| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,028.05 |
2,030.21 |
2.16 |
0.1% |
2,065.88 |
| High |
2,039.29 |
2,037.57 |
-1.72 |
-0.1% |
2,078.31 |
| Low |
2,026.95 |
2,021.03 |
-5.92 |
-0.3% |
2,028.93 |
| Close |
2,030.16 |
2,024.00 |
-6.16 |
-0.3% |
2,045.71 |
| Range |
12.34 |
16.54 |
4.20 |
34.0% |
49.38 |
| ATR |
22.78 |
22.34 |
-0.45 |
-2.0% |
0.00 |
| Volume |
5,418 |
5,476 |
58 |
1.1% |
21,435 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,077.15 |
2,067.12 |
2,033.10 |
|
| R3 |
2,060.61 |
2,050.58 |
2,028.55 |
|
| R2 |
2,044.07 |
2,044.07 |
2,027.03 |
|
| R1 |
2,034.04 |
2,034.04 |
2,025.52 |
2,030.79 |
| PP |
2,027.53 |
2,027.53 |
2,027.53 |
2,025.91 |
| S1 |
2,017.50 |
2,017.50 |
2,022.48 |
2,014.25 |
| S2 |
2,010.99 |
2,010.99 |
2,020.97 |
|
| S3 |
1,994.45 |
2,000.96 |
2,019.45 |
|
| S4 |
1,977.91 |
1,984.42 |
2,014.90 |
|
|
| 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 |
2,061.46 |
2,019.34 |
42.12 |
2.1% |
20.05 |
1.0% |
11% |
False |
False |
5,393 |
| 10 |
2,088.26 |
2,019.34 |
68.92 |
3.4% |
21.18 |
1.0% |
7% |
False |
False |
5,419 |
| 20 |
2,088.26 |
1,973.95 |
114.31 |
5.6% |
21.71 |
1.1% |
44% |
False |
False |
5,455 |
| 40 |
2,122.65 |
1,933.24 |
189.41 |
9.4% |
23.58 |
1.2% |
48% |
False |
False |
5,449 |
| 60 |
2,122.65 |
1,909.36 |
213.29 |
10.5% |
22.80 |
1.1% |
54% |
False |
False |
5,477 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
21.94 |
1.1% |
68% |
False |
False |
5,527 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.18 |
1.0% |
68% |
False |
False |
5,582 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
19.47 |
1.0% |
68% |
False |
False |
5,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,107.87 |
|
2.618 |
2,080.87 |
|
1.618 |
2,064.33 |
|
1.000 |
2,054.11 |
|
0.618 |
2,047.79 |
|
HIGH |
2,037.57 |
|
0.618 |
2,031.25 |
|
0.500 |
2,029.30 |
|
0.382 |
2,027.35 |
|
LOW |
2,021.03 |
|
0.618 |
2,010.81 |
|
1.000 |
2,004.49 |
|
1.618 |
1,994.27 |
|
2.618 |
1,977.73 |
|
4.250 |
1,950.74 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,029.30 |
2,032.81 |
| PP |
2,027.53 |
2,029.87 |
| S1 |
2,025.77 |
2,026.94 |
|