| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,067.9 |
2,049.3 |
-18.6 |
-0.9% |
2,066.0 |
| High |
2,074.3 |
2,058.1 |
-16.2 |
-0.8% |
2,098.2 |
| Low |
2,038.3 |
2,043.3 |
5.0 |
0.2% |
2,065.1 |
| Close |
2,042.8 |
2,050.0 |
7.2 |
0.4% |
2,071.8 |
| Range |
36.0 |
14.8 |
-21.2 |
-58.9% |
33.1 |
| ATR |
27.7 |
26.9 |
-0.9 |
-3.2% |
0.0 |
| Volume |
221,680 |
130,263 |
-91,417 |
-41.2% |
443,020 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.9 |
2,087.2 |
2,058.1 |
|
| R3 |
2,080.1 |
2,072.4 |
2,054.1 |
|
| R2 |
2,065.3 |
2,065.3 |
2,052.7 |
|
| R1 |
2,057.6 |
2,057.6 |
2,051.4 |
2,061.5 |
| PP |
2,050.5 |
2,050.5 |
2,050.5 |
2,052.4 |
| S1 |
2,042.8 |
2,042.8 |
2,048.6 |
2,046.7 |
| S2 |
2,035.7 |
2,035.7 |
2,047.3 |
|
| S3 |
2,020.9 |
2,028.0 |
2,045.9 |
|
| S4 |
2,006.1 |
2,013.2 |
2,041.9 |
|
|
| 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% |
22.9 |
1.1% |
20% |
False |
False |
148,953 |
| 10 |
2,098.2 |
2,038.3 |
59.9 |
2.9% |
20.9 |
1.0% |
20% |
False |
False |
136,518 |
| 20 |
2,098.2 |
1,987.9 |
110.3 |
5.4% |
24.7 |
1.2% |
56% |
False |
False |
155,569 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
26.7 |
1.3% |
48% |
False |
False |
132,179 |
| 60 |
2,152.3 |
1,885.4 |
266.9 |
13.0% |
26.2 |
1.3% |
62% |
False |
False |
91,531 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
24.1 |
1.2% |
67% |
False |
False |
69,847 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
22.3 |
1.1% |
67% |
False |
False |
56,193 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
21.7 |
1.1% |
67% |
False |
False |
47,138 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,121.0 |
|
2.618 |
2,096.8 |
|
1.618 |
2,082.0 |
|
1.000 |
2,072.9 |
|
0.618 |
2,067.2 |
|
HIGH |
2,058.1 |
|
0.618 |
2,052.4 |
|
0.500 |
2,050.7 |
|
0.382 |
2,049.0 |
|
LOW |
2,043.3 |
|
0.618 |
2,034.2 |
|
1.000 |
2,028.5 |
|
1.618 |
2,019.4 |
|
2.618 |
2,004.6 |
|
4.250 |
1,980.4 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.7 |
2,063.2 |
| PP |
2,050.5 |
2,058.8 |
| S1 |
2,050.2 |
2,054.4 |
|