| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,080.9 |
2,048.0 |
-32.9 |
-1.6% |
2,051.9 |
| High |
2,086.2 |
2,061.6 |
-24.6 |
-1.2% |
2,097.0 |
| Low |
2,042.3 |
2,022.4 |
-19.9 |
-1.0% |
2,042.3 |
| Close |
2,047.7 |
2,033.0 |
-14.7 |
-0.7% |
2,047.7 |
| Range |
43.9 |
39.2 |
-4.7 |
-10.7% |
54.7 |
| ATR |
38.0 |
38.1 |
0.1 |
0.2% |
0.0 |
| Volume |
206,602 |
259,426 |
52,824 |
25.6% |
650,274 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,156.6 |
2,134.0 |
2,054.6 |
|
| R3 |
2,117.4 |
2,094.8 |
2,043.8 |
|
| R2 |
2,078.2 |
2,078.2 |
2,040.2 |
|
| R1 |
2,055.6 |
2,055.6 |
2,036.6 |
2,047.3 |
| PP |
2,039.0 |
2,039.0 |
2,039.0 |
2,034.9 |
| S1 |
2,016.4 |
2,016.4 |
2,029.4 |
2,008.1 |
| S2 |
1,999.8 |
1,999.8 |
2,025.8 |
|
| S3 |
1,960.6 |
1,977.2 |
2,022.2 |
|
| S4 |
1,921.4 |
1,938.0 |
2,011.4 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,226.4 |
2,191.8 |
2,077.8 |
|
| R3 |
2,171.7 |
2,137.1 |
2,062.7 |
|
| R2 |
2,117.0 |
2,117.0 |
2,057.7 |
|
| R1 |
2,082.4 |
2,082.4 |
2,052.7 |
2,072.4 |
| PP |
2,062.3 |
2,062.3 |
2,062.3 |
2,057.3 |
| S1 |
2,027.7 |
2,027.7 |
2,042.7 |
2,017.7 |
| S2 |
2,007.6 |
2,007.6 |
2,037.7 |
|
| S3 |
1,952.9 |
1,973.0 |
2,032.7 |
|
| S4 |
1,898.2 |
1,918.3 |
2,017.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,097.0 |
2,022.4 |
74.6 |
3.7% |
32.8 |
1.6% |
14% |
False |
True |
181,940 |
| 10 |
2,097.0 |
2,000.2 |
96.8 |
4.8% |
36.5 |
1.8% |
34% |
False |
False |
204,836 |
| 20 |
2,097.0 |
1,865.5 |
231.5 |
11.4% |
39.2 |
1.9% |
72% |
False |
False |
209,247 |
| 40 |
2,097.0 |
1,705.7 |
391.3 |
19.2% |
37.1 |
1.8% |
84% |
False |
False |
104,889 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
21.7% |
36.3 |
1.8% |
85% |
False |
False |
69,980 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
21.7% |
33.4 |
1.6% |
85% |
False |
False |
52,517 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.7% |
30.7 |
1.5% |
85% |
False |
False |
42,015 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.7% |
28.7 |
1.4% |
85% |
False |
False |
35,012 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,228.2 |
|
2.618 |
2,164.2 |
|
1.618 |
2,125.0 |
|
1.000 |
2,100.8 |
|
0.618 |
2,085.8 |
|
HIGH |
2,061.6 |
|
0.618 |
2,046.6 |
|
0.500 |
2,042.0 |
|
0.382 |
2,037.4 |
|
LOW |
2,022.4 |
|
0.618 |
1,998.2 |
|
1.000 |
1,983.2 |
|
1.618 |
1,959.0 |
|
2.618 |
1,919.8 |
|
4.250 |
1,855.8 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,042.0 |
2,059.3 |
| PP |
2,039.0 |
2,050.5 |
| S1 |
2,036.0 |
2,041.8 |
|