| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,980.9 |
1,984.6 |
3.7 |
0.2% |
2,048.0 |
| High |
1,988.7 |
2,003.8 |
15.1 |
0.8% |
2,061.6 |
| Low |
1,963.4 |
1,944.7 |
-18.7 |
-1.0% |
1,938.6 |
| Close |
1,984.0 |
1,969.1 |
-14.9 |
-0.8% |
1,966.8 |
| Range |
25.3 |
59.1 |
33.8 |
133.6% |
123.0 |
| ATR |
39.2 |
40.6 |
1.4 |
3.6% |
0.0 |
| Volume |
185,494 |
265,841 |
80,347 |
43.3% |
1,040,005 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.8 |
2,118.6 |
2,001.6 |
|
| R3 |
2,090.7 |
2,059.5 |
1,985.4 |
|
| R2 |
2,031.6 |
2,031.6 |
1,979.9 |
|
| R1 |
2,000.4 |
2,000.4 |
1,974.5 |
1,986.5 |
| PP |
1,972.5 |
1,972.5 |
1,972.5 |
1,965.6 |
| S1 |
1,941.3 |
1,941.3 |
1,963.7 |
1,927.4 |
| S2 |
1,913.4 |
1,913.4 |
1,958.3 |
|
| S3 |
1,854.3 |
1,882.2 |
1,952.8 |
|
| S4 |
1,795.2 |
1,823.1 |
1,936.6 |
|
|
| 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 |
3.4% |
44.3 |
2.2% |
46% |
False |
False |
213,583 |
| 10 |
2,096.2 |
1,938.6 |
157.6 |
8.0% |
41.7 |
2.1% |
19% |
False |
False |
221,514 |
| 20 |
2,097.0 |
1,890.0 |
207.0 |
10.5% |
43.9 |
2.2% |
38% |
False |
False |
242,653 |
| 40 |
2,097.0 |
1,726.2 |
370.8 |
18.8% |
39.0 |
2.0% |
66% |
False |
False |
144,768 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
37.0 |
1.9% |
71% |
False |
False |
96,577 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
35.9 |
1.8% |
71% |
False |
False |
72,475 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
32.0 |
1.6% |
71% |
False |
False |
57,982 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
30.2 |
1.5% |
71% |
False |
False |
48,318 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,255.0 |
|
2.618 |
2,158.5 |
|
1.618 |
2,099.4 |
|
1.000 |
2,062.9 |
|
0.618 |
2,040.3 |
|
HIGH |
2,003.8 |
|
0.618 |
1,981.2 |
|
0.500 |
1,974.3 |
|
0.382 |
1,967.3 |
|
LOW |
1,944.7 |
|
0.618 |
1,908.2 |
|
1.000 |
1,885.6 |
|
1.618 |
1,849.1 |
|
2.618 |
1,790.0 |
|
4.250 |
1,693.5 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,974.3 |
1,974.3 |
| PP |
1,972.5 |
1,972.5 |
| S1 |
1,970.8 |
1,970.8 |
|