| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,036.1 |
1,979.8 |
-56.3 |
-2.8% |
2,051.9 |
| High |
2,037.3 |
1,991.0 |
-46.3 |
-2.3% |
2,097.0 |
| Low |
1,973.9 |
1,965.6 |
-8.3 |
-0.4% |
2,042.3 |
| Close |
1,977.3 |
1,973.6 |
-3.7 |
-0.2% |
2,047.7 |
| Range |
63.4 |
25.4 |
-38.0 |
-59.9% |
54.7 |
| ATR |
39.9 |
38.9 |
-1.0 |
-2.6% |
0.0 |
| Volume |
304,284 |
224,522 |
-79,762 |
-26.2% |
650,274 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,052.9 |
2,038.7 |
1,987.6 |
|
| R3 |
2,027.5 |
2,013.3 |
1,980.6 |
|
| R2 |
2,002.1 |
2,002.1 |
1,978.3 |
|
| R1 |
1,987.9 |
1,987.9 |
1,975.9 |
1,982.3 |
| PP |
1,976.7 |
1,976.7 |
1,976.7 |
1,974.0 |
| S1 |
1,962.5 |
1,962.5 |
1,971.3 |
1,956.9 |
| S2 |
1,951.3 |
1,951.3 |
1,968.9 |
|
| S3 |
1,925.9 |
1,937.1 |
1,966.6 |
|
| S4 |
1,900.5 |
1,911.7 |
1,959.6 |
|
|
| 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 |
2,096.2 |
1,965.6 |
130.6 |
6.6% |
39.1 |
2.0% |
6% |
False |
True |
229,445 |
| 10 |
2,097.0 |
1,965.6 |
131.4 |
6.7% |
38.5 |
1.9% |
6% |
False |
True |
215,800 |
| 20 |
2,097.0 |
1,865.5 |
231.5 |
11.7% |
40.6 |
2.1% |
47% |
False |
False |
234,782 |
| 40 |
2,097.0 |
1,705.7 |
391.3 |
19.8% |
37.0 |
1.9% |
68% |
False |
False |
118,099 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
22.3% |
36.3 |
1.8% |
72% |
False |
False |
78,788 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.3% |
34.2 |
1.7% |
72% |
False |
False |
59,127 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.3% |
31.1 |
1.6% |
72% |
False |
False |
47,303 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.3% |
29.4 |
1.5% |
72% |
False |
False |
39,419 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,099.0 |
|
2.618 |
2,057.5 |
|
1.618 |
2,032.1 |
|
1.000 |
2,016.4 |
|
0.618 |
2,006.7 |
|
HIGH |
1,991.0 |
|
0.618 |
1,981.3 |
|
0.500 |
1,978.3 |
|
0.382 |
1,975.3 |
|
LOW |
1,965.6 |
|
0.618 |
1,949.9 |
|
1.000 |
1,940.2 |
|
1.618 |
1,924.5 |
|
2.618 |
1,899.1 |
|
4.250 |
1,857.7 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,978.3 |
2,013.6 |
| PP |
1,976.7 |
2,000.3 |
| S1 |
1,975.2 |
1,986.9 |
|