| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,979.8 |
1,977.3 |
-2.5 |
-0.1% |
2,048.0 |
| High |
1,991.0 |
1,989.1 |
-1.9 |
-0.1% |
2,061.6 |
| Low |
1,965.6 |
1,938.6 |
-27.0 |
-1.4% |
1,938.6 |
| Close |
1,973.6 |
1,966.8 |
-6.8 |
-0.3% |
1,966.8 |
| Range |
25.4 |
50.5 |
25.1 |
98.8% |
123.0 |
| ATR |
38.9 |
39.7 |
0.8 |
2.1% |
0.0 |
| Volume |
224,522 |
251,773 |
27,251 |
12.1% |
1,040,005 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,116.3 |
2,092.1 |
1,994.6 |
|
| R3 |
2,065.8 |
2,041.6 |
1,980.7 |
|
| R2 |
2,015.3 |
2,015.3 |
1,976.1 |
|
| R1 |
1,991.1 |
1,991.1 |
1,971.4 |
1,978.0 |
| PP |
1,964.8 |
1,964.8 |
1,964.8 |
1,958.3 |
| S1 |
1,940.6 |
1,940.6 |
1,962.2 |
1,927.5 |
| S2 |
1,914.3 |
1,914.3 |
1,957.5 |
|
| S3 |
1,863.8 |
1,890.1 |
1,952.9 |
|
| S4 |
1,813.3 |
1,839.6 |
1,939.0 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,358.0 |
2,285.4 |
2,034.5 |
|
| R3 |
2,235.0 |
2,162.4 |
2,000.6 |
|
| R2 |
2,112.0 |
2,112.0 |
1,989.4 |
|
| R1 |
2,039.4 |
2,039.4 |
1,978.1 |
2,014.2 |
| PP |
1,989.0 |
1,989.0 |
1,989.0 |
1,976.4 |
| S1 |
1,916.4 |
1,916.4 |
1,955.5 |
1,891.2 |
| S2 |
1,866.0 |
1,866.0 |
1,944.3 |
|
| S3 |
1,743.0 |
1,793.4 |
1,933.0 |
|
| S4 |
1,620.0 |
1,670.4 |
1,899.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,086.2 |
1,938.6 |
147.6 |
7.5% |
44.5 |
2.3% |
19% |
False |
True |
249,321 |
| 10 |
2,097.0 |
1,938.6 |
158.4 |
8.1% |
37.3 |
1.9% |
18% |
False |
True |
211,053 |
| 20 |
2,097.0 |
1,865.5 |
231.5 |
11.8% |
41.0 |
2.1% |
44% |
False |
False |
246,859 |
| 40 |
2,097.0 |
1,705.7 |
391.3 |
19.9% |
37.8 |
1.9% |
67% |
False |
False |
124,391 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
36.6 |
1.9% |
70% |
False |
False |
82,982 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
34.7 |
1.8% |
70% |
False |
False |
62,274 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
31.4 |
1.6% |
70% |
False |
False |
49,820 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
29.6 |
1.5% |
70% |
False |
False |
41,517 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,203.7 |
|
2.618 |
2,121.3 |
|
1.618 |
2,070.8 |
|
1.000 |
2,039.6 |
|
0.618 |
2,020.3 |
|
HIGH |
1,989.1 |
|
0.618 |
1,969.8 |
|
0.500 |
1,963.9 |
|
0.382 |
1,957.9 |
|
LOW |
1,938.6 |
|
0.618 |
1,907.4 |
|
1.000 |
1,888.1 |
|
1.618 |
1,856.9 |
|
2.618 |
1,806.4 |
|
4.250 |
1,724.0 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,965.8 |
1,988.0 |
| PP |
1,964.8 |
1,980.9 |
| S1 |
1,963.9 |
1,973.9 |
|