| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,072.7 |
2,067.9 |
-4.8 |
-0.2% |
2,066.0 |
| High |
2,088.1 |
2,074.3 |
-13.8 |
-0.7% |
2,098.2 |
| Low |
2,064.3 |
2,038.3 |
-26.0 |
-1.3% |
2,065.1 |
| Close |
2,073.4 |
2,042.8 |
-30.6 |
-1.5% |
2,071.8 |
| Range |
23.8 |
36.0 |
12.2 |
51.3% |
33.1 |
| ATR |
27.1 |
27.7 |
0.6 |
2.3% |
0.0 |
| Volume |
157,555 |
221,680 |
64,125 |
40.7% |
443,020 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.8 |
2,137.3 |
2,062.6 |
|
| R3 |
2,123.8 |
2,101.3 |
2,052.7 |
|
| R2 |
2,087.8 |
2,087.8 |
2,049.4 |
|
| R1 |
2,065.3 |
2,065.3 |
2,046.1 |
2,058.6 |
| PP |
2,051.8 |
2,051.8 |
2,051.8 |
2,048.4 |
| S1 |
2,029.3 |
2,029.3 |
2,039.5 |
2,022.6 |
| S2 |
2,015.8 |
2,015.8 |
2,036.2 |
|
| S3 |
1,979.8 |
1,993.3 |
2,032.9 |
|
| S4 |
1,943.8 |
1,957.3 |
2,023.0 |
|
|
| 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 |
2,038.3 |
59.9 |
2.9% |
24.6 |
1.2% |
8% |
False |
True |
148,536 |
| 10 |
2,098.2 |
2,034.8 |
63.4 |
3.1% |
22.0 |
1.1% |
13% |
False |
False |
136,970 |
| 20 |
2,098.2 |
1,987.9 |
110.3 |
5.4% |
25.6 |
1.3% |
50% |
False |
False |
159,533 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
26.7 |
1.3% |
44% |
False |
False |
129,269 |
| 60 |
2,152.3 |
1,876.8 |
275.5 |
13.5% |
26.3 |
1.3% |
60% |
False |
False |
89,495 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
24.1 |
1.2% |
65% |
False |
False |
68,234 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
22.3 |
1.1% |
65% |
False |
False |
54,907 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
21.6 |
1.1% |
65% |
False |
False |
46,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,227.3 |
|
2.618 |
2,168.5 |
|
1.618 |
2,132.5 |
|
1.000 |
2,110.3 |
|
0.618 |
2,096.5 |
|
HIGH |
2,074.3 |
|
0.618 |
2,060.5 |
|
0.500 |
2,056.3 |
|
0.382 |
2,052.1 |
|
LOW |
2,038.3 |
|
0.618 |
2,016.1 |
|
1.000 |
2,002.3 |
|
1.618 |
1,980.1 |
|
2.618 |
1,944.1 |
|
4.250 |
1,885.3 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.3 |
2,063.2 |
| PP |
2,051.8 |
2,056.4 |
| S1 |
2,047.3 |
2,049.6 |
|