| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,049.3 |
2,051.4 |
2.1 |
0.1% |
2,072.7 |
| High |
2,058.1 |
2,071.1 |
13.0 |
0.6% |
2,088.1 |
| Low |
2,043.3 |
2,030.8 |
-12.5 |
-0.6% |
2,030.8 |
| Close |
2,050.0 |
2,049.8 |
-0.2 |
0.0% |
2,049.8 |
| Range |
14.8 |
40.3 |
25.5 |
172.3% |
57.3 |
| ATR |
26.9 |
27.8 |
1.0 |
3.6% |
0.0 |
| Volume |
130,263 |
214,684 |
84,421 |
64.8% |
724,182 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,171.5 |
2,150.9 |
2,072.0 |
|
| R3 |
2,131.2 |
2,110.6 |
2,060.9 |
|
| R2 |
2,090.9 |
2,090.9 |
2,057.2 |
|
| R1 |
2,070.3 |
2,070.3 |
2,053.5 |
2,060.5 |
| PP |
2,050.6 |
2,050.6 |
2,050.6 |
2,045.6 |
| S1 |
2,030.0 |
2,030.0 |
2,046.1 |
2,020.2 |
| S2 |
2,010.3 |
2,010.3 |
2,042.4 |
|
| S3 |
1,970.0 |
1,989.7 |
2,038.7 |
|
| S4 |
1,929.7 |
1,949.4 |
2,027.6 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.1 |
2,196.3 |
2,081.3 |
|
| R3 |
2,170.8 |
2,139.0 |
2,065.6 |
|
| R2 |
2,113.5 |
2,113.5 |
2,060.3 |
|
| R1 |
2,081.7 |
2,081.7 |
2,055.1 |
2,069.0 |
| PP |
2,056.2 |
2,056.2 |
2,056.2 |
2,049.9 |
| S1 |
2,024.4 |
2,024.4 |
2,044.5 |
2,011.7 |
| S2 |
1,998.9 |
1,998.9 |
2,039.3 |
|
| S3 |
1,941.6 |
1,967.1 |
2,034.0 |
|
| S4 |
1,884.3 |
1,909.8 |
2,018.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,088.1 |
2,030.8 |
57.3 |
2.8% |
26.3 |
1.3% |
33% |
False |
True |
165,981 |
| 10 |
2,098.2 |
2,030.8 |
67.4 |
3.3% |
23.3 |
1.1% |
28% |
False |
True |
145,730 |
| 20 |
2,098.2 |
1,987.9 |
110.3 |
5.4% |
25.8 |
1.3% |
56% |
False |
False |
158,592 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
27.2 |
1.3% |
48% |
False |
False |
135,997 |
| 60 |
2,152.3 |
1,891.2 |
261.1 |
12.7% |
26.7 |
1.3% |
61% |
False |
False |
94,981 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
24.4 |
1.2% |
67% |
False |
False |
72,489 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
22.6 |
1.1% |
67% |
False |
False |
58,331 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
21.9 |
1.1% |
67% |
False |
False |
48,921 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,242.4 |
|
2.618 |
2,176.6 |
|
1.618 |
2,136.3 |
|
1.000 |
2,111.4 |
|
0.618 |
2,096.0 |
|
HIGH |
2,071.1 |
|
0.618 |
2,055.7 |
|
0.500 |
2,051.0 |
|
0.382 |
2,046.2 |
|
LOW |
2,030.8 |
|
0.618 |
2,005.9 |
|
1.000 |
1,990.5 |
|
1.618 |
1,965.6 |
|
2.618 |
1,925.3 |
|
4.250 |
1,859.5 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.0 |
2,052.6 |
| PP |
2,050.6 |
2,051.6 |
| S1 |
2,050.2 |
2,050.7 |
|