| 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 |
2,054.1 |
2,055.5 |
1.4 |
0.1% |
2,092.7 |
| High |
2,068.4 |
2,066.1 |
-2.3 |
-0.1% |
2,107.7 |
| Low |
2,051.9 |
2,045.8 |
-6.1 |
-0.3% |
2,050.9 |
| Close |
2,053.0 |
2,047.8 |
-5.2 |
-0.3% |
2,069.7 |
| Range |
16.5 |
20.3 |
3.8 |
23.0% |
56.8 |
| ATR |
26.8 |
26.3 |
-0.5 |
-1.7% |
0.0 |
| Volume |
63,812 |
54,808 |
-9,004 |
-14.1% |
66,779 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.1 |
2,101.3 |
2,059.0 |
|
| R3 |
2,093.8 |
2,081.0 |
2,053.4 |
|
| R2 |
2,073.5 |
2,073.5 |
2,051.5 |
|
| R1 |
2,060.7 |
2,060.7 |
2,049.7 |
2,057.0 |
| PP |
2,053.2 |
2,053.2 |
2,053.2 |
2,051.4 |
| S1 |
2,040.4 |
2,040.4 |
2,045.9 |
2,036.7 |
| S2 |
2,032.9 |
2,032.9 |
2,044.1 |
|
| S3 |
2,012.6 |
2,020.1 |
2,042.2 |
|
| S4 |
1,992.3 |
1,999.8 |
2,036.6 |
|
|
| 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 |
2,090.7 |
2,042.7 |
48.0 |
2.3% |
24.3 |
1.2% |
11% |
False |
False |
38,979 |
| 10 |
2,118.0 |
2,042.7 |
75.3 |
3.7% |
24.2 |
1.2% |
7% |
False |
False |
25,368 |
| 20 |
2,118.0 |
2,007.4 |
110.6 |
5.4% |
24.2 |
1.2% |
37% |
False |
False |
15,930 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
26.3 |
1.3% |
37% |
False |
False |
11,235 |
| 60 |
2,171.5 |
1,961.6 |
209.9 |
10.3% |
25.2 |
1.2% |
41% |
False |
False |
8,465 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
23.8 |
1.2% |
60% |
False |
False |
6,876 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
21.8 |
1.1% |
60% |
False |
False |
5,636 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
20.9 |
1.0% |
60% |
False |
False |
4,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.4 |
|
2.618 |
2,119.2 |
|
1.618 |
2,098.9 |
|
1.000 |
2,086.4 |
|
0.618 |
2,078.6 |
|
HIGH |
2,066.1 |
|
0.618 |
2,058.3 |
|
0.500 |
2,056.0 |
|
0.382 |
2,053.6 |
|
LOW |
2,045.8 |
|
0.618 |
2,033.3 |
|
1.000 |
2,025.5 |
|
1.618 |
2,013.0 |
|
2.618 |
1,992.7 |
|
4.250 |
1,959.5 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.0 |
2,057.9 |
| PP |
2,053.2 |
2,054.5 |
| S1 |
2,050.5 |
2,051.2 |
|