 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,069.15 |
2,062.00 |
2,036.95 |
|
| R3 |
2,056.81 |
2,049.66 |
2,033.55 |
|
| R2 |
2,044.47 |
2,044.47 |
2,032.42 |
|
| R1 |
2,037.32 |
2,037.32 |
2,031.29 |
2,040.90 |
| PP |
2,032.13 |
2,032.13 |
2,032.13 |
2,033.92 |
| S1 |
2,024.98 |
2,024.98 |
2,029.03 |
2,028.56 |
| S2 |
2,019.79 |
2,019.79 |
2,027.90 |
|
| S3 |
2,007.45 |
2,012.64 |
2,026.77 |
|
| S4 |
1,995.11 |
2,000.30 |
2,023.37 |
|
|
| 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 |
2,065.41 |
2,019.34 |
46.07 |
2.3% |
23.53 |
1.2% |
23% |
False |
False |
5,365 |
| 10 |
2,088.26 |
2,019.34 |
68.92 |
3.4% |
21.00 |
1.0% |
16% |
False |
False |
5,438 |
| 20 |
2,088.26 |
1,973.95 |
114.31 |
5.6% |
22.41 |
1.1% |
49% |
False |
False |
5,454 |
| 40 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
23.82 |
1.2% |
51% |
False |
False |
5,454 |
| 60 |
2,122.65 |
1,868.98 |
253.67 |
12.5% |
23.55 |
1.2% |
64% |
False |
False |
5,477 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
21.98 |
1.1% |
70% |
False |
False |
5,533 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.16 |
1.0% |
70% |
False |
False |
5,585 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
19.40 |
1.0% |
70% |
False |
False |
5,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,091.74 |
|
2.618 |
2,071.60 |
|
1.618 |
2,059.26 |
|
1.000 |
2,051.63 |
|
0.618 |
2,046.92 |
|
HIGH |
2,039.29 |
|
0.618 |
2,034.58 |
|
0.500 |
2,033.12 |
|
0.382 |
2,031.66 |
|
LOW |
2,026.95 |
|
0.618 |
2,019.32 |
|
1.000 |
2,014.61 |
|
1.618 |
2,006.98 |
|
2.618 |
1,994.64 |
|
4.250 |
1,974.51 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,033.12 |
2,040.40 |
| PP |
2,032.13 |
2,036.99 |
| S1 |
2,031.15 |
2,033.57 |
|