| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,036.0 |
2,029.4 |
-6.6 |
-0.3% |
2,072.7 |
| High |
2,046.2 |
2,056.1 |
9.9 |
0.5% |
2,088.1 |
| Low |
2,025.9 |
2,017.3 |
-8.6 |
-0.4% |
2,030.8 |
| Close |
2,027.8 |
2,019.2 |
-8.6 |
-0.4% |
2,049.8 |
| Range |
20.3 |
38.8 |
18.5 |
91.1% |
57.3 |
| ATR |
26.7 |
27.6 |
0.9 |
3.2% |
0.0 |
| Volume |
205,007 |
301,337 |
96,330 |
47.0% |
724,182 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,147.3 |
2,122.0 |
2,040.5 |
|
| R3 |
2,108.5 |
2,083.2 |
2,029.9 |
|
| R2 |
2,069.7 |
2,069.7 |
2,026.3 |
|
| R1 |
2,044.4 |
2,044.4 |
2,022.8 |
2,037.7 |
| PP |
2,030.9 |
2,030.9 |
2,030.9 |
2,027.5 |
| S1 |
2,005.6 |
2,005.6 |
2,015.6 |
1,998.9 |
| S2 |
1,992.1 |
1,992.1 |
2,012.1 |
|
| S3 |
1,953.3 |
1,966.8 |
2,008.5 |
|
| S4 |
1,914.5 |
1,928.0 |
1,997.9 |
|
|
| 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 |
2,071.1 |
2,017.3 |
53.8 |
2.7% |
29.3 |
1.5% |
4% |
False |
True |
232,152 |
| 10 |
2,098.2 |
2,017.3 |
80.9 |
4.0% |
26.1 |
1.3% |
2% |
False |
True |
190,552 |
| 20 |
2,098.2 |
1,987.9 |
110.3 |
5.5% |
25.5 |
1.3% |
28% |
False |
False |
169,902 |
| 40 |
2,152.3 |
1,959.0 |
193.3 |
9.6% |
27.5 |
1.4% |
31% |
False |
False |
154,211 |
| 60 |
2,152.3 |
1,944.5 |
207.8 |
10.3% |
26.4 |
1.3% |
36% |
False |
False |
110,116 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
25.1 |
1.2% |
57% |
False |
False |
84,161 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
23.1 |
1.1% |
57% |
False |
False |
67,735 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
22.2 |
1.1% |
57% |
False |
False |
56,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,221.0 |
|
2.618 |
2,157.7 |
|
1.618 |
2,118.9 |
|
1.000 |
2,094.9 |
|
0.618 |
2,080.1 |
|
HIGH |
2,056.1 |
|
0.618 |
2,041.3 |
|
0.500 |
2,036.7 |
|
0.382 |
2,032.1 |
|
LOW |
2,017.3 |
|
0.618 |
1,993.3 |
|
1.000 |
1,978.5 |
|
1.618 |
1,954.5 |
|
2.618 |
1,915.7 |
|
4.250 |
1,852.4 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,036.7 |
2,036.7 |
| PP |
2,030.9 |
2,030.9 |
| S1 |
2,025.0 |
2,025.0 |
|