| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,024.35 |
2,028.72 |
4.37 |
0.2% |
2,046.25 |
| High |
2,036.75 |
2,060.72 |
23.97 |
1.2% |
2,060.72 |
| Low |
2,014.28 |
2,028.69 |
14.41 |
0.7% |
2,014.28 |
| Close |
2,028.73 |
2,049.10 |
20.37 |
1.0% |
2,049.10 |
| Range |
22.47 |
32.03 |
9.56 |
42.5% |
46.44 |
| ATR |
22.35 |
23.04 |
0.69 |
3.1% |
0.00 |
| Volume |
5,422 |
5,332 |
-90 |
-1.7% |
26,921 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.26 |
2,127.71 |
2,066.72 |
|
| R3 |
2,110.23 |
2,095.68 |
2,057.91 |
|
| R2 |
2,078.20 |
2,078.20 |
2,054.97 |
|
| R1 |
2,063.65 |
2,063.65 |
2,052.04 |
2,070.93 |
| PP |
2,046.17 |
2,046.17 |
2,046.17 |
2,049.81 |
| S1 |
2,031.62 |
2,031.62 |
2,046.16 |
2,038.90 |
| S2 |
2,014.14 |
2,014.14 |
2,043.23 |
|
| S3 |
1,982.11 |
1,999.59 |
2,040.29 |
|
| S4 |
1,950.08 |
1,967.56 |
2,031.48 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.69 |
2,161.33 |
2,074.64 |
|
| R3 |
2,134.25 |
2,114.89 |
2,061.87 |
|
| R2 |
2,087.81 |
2,087.81 |
2,057.61 |
|
| R1 |
2,068.45 |
2,068.45 |
2,053.36 |
2,078.13 |
| PP |
2,041.37 |
2,041.37 |
2,041.37 |
2,046.21 |
| S1 |
2,022.01 |
2,022.01 |
2,044.84 |
2,031.69 |
| S2 |
1,994.93 |
1,994.93 |
2,040.59 |
|
| S3 |
1,948.49 |
1,975.57 |
2,036.33 |
|
| S4 |
1,902.05 |
1,929.13 |
2,023.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,060.72 |
2,014.28 |
46.44 |
2.3% |
22.06 |
1.1% |
75% |
True |
False |
5,384 |
| 10 |
2,078.31 |
2,014.28 |
64.03 |
3.1% |
22.30 |
1.1% |
54% |
False |
False |
5,387 |
| 20 |
2,088.26 |
2,014.28 |
73.98 |
3.6% |
21.10 |
1.0% |
47% |
False |
False |
5,428 |
| 40 |
2,122.65 |
1,957.18 |
165.47 |
8.1% |
23.97 |
1.2% |
56% |
False |
False |
5,433 |
| 60 |
2,122.65 |
1,923.20 |
199.45 |
9.7% |
23.03 |
1.1% |
63% |
False |
False |
5,475 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.1% |
22.39 |
1.1% |
76% |
False |
False |
5,512 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.1% |
20.48 |
1.0% |
76% |
False |
False |
5,572 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.1% |
19.63 |
1.0% |
76% |
False |
False |
5,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,196.85 |
|
2.618 |
2,144.57 |
|
1.618 |
2,112.54 |
|
1.000 |
2,092.75 |
|
0.618 |
2,080.51 |
|
HIGH |
2,060.72 |
|
0.618 |
2,048.48 |
|
0.500 |
2,044.71 |
|
0.382 |
2,040.93 |
|
LOW |
2,028.69 |
|
0.618 |
2,008.90 |
|
1.000 |
1,996.66 |
|
1.618 |
1,976.87 |
|
2.618 |
1,944.84 |
|
4.250 |
1,892.56 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.64 |
2,045.23 |
| PP |
2,046.17 |
2,041.37 |
| S1 |
2,044.71 |
2,037.50 |
|