| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,096.0 |
2,092.7 |
-3.3 |
-0.2% |
2,085.4 |
| High |
2,103.3 |
2,107.7 |
4.4 |
0.2% |
2,118.0 |
| Low |
2,087.5 |
2,084.7 |
-2.8 |
-0.1% |
2,084.9 |
| Close |
2,091.8 |
2,093.5 |
1.7 |
0.1% |
2,091.8 |
| Range |
15.8 |
23.0 |
7.2 |
45.6% |
33.1 |
| ATR |
26.9 |
26.6 |
-0.3 |
-1.0% |
0.0 |
| Volume |
8,296 |
11,492 |
3,196 |
38.5% |
26,724 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.3 |
2,151.9 |
2,106.2 |
|
| R3 |
2,141.3 |
2,128.9 |
2,099.8 |
|
| R2 |
2,118.3 |
2,118.3 |
2,097.7 |
|
| R1 |
2,105.9 |
2,105.9 |
2,095.6 |
2,112.1 |
| PP |
2,095.3 |
2,095.3 |
2,095.3 |
2,098.4 |
| S1 |
2,082.9 |
2,082.9 |
2,091.4 |
2,089.1 |
| S2 |
2,072.3 |
2,072.3 |
2,089.3 |
|
| S3 |
2,049.3 |
2,059.9 |
2,087.2 |
|
| S4 |
2,026.3 |
2,036.9 |
2,080.9 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.5 |
2,177.8 |
2,110.0 |
|
| R3 |
2,164.4 |
2,144.7 |
2,100.9 |
|
| R2 |
2,131.3 |
2,131.3 |
2,097.9 |
|
| R1 |
2,111.6 |
2,111.6 |
2,094.8 |
2,121.5 |
| PP |
2,098.2 |
2,098.2 |
2,098.2 |
2,103.2 |
| S1 |
2,078.5 |
2,078.5 |
2,088.8 |
2,088.4 |
| S2 |
2,065.1 |
2,065.1 |
2,085.7 |
|
| S3 |
2,032.0 |
2,045.4 |
2,082.7 |
|
| S4 |
1,998.9 |
2,012.3 |
2,073.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,118.0 |
2,084.7 |
33.3 |
1.6% |
20.0 |
1.0% |
26% |
False |
True |
7,643 |
| 10 |
2,118.0 |
2,048.9 |
69.1 |
3.3% |
19.9 |
0.9% |
65% |
False |
False |
6,808 |
| 20 |
2,171.5 |
2,007.4 |
164.1 |
7.8% |
29.1 |
1.4% |
52% |
False |
False |
8,232 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.4% |
25.6 |
1.2% |
60% |
False |
False |
6,367 |
| 60 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
25.1 |
1.2% |
75% |
False |
False |
5,137 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
22.8 |
1.1% |
75% |
False |
False |
4,199 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
21.1 |
1.0% |
75% |
False |
False |
3,464 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
14.8% |
20.3 |
1.0% |
75% |
False |
False |
2,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,205.5 |
|
2.618 |
2,167.9 |
|
1.618 |
2,144.9 |
|
1.000 |
2,130.7 |
|
0.618 |
2,121.9 |
|
HIGH |
2,107.7 |
|
0.618 |
2,098.9 |
|
0.500 |
2,096.2 |
|
0.382 |
2,093.5 |
|
LOW |
2,084.7 |
|
0.618 |
2,070.5 |
|
1.000 |
2,061.7 |
|
1.618 |
2,047.5 |
|
2.618 |
2,024.5 |
|
4.250 |
1,987.0 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.2 |
2,101.4 |
| PP |
2,095.3 |
2,098.7 |
| S1 |
2,094.4 |
2,096.1 |
|