| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,969.2 |
2,002.3 |
33.1 |
1.7% |
2,048.0 |
| High |
2,004.6 |
2,002.7 |
-1.9 |
-0.1% |
2,061.6 |
| Low |
1,954.5 |
1,966.4 |
11.9 |
0.6% |
1,938.6 |
| Close |
2,004.1 |
1,982.7 |
-21.4 |
-1.1% |
1,966.8 |
| Range |
50.1 |
36.3 |
-13.8 |
-27.5% |
123.0 |
| ATR |
40.4 |
40.2 |
-0.2 |
-0.5% |
0.0 |
| Volume |
185,648 |
179,161 |
-6,487 |
-3.5% |
1,040,005 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.8 |
2,074.1 |
2,002.7 |
|
| R3 |
2,056.5 |
2,037.8 |
1,992.7 |
|
| R2 |
2,020.2 |
2,020.2 |
1,989.4 |
|
| R1 |
2,001.5 |
2,001.5 |
1,986.0 |
1,992.7 |
| PP |
1,983.9 |
1,983.9 |
1,983.9 |
1,979.6 |
| S1 |
1,965.2 |
1,965.2 |
1,979.4 |
1,956.4 |
| S2 |
1,947.6 |
1,947.6 |
1,976.0 |
|
| S3 |
1,911.3 |
1,928.9 |
1,972.7 |
|
| S4 |
1,875.0 |
1,892.6 |
1,962.7 |
|
|
| 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 |
2,037.3 |
1,938.6 |
98.7 |
5.0% |
45.1 |
2.3% |
45% |
False |
False |
229,077 |
| 10 |
2,097.0 |
1,938.6 |
158.4 |
8.0% |
39.0 |
2.0% |
28% |
False |
False |
205,508 |
| 20 |
2,097.0 |
1,887.2 |
209.8 |
10.6% |
42.5 |
2.1% |
46% |
False |
False |
254,093 |
| 40 |
2,097.0 |
1,705.7 |
391.3 |
19.7% |
38.1 |
1.9% |
71% |
False |
False |
133,499 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
36.5 |
1.8% |
74% |
False |
False |
89,057 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
35.4 |
1.8% |
74% |
False |
False |
66,834 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
31.6 |
1.6% |
74% |
False |
False |
53,468 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
29.9 |
1.5% |
74% |
False |
False |
44,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.0 |
|
2.618 |
2,097.7 |
|
1.618 |
2,061.4 |
|
1.000 |
2,039.0 |
|
0.618 |
2,025.1 |
|
HIGH |
2,002.7 |
|
0.618 |
1,988.8 |
|
0.500 |
1,984.6 |
|
0.382 |
1,980.3 |
|
LOW |
1,966.4 |
|
0.618 |
1,944.0 |
|
1.000 |
1,930.1 |
|
1.618 |
1,907.7 |
|
2.618 |
1,871.4 |
|
4.250 |
1,812.1 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,984.6 |
1,979.0 |
| PP |
1,983.9 |
1,975.3 |
| S1 |
1,983.3 |
1,971.6 |
|