| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,030.21 |
2,024.35 |
-5.86 |
-0.3% |
2,065.88 |
| High |
2,037.57 |
2,036.75 |
-0.82 |
0.0% |
2,078.31 |
| Low |
2,021.03 |
2,014.28 |
-6.75 |
-0.3% |
2,028.93 |
| Close |
2,024.00 |
2,028.73 |
4.73 |
0.2% |
2,045.71 |
| Range |
16.54 |
22.47 |
5.93 |
35.9% |
49.38 |
| ATR |
22.34 |
22.35 |
0.01 |
0.0% |
0.00 |
| Volume |
5,476 |
5,422 |
-54 |
-1.0% |
21,435 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.00 |
2,083.83 |
2,041.09 |
|
| R3 |
2,071.53 |
2,061.36 |
2,034.91 |
|
| R2 |
2,049.06 |
2,049.06 |
2,032.85 |
|
| R1 |
2,038.89 |
2,038.89 |
2,030.79 |
2,043.98 |
| PP |
2,026.59 |
2,026.59 |
2,026.59 |
2,029.13 |
| S1 |
2,016.42 |
2,016.42 |
2,026.67 |
2,021.51 |
| S2 |
2,004.12 |
2,004.12 |
2,024.61 |
|
| S3 |
1,981.65 |
1,993.95 |
2,022.55 |
|
| S4 |
1,959.18 |
1,971.48 |
2,016.37 |
|
|
| 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 |
2,061.46 |
2,014.28 |
47.18 |
2.3% |
22.16 |
1.1% |
31% |
False |
True |
5,382 |
| 10 |
2,088.26 |
2,014.28 |
73.98 |
3.6% |
21.42 |
1.1% |
20% |
False |
True |
5,402 |
| 20 |
2,088.26 |
1,973.95 |
114.31 |
5.6% |
22.15 |
1.1% |
48% |
False |
False |
5,440 |
| 40 |
2,122.65 |
1,944.08 |
178.57 |
8.8% |
23.77 |
1.2% |
47% |
False |
False |
5,443 |
| 60 |
2,122.65 |
1,912.83 |
209.82 |
10.3% |
22.78 |
1.1% |
55% |
False |
False |
5,480 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
22.08 |
1.1% |
70% |
False |
False |
5,521 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.23 |
1.0% |
70% |
False |
False |
5,578 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
19.48 |
1.0% |
70% |
False |
False |
5,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.25 |
|
2.618 |
2,095.58 |
|
1.618 |
2,073.11 |
|
1.000 |
2,059.22 |
|
0.618 |
2,050.64 |
|
HIGH |
2,036.75 |
|
0.618 |
2,028.17 |
|
0.500 |
2,025.52 |
|
0.382 |
2,022.86 |
|
LOW |
2,014.28 |
|
0.618 |
2,000.39 |
|
1.000 |
1,991.81 |
|
1.618 |
1,977.92 |
|
2.618 |
1,955.45 |
|
4.250 |
1,918.78 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.66 |
2,028.08 |
| PP |
2,026.59 |
2,027.43 |
| S1 |
2,025.52 |
2,026.79 |
|