| Trading Metrics calculated at close of trading on 05-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,069.2 |
2,071.3 |
2.1 |
0.1% |
2,092.7 |
| High |
2,077.8 |
2,090.7 |
12.9 |
0.6% |
2,107.7 |
| Low |
2,063.1 |
2,050.9 |
-12.2 |
-0.6% |
2,050.9 |
| Close |
2,069.9 |
2,069.7 |
-0.2 |
0.0% |
2,069.7 |
| Range |
14.7 |
39.8 |
25.1 |
170.7% |
56.8 |
| ATR |
26.4 |
27.3 |
1.0 |
3.6% |
0.0 |
| Volume |
11,276 |
19,590 |
8,314 |
73.7% |
66,779 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,189.8 |
2,169.6 |
2,091.6 |
|
| R3 |
2,150.0 |
2,129.8 |
2,080.6 |
|
| R2 |
2,110.2 |
2,110.2 |
2,077.0 |
|
| R1 |
2,090.0 |
2,090.0 |
2,073.3 |
2,080.2 |
| PP |
2,070.4 |
2,070.4 |
2,070.4 |
2,065.6 |
| S1 |
2,050.2 |
2,050.2 |
2,066.1 |
2,040.4 |
| S2 |
2,030.6 |
2,030.6 |
2,062.4 |
|
| S3 |
1,990.8 |
2,010.4 |
2,058.8 |
|
| S4 |
1,951.0 |
1,970.6 |
2,047.8 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.5 |
2,214.9 |
2,100.9 |
|
| R3 |
2,189.7 |
2,158.1 |
2,085.3 |
|
| R2 |
2,132.9 |
2,132.9 |
2,080.1 |
|
| R1 |
2,101.3 |
2,101.3 |
2,074.9 |
2,088.7 |
| PP |
2,076.1 |
2,076.1 |
2,076.1 |
2,069.8 |
| S1 |
2,044.5 |
2,044.5 |
2,064.5 |
2,031.9 |
| S2 |
2,019.3 |
2,019.3 |
2,059.3 |
|
| S3 |
1,962.5 |
1,987.7 |
2,054.1 |
|
| S4 |
1,905.7 |
1,930.9 |
2,038.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,107.7 |
2,050.9 |
56.8 |
2.7% |
25.8 |
1.2% |
33% |
False |
True |
15,015 |
| 10 |
2,118.0 |
2,050.9 |
67.1 |
3.2% |
22.9 |
1.1% |
28% |
False |
True |
10,300 |
| 20 |
2,118.0 |
2,007.4 |
110.6 |
5.3% |
25.5 |
1.2% |
56% |
False |
False |
9,184 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
26.5 |
1.3% |
48% |
False |
False |
7,440 |
| 60 |
2,171.5 |
1,909.6 |
261.9 |
12.7% |
25.7 |
1.2% |
61% |
False |
False |
5,901 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
23.4 |
1.1% |
67% |
False |
False |
4,855 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
21.6 |
1.0% |
67% |
False |
False |
4,004 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
20.8 |
1.0% |
67% |
False |
False |
3,422 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,259.9 |
|
2.618 |
2,194.9 |
|
1.618 |
2,155.1 |
|
1.000 |
2,130.5 |
|
0.618 |
2,115.3 |
|
HIGH |
2,090.7 |
|
0.618 |
2,075.5 |
|
0.500 |
2,070.8 |
|
0.382 |
2,066.1 |
|
LOW |
2,050.9 |
|
0.618 |
2,026.3 |
|
1.000 |
2,011.1 |
|
1.618 |
1,986.5 |
|
2.618 |
1,946.7 |
|
4.250 |
1,881.8 |
|
|
| Fisher Pivots for day following 05-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.8 |
2,072.6 |
| PP |
2,070.4 |
2,071.6 |
| S1 |
2,070.1 |
2,070.7 |
|