| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,051.4 |
2,052.6 |
1.2 |
0.1% |
2,072.7 |
| High |
2,071.1 |
2,053.3 |
-17.8 |
-0.9% |
2,088.1 |
| Low |
2,030.8 |
2,022.7 |
-8.1 |
-0.4% |
2,030.8 |
| Close |
2,049.8 |
2,033.5 |
-16.3 |
-0.8% |
2,049.8 |
| Range |
40.3 |
30.6 |
-9.7 |
-24.1% |
57.3 |
| ATR |
27.8 |
28.0 |
0.2 |
0.7% |
0.0 |
| Volume |
214,684 |
220,988 |
6,304 |
2.9% |
724,182 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,128.3 |
2,111.5 |
2,050.3 |
|
| R3 |
2,097.7 |
2,080.9 |
2,041.9 |
|
| R2 |
2,067.1 |
2,067.1 |
2,039.1 |
|
| R1 |
2,050.3 |
2,050.3 |
2,036.3 |
2,043.4 |
| PP |
2,036.5 |
2,036.5 |
2,036.5 |
2,033.1 |
| S1 |
2,019.7 |
2,019.7 |
2,030.7 |
2,012.8 |
| S2 |
2,005.9 |
2,005.9 |
2,027.9 |
|
| S3 |
1,975.3 |
1,989.1 |
2,025.1 |
|
| S4 |
1,944.7 |
1,958.5 |
2,016.7 |
|
|
| 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 |
2,022.7 |
65.4 |
3.2% |
29.1 |
1.4% |
17% |
False |
True |
189,034 |
| 10 |
2,098.2 |
2,022.7 |
75.5 |
3.7% |
24.9 |
1.2% |
14% |
False |
True |
155,834 |
| 20 |
2,098.2 |
1,987.9 |
110.3 |
5.4% |
26.3 |
1.3% |
41% |
False |
False |
160,943 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
27.4 |
1.3% |
40% |
False |
False |
140,194 |
| 60 |
2,152.3 |
1,900.2 |
252.1 |
12.4% |
26.9 |
1.3% |
53% |
False |
False |
98,501 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
24.7 |
1.2% |
62% |
False |
False |
75,219 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
22.7 |
1.1% |
62% |
False |
False |
60,529 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
21.9 |
1.1% |
62% |
False |
False |
50,750 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,183.4 |
|
2.618 |
2,133.4 |
|
1.618 |
2,102.8 |
|
1.000 |
2,083.9 |
|
0.618 |
2,072.2 |
|
HIGH |
2,053.3 |
|
0.618 |
2,041.6 |
|
0.500 |
2,038.0 |
|
0.382 |
2,034.4 |
|
LOW |
2,022.7 |
|
0.618 |
2,003.8 |
|
1.000 |
1,992.1 |
|
1.618 |
1,973.2 |
|
2.618 |
1,942.6 |
|
4.250 |
1,892.7 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,038.0 |
2,046.9 |
| PP |
2,036.5 |
2,042.4 |
| S1 |
2,035.0 |
2,038.0 |
|