| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,984.6 |
1,966.7 |
-17.9 |
-0.9% |
1,969.2 |
| High |
2,003.8 |
2,003.3 |
-0.5 |
0.0% |
2,004.6 |
| Low |
1,944.7 |
1,957.3 |
12.6 |
0.6% |
1,944.7 |
| Close |
1,969.1 |
1,963.9 |
-5.2 |
-0.3% |
1,963.9 |
| Range |
59.1 |
46.0 |
-13.1 |
-22.2% |
59.9 |
| ATR |
40.6 |
41.0 |
0.4 |
1.0% |
0.0 |
| Volume |
265,841 |
209,888 |
-55,953 |
-21.0% |
1,026,032 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,112.8 |
2,084.4 |
1,989.2 |
|
| R3 |
2,066.8 |
2,038.4 |
1,976.6 |
|
| R2 |
2,020.8 |
2,020.8 |
1,972.3 |
|
| R1 |
1,992.4 |
1,992.4 |
1,968.1 |
1,983.6 |
| PP |
1,974.8 |
1,974.8 |
1,974.8 |
1,970.5 |
| S1 |
1,946.4 |
1,946.4 |
1,959.7 |
1,937.6 |
| S2 |
1,928.8 |
1,928.8 |
1,955.5 |
|
| S3 |
1,882.8 |
1,900.4 |
1,951.3 |
|
| S4 |
1,836.8 |
1,854.4 |
1,938.6 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.8 |
2,117.2 |
1,996.8 |
|
| R3 |
2,090.9 |
2,057.3 |
1,980.4 |
|
| R2 |
2,031.0 |
2,031.0 |
1,974.9 |
|
| R1 |
1,997.4 |
1,997.4 |
1,969.4 |
1,984.3 |
| PP |
1,971.1 |
1,971.1 |
1,971.1 |
1,964.5 |
| S1 |
1,937.5 |
1,937.5 |
1,958.4 |
1,924.4 |
| S2 |
1,911.2 |
1,911.2 |
1,952.9 |
|
| S3 |
1,851.3 |
1,877.6 |
1,947.4 |
|
| S4 |
1,791.4 |
1,817.7 |
1,931.0 |
|
|
| 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 |
1,944.7 |
59.9 |
3.1% |
43.4 |
2.2% |
32% |
False |
False |
205,206 |
| 10 |
2,086.2 |
1,938.6 |
147.6 |
7.5% |
43.9 |
2.2% |
17% |
False |
False |
227,263 |
| 20 |
2,097.0 |
1,938.6 |
158.4 |
8.1% |
41.9 |
2.1% |
16% |
False |
False |
234,461 |
| 40 |
2,097.0 |
1,789.0 |
308.0 |
15.7% |
37.6 |
1.9% |
57% |
False |
False |
150,004 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
37.0 |
1.9% |
70% |
False |
False |
100,073 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
36.2 |
1.8% |
70% |
False |
False |
75,091 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
32.3 |
1.6% |
70% |
False |
False |
60,081 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
30.5 |
1.6% |
70% |
False |
False |
50,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,198.8 |
|
2.618 |
2,123.7 |
|
1.618 |
2,077.7 |
|
1.000 |
2,049.3 |
|
0.618 |
2,031.7 |
|
HIGH |
2,003.3 |
|
0.618 |
1,985.7 |
|
0.500 |
1,980.3 |
|
0.382 |
1,974.9 |
|
LOW |
1,957.3 |
|
0.618 |
1,928.9 |
|
1.000 |
1,911.3 |
|
1.618 |
1,882.9 |
|
2.618 |
1,836.9 |
|
4.250 |
1,761.8 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,980.3 |
1,974.3 |
| PP |
1,974.8 |
1,970.8 |
| S1 |
1,969.4 |
1,967.4 |
|