Trading Metrics calculated at close of trading on 10-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
2,002.3 |
1,980.9 |
-21.4 |
-1.1% |
2,048.0 |
High |
2,002.7 |
1,988.7 |
-14.0 |
-0.7% |
2,061.6 |
Low |
1,966.4 |
1,963.4 |
-3.0 |
-0.2% |
1,938.6 |
Close |
1,982.7 |
1,984.0 |
1.3 |
0.1% |
1,966.8 |
Range |
36.3 |
25.3 |
-11.0 |
-30.3% |
123.0 |
ATR |
40.2 |
39.2 |
-1.1 |
-2.7% |
0.0 |
Volume |
179,161 |
185,494 |
6,333 |
3.5% |
1,040,005 |
|
Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,054.6 |
2,044.6 |
1,997.9 |
|
R3 |
2,029.3 |
2,019.3 |
1,991.0 |
|
R2 |
2,004.0 |
2,004.0 |
1,988.6 |
|
R1 |
1,994.0 |
1,994.0 |
1,986.3 |
1,999.0 |
PP |
1,978.7 |
1,978.7 |
1,978.7 |
1,981.2 |
S1 |
1,968.7 |
1,968.7 |
1,981.7 |
1,973.7 |
S2 |
1,953.4 |
1,953.4 |
1,979.4 |
|
S3 |
1,928.1 |
1,943.4 |
1,977.0 |
|
S4 |
1,902.8 |
1,918.1 |
1,970.1 |
|
|
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 |
2,004.6 |
1,938.6 |
66.0 |
3.3% |
37.5 |
1.9% |
69% |
False |
False |
205,319 |
10 |
2,097.0 |
1,938.6 |
158.4 |
8.0% |
38.0 |
1.9% |
29% |
False |
False |
211,615 |
20 |
2,097.0 |
1,887.2 |
209.8 |
10.6% |
42.9 |
2.2% |
46% |
False |
False |
244,910 |
40 |
2,097.0 |
1,713.0 |
384.0 |
19.4% |
38.0 |
1.9% |
71% |
False |
False |
138,127 |
60 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
36.4 |
1.8% |
74% |
False |
False |
92,148 |
80 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
35.3 |
1.8% |
74% |
False |
False |
69,152 |
100 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
31.6 |
1.6% |
74% |
False |
False |
55,323 |
120 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
29.9 |
1.5% |
74% |
False |
False |
46,103 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,096.2 |
2.618 |
2,054.9 |
1.618 |
2,029.6 |
1.000 |
2,014.0 |
0.618 |
2,004.3 |
HIGH |
1,988.7 |
0.618 |
1,979.0 |
0.500 |
1,976.1 |
0.382 |
1,973.1 |
LOW |
1,963.4 |
0.618 |
1,947.8 |
1.000 |
1,938.1 |
1.618 |
1,922.5 |
2.618 |
1,897.2 |
4.250 |
1,855.9 |
|
|
Fisher Pivots for day following 10-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
1,981.4 |
1,982.5 |
PP |
1,978.7 |
1,981.0 |
S1 |
1,976.1 |
1,979.6 |
|