| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,052.6 |
2,034.5 |
-18.1 |
-0.9% |
2,072.7 |
| High |
2,053.3 |
2,048.6 |
-4.7 |
-0.2% |
2,088.1 |
| Low |
2,022.7 |
2,031.9 |
9.2 |
0.5% |
2,030.8 |
| Close |
2,033.5 |
2,033.0 |
-0.5 |
0.0% |
2,049.8 |
| Range |
30.6 |
16.7 |
-13.9 |
-45.4% |
57.3 |
| ATR |
28.0 |
27.2 |
-0.8 |
-2.9% |
0.0 |
| Volume |
220,988 |
218,745 |
-2,243 |
-1.0% |
724,182 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,087.9 |
2,077.2 |
2,042.2 |
|
| R3 |
2,071.2 |
2,060.5 |
2,037.6 |
|
| R2 |
2,054.5 |
2,054.5 |
2,036.1 |
|
| R1 |
2,043.8 |
2,043.8 |
2,034.5 |
2,040.8 |
| PP |
2,037.8 |
2,037.8 |
2,037.8 |
2,036.4 |
| S1 |
2,027.1 |
2,027.1 |
2,031.5 |
2,024.1 |
| S2 |
2,021.1 |
2,021.1 |
2,029.9 |
|
| S3 |
2,004.4 |
2,010.4 |
2,028.4 |
|
| S4 |
1,987.7 |
1,993.7 |
2,023.8 |
|
|
| 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 |
2,074.3 |
2,022.7 |
51.6 |
2.5% |
27.7 |
1.4% |
20% |
False |
False |
201,272 |
| 10 |
2,098.2 |
2,022.7 |
75.5 |
3.7% |
24.1 |
1.2% |
14% |
False |
False |
160,693 |
| 20 |
2,098.2 |
1,987.9 |
110.3 |
5.4% |
25.2 |
1.2% |
41% |
False |
False |
160,015 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
27.2 |
1.3% |
39% |
False |
False |
144,559 |
| 60 |
2,152.3 |
1,901.1 |
251.2 |
12.4% |
26.9 |
1.3% |
53% |
False |
False |
102,054 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
24.8 |
1.2% |
61% |
False |
False |
77,886 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
22.7 |
1.1% |
61% |
False |
False |
62,705 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
22.0 |
1.1% |
61% |
False |
False |
52,559 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,119.6 |
|
2.618 |
2,092.3 |
|
1.618 |
2,075.6 |
|
1.000 |
2,065.3 |
|
0.618 |
2,058.9 |
|
HIGH |
2,048.6 |
|
0.618 |
2,042.2 |
|
0.500 |
2,040.3 |
|
0.382 |
2,038.3 |
|
LOW |
2,031.9 |
|
0.618 |
2,021.6 |
|
1.000 |
2,015.2 |
|
1.618 |
2,004.9 |
|
2.618 |
1,988.2 |
|
4.250 |
1,960.9 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.3 |
2,046.9 |
| PP |
2,037.8 |
2,042.3 |
| S1 |
2,035.4 |
2,037.6 |
|