| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,029.4 |
2,033.2 |
3.8 |
0.2% |
2,052.6 |
| High |
2,056.1 |
2,067.3 |
11.2 |
0.5% |
2,067.3 |
| Low |
2,017.3 |
2,033.1 |
15.8 |
0.8% |
2,017.3 |
| Close |
2,019.2 |
2,051.6 |
32.4 |
1.6% |
2,051.6 |
| Range |
38.8 |
34.2 |
-4.6 |
-11.9% |
50.0 |
| ATR |
27.6 |
29.0 |
1.5 |
5.3% |
0.0 |
| Volume |
301,337 |
272,352 |
-28,985 |
-9.6% |
1,218,429 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,153.3 |
2,136.6 |
2,070.4 |
|
| R3 |
2,119.1 |
2,102.4 |
2,061.0 |
|
| R2 |
2,084.9 |
2,084.9 |
2,057.9 |
|
| R1 |
2,068.2 |
2,068.2 |
2,054.7 |
2,076.6 |
| PP |
2,050.7 |
2,050.7 |
2,050.7 |
2,054.8 |
| S1 |
2,034.0 |
2,034.0 |
2,048.5 |
2,042.4 |
| S2 |
2,016.5 |
2,016.5 |
2,045.3 |
|
| S3 |
1,982.3 |
1,999.8 |
2,042.2 |
|
| S4 |
1,948.1 |
1,965.6 |
2,032.8 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.4 |
2,173.5 |
2,079.1 |
|
| R3 |
2,145.4 |
2,123.5 |
2,065.4 |
|
| R2 |
2,095.4 |
2,095.4 |
2,060.8 |
|
| R1 |
2,073.5 |
2,073.5 |
2,056.2 |
2,059.5 |
| PP |
2,045.4 |
2,045.4 |
2,045.4 |
2,038.4 |
| S1 |
2,023.5 |
2,023.5 |
2,047.0 |
2,009.5 |
| S2 |
1,995.4 |
1,995.4 |
2,042.4 |
|
| S3 |
1,945.4 |
1,973.5 |
2,037.9 |
|
| S4 |
1,895.4 |
1,923.5 |
2,024.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,067.3 |
2,017.3 |
50.0 |
2.4% |
28.1 |
1.4% |
69% |
True |
False |
243,685 |
| 10 |
2,088.1 |
2,017.3 |
70.8 |
3.5% |
27.2 |
1.3% |
48% |
False |
False |
204,833 |
| 20 |
2,098.2 |
2,017.3 |
80.9 |
3.9% |
24.4 |
1.2% |
42% |
False |
False |
173,886 |
| 40 |
2,152.3 |
1,979.0 |
173.3 |
8.4% |
27.5 |
1.3% |
42% |
False |
False |
160,523 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
26.7 |
1.3% |
49% |
False |
False |
114,555 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
25.4 |
1.2% |
67% |
False |
False |
87,525 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
23.3 |
1.1% |
67% |
False |
False |
70,445 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
22.3 |
1.1% |
67% |
False |
False |
59,006 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.7 |
|
2.618 |
2,156.8 |
|
1.618 |
2,122.6 |
|
1.000 |
2,101.5 |
|
0.618 |
2,088.4 |
|
HIGH |
2,067.3 |
|
0.618 |
2,054.2 |
|
0.500 |
2,050.2 |
|
0.382 |
2,046.2 |
|
LOW |
2,033.1 |
|
0.618 |
2,012.0 |
|
1.000 |
1,998.9 |
|
1.618 |
1,977.8 |
|
2.618 |
1,943.6 |
|
4.250 |
1,887.8 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.1 |
2,048.5 |
| PP |
2,050.7 |
2,045.4 |
| S1 |
2,050.2 |
2,042.3 |
|