| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,048.0 |
2,036.1 |
-11.9 |
-0.6% |
2,051.9 |
| High |
2,061.6 |
2,037.3 |
-24.3 |
-1.2% |
2,097.0 |
| Low |
2,022.4 |
1,973.9 |
-48.5 |
-2.4% |
2,042.3 |
| Close |
2,033.0 |
1,977.3 |
-55.7 |
-2.7% |
2,047.7 |
| Range |
39.2 |
63.4 |
24.2 |
61.7% |
54.7 |
| ATR |
38.1 |
39.9 |
1.8 |
4.8% |
0.0 |
| Volume |
259,426 |
304,284 |
44,858 |
17.3% |
650,274 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.4 |
2,145.2 |
2,012.2 |
|
| R3 |
2,123.0 |
2,081.8 |
1,994.7 |
|
| R2 |
2,059.6 |
2,059.6 |
1,988.9 |
|
| R1 |
2,018.4 |
2,018.4 |
1,983.1 |
2,007.3 |
| PP |
1,996.2 |
1,996.2 |
1,996.2 |
1,990.6 |
| S1 |
1,955.0 |
1,955.0 |
1,971.5 |
1,943.9 |
| S2 |
1,932.8 |
1,932.8 |
1,965.7 |
|
| S3 |
1,869.4 |
1,891.6 |
1,959.9 |
|
| S4 |
1,806.0 |
1,828.2 |
1,942.4 |
|
|
| 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 |
1,973.9 |
123.1 |
6.2% |
38.4 |
1.9% |
3% |
False |
True |
217,911 |
| 10 |
2,097.0 |
1,973.9 |
123.1 |
6.2% |
40.7 |
2.1% |
3% |
False |
True |
215,026 |
| 20 |
2,097.0 |
1,865.5 |
231.5 |
11.7% |
40.9 |
2.1% |
48% |
False |
False |
224,152 |
| 40 |
2,097.0 |
1,705.7 |
391.3 |
19.8% |
37.2 |
1.9% |
69% |
False |
False |
112,488 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
22.3% |
36.6 |
1.8% |
73% |
False |
False |
75,048 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.3% |
34.1 |
1.7% |
73% |
False |
False |
56,321 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.3% |
31.0 |
1.6% |
73% |
False |
False |
45,057 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.3% |
29.2 |
1.5% |
73% |
False |
False |
37,548 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,306.8 |
|
2.618 |
2,203.3 |
|
1.618 |
2,139.9 |
|
1.000 |
2,100.7 |
|
0.618 |
2,076.5 |
|
HIGH |
2,037.3 |
|
0.618 |
2,013.1 |
|
0.500 |
2,005.6 |
|
0.382 |
1,998.1 |
|
LOW |
1,973.9 |
|
0.618 |
1,934.7 |
|
1.000 |
1,910.5 |
|
1.618 |
1,871.3 |
|
2.618 |
1,807.9 |
|
4.250 |
1,704.5 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,005.6 |
2,030.1 |
| PP |
1,996.2 |
2,012.5 |
| S1 |
1,986.7 |
1,994.9 |
|