| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,076.1 |
2,072.7 |
-3.4 |
-0.2% |
2,066.0 |
| High |
2,084.1 |
2,088.1 |
4.0 |
0.2% |
2,098.2 |
| Low |
2,067.6 |
2,064.3 |
-3.3 |
-0.2% |
2,065.1 |
| Close |
2,071.8 |
2,073.4 |
1.6 |
0.1% |
2,071.8 |
| Range |
16.5 |
23.8 |
7.3 |
44.2% |
33.1 |
| ATR |
27.4 |
27.1 |
-0.3 |
-0.9% |
0.0 |
| Volume |
105,724 |
157,555 |
51,831 |
49.0% |
443,020 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.7 |
2,133.8 |
2,086.5 |
|
| R3 |
2,122.9 |
2,110.0 |
2,079.9 |
|
| R2 |
2,099.1 |
2,099.1 |
2,077.8 |
|
| R1 |
2,086.2 |
2,086.2 |
2,075.6 |
2,092.7 |
| PP |
2,075.3 |
2,075.3 |
2,075.3 |
2,078.5 |
| S1 |
2,062.4 |
2,062.4 |
2,071.2 |
2,068.9 |
| S2 |
2,051.5 |
2,051.5 |
2,069.0 |
|
| S3 |
2,027.7 |
2,038.6 |
2,066.9 |
|
| S4 |
2,003.9 |
2,014.8 |
2,060.3 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.7 |
2,157.8 |
2,090.0 |
|
| R3 |
2,144.6 |
2,124.7 |
2,080.9 |
|
| R2 |
2,111.5 |
2,111.5 |
2,077.9 |
|
| R1 |
2,091.6 |
2,091.6 |
2,074.8 |
2,101.6 |
| PP |
2,078.4 |
2,078.4 |
2,078.4 |
2,083.3 |
| S1 |
2,058.5 |
2,058.5 |
2,068.8 |
2,068.5 |
| S2 |
2,045.3 |
2,045.3 |
2,065.7 |
|
| S3 |
2,012.2 |
2,025.4 |
2,062.7 |
|
| S4 |
1,979.1 |
1,992.3 |
2,053.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,098.2 |
2,064.3 |
33.9 |
1.6% |
20.5 |
1.0% |
27% |
False |
True |
120,115 |
| 10 |
2,098.2 |
2,029.5 |
68.7 |
3.3% |
20.3 |
1.0% |
64% |
False |
False |
128,943 |
| 20 |
2,152.3 |
1,987.9 |
164.4 |
7.9% |
29.5 |
1.4% |
52% |
False |
False |
167,360 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.5% |
26.4 |
1.3% |
60% |
False |
False |
124,018 |
| 60 |
2,152.3 |
1,842.5 |
309.8 |
14.9% |
26.1 |
1.3% |
75% |
False |
False |
85,977 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
14.9% |
23.8 |
1.2% |
75% |
False |
False |
65,489 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
14.9% |
22.1 |
1.1% |
75% |
False |
False |
52,712 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
14.9% |
21.4 |
1.0% |
75% |
False |
False |
44,239 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.3 |
|
2.618 |
2,150.4 |
|
1.618 |
2,126.6 |
|
1.000 |
2,111.9 |
|
0.618 |
2,102.8 |
|
HIGH |
2,088.1 |
|
0.618 |
2,079.0 |
|
0.500 |
2,076.2 |
|
0.382 |
2,073.4 |
|
LOW |
2,064.3 |
|
0.618 |
2,049.6 |
|
1.000 |
2,040.5 |
|
1.618 |
2,025.8 |
|
2.618 |
2,002.0 |
|
4.250 |
1,963.2 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.2 |
2,081.3 |
| PP |
2,075.3 |
2,078.6 |
| S1 |
2,074.3 |
2,076.0 |
|