| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,977.3 |
1,969.2 |
-8.1 |
-0.4% |
2,048.0 |
| High |
1,989.1 |
2,004.6 |
15.5 |
0.8% |
2,061.6 |
| Low |
1,938.6 |
1,954.5 |
15.9 |
0.8% |
1,938.6 |
| Close |
1,966.8 |
2,004.1 |
37.3 |
1.9% |
1,966.8 |
| Range |
50.5 |
50.1 |
-0.4 |
-0.8% |
123.0 |
| ATR |
39.7 |
40.4 |
0.7 |
1.9% |
0.0 |
| Volume |
251,773 |
185,648 |
-66,125 |
-26.3% |
1,040,005 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.0 |
2,121.2 |
2,031.7 |
|
| R3 |
2,087.9 |
2,071.1 |
2,017.9 |
|
| R2 |
2,037.8 |
2,037.8 |
2,013.3 |
|
| R1 |
2,021.0 |
2,021.0 |
2,008.7 |
2,029.4 |
| PP |
1,987.7 |
1,987.7 |
1,987.7 |
1,992.0 |
| S1 |
1,970.9 |
1,970.9 |
1,999.5 |
1,979.3 |
| S2 |
1,937.6 |
1,937.6 |
1,994.9 |
|
| S3 |
1,887.5 |
1,920.8 |
1,990.3 |
|
| S4 |
1,837.4 |
1,870.7 |
1,976.5 |
|
|
| 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 |
2,061.6 |
1,938.6 |
123.0 |
6.1% |
45.7 |
2.3% |
53% |
False |
False |
245,130 |
| 10 |
2,097.0 |
1,938.6 |
158.4 |
7.9% |
39.3 |
2.0% |
41% |
False |
False |
207,727 |
| 20 |
2,097.0 |
1,879.0 |
218.0 |
10.9% |
42.3 |
2.1% |
57% |
False |
False |
254,560 |
| 40 |
2,097.0 |
1,705.7 |
391.3 |
19.5% |
38.3 |
1.9% |
76% |
False |
False |
129,024 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
22.0% |
37.0 |
1.8% |
79% |
False |
False |
86,075 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.0% |
35.1 |
1.8% |
79% |
False |
False |
64,595 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.0% |
31.6 |
1.6% |
79% |
False |
False |
51,677 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.0% |
29.8 |
1.5% |
79% |
False |
False |
43,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,217.5 |
|
2.618 |
2,135.8 |
|
1.618 |
2,085.7 |
|
1.000 |
2,054.7 |
|
0.618 |
2,035.6 |
|
HIGH |
2,004.6 |
|
0.618 |
1,985.5 |
|
0.500 |
1,979.6 |
|
0.382 |
1,973.6 |
|
LOW |
1,954.5 |
|
0.618 |
1,923.5 |
|
1.000 |
1,904.4 |
|
1.618 |
1,873.4 |
|
2.618 |
1,823.3 |
|
4.250 |
1,741.6 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,995.9 |
1,993.3 |
| PP |
1,987.7 |
1,982.4 |
| S1 |
1,979.6 |
1,971.6 |
|