| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,107.0 |
2,089.0 |
-18.0 |
-0.9% |
2,105.3 |
| High |
2,113.9 |
2,097.0 |
-16.9 |
-0.8% |
2,137.5 |
| Low |
2,078.1 |
2,083.3 |
5.2 |
0.3% |
2,105.3 |
| Close |
2,082.1 |
2,089.5 |
7.4 |
0.4% |
2,111.3 |
| Range |
35.8 |
13.7 |
-22.1 |
-61.7% |
32.2 |
| ATR |
26.6 |
25.7 |
-0.8 |
-3.1% |
0.0 |
| Volume |
3,380 |
3,103 |
-277 |
-8.2% |
7,674 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.0 |
2,124.0 |
2,097.0 |
|
| R3 |
2,117.3 |
2,110.3 |
2,093.3 |
|
| R2 |
2,103.6 |
2,103.6 |
2,092.0 |
|
| R1 |
2,096.6 |
2,096.6 |
2,090.8 |
2,100.1 |
| PP |
2,089.9 |
2,089.9 |
2,089.9 |
2,091.7 |
| S1 |
2,082.9 |
2,082.9 |
2,088.2 |
2,086.4 |
| S2 |
2,076.2 |
2,076.2 |
2,087.0 |
|
| S3 |
2,062.5 |
2,069.2 |
2,085.7 |
|
| S4 |
2,048.8 |
2,055.5 |
2,082.0 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.6 |
2,195.2 |
2,129.0 |
|
| R3 |
2,182.4 |
2,163.0 |
2,120.2 |
|
| R2 |
2,150.2 |
2,150.2 |
2,117.2 |
|
| R1 |
2,130.8 |
2,130.8 |
2,114.3 |
2,140.5 |
| PP |
2,118.0 |
2,118.0 |
2,118.0 |
2,122.9 |
| S1 |
2,098.6 |
2,098.6 |
2,108.3 |
2,108.3 |
| S2 |
2,085.8 |
2,085.8 |
2,105.4 |
|
| S3 |
2,053.6 |
2,066.4 |
2,102.4 |
|
| S4 |
2,021.4 |
2,034.2 |
2,093.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,137.5 |
2,078.1 |
59.4 |
2.8% |
21.9 |
1.0% |
19% |
False |
False |
2,546 |
| 10 |
2,137.5 |
2,078.1 |
59.4 |
2.8% |
19.8 |
0.9% |
19% |
False |
False |
2,208 |
| 20 |
2,137.5 |
2,027.3 |
110.2 |
5.3% |
23.3 |
1.1% |
56% |
False |
False |
2,877 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
25.3 |
1.2% |
48% |
False |
False |
2,872 |
| 60 |
2,191.2 |
1,923.5 |
267.7 |
12.8% |
24.8 |
1.2% |
62% |
False |
False |
2,645 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
22.6 |
1.1% |
67% |
False |
False |
2,198 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
20.9 |
1.0% |
67% |
False |
False |
1,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,155.2 |
|
2.618 |
2,132.9 |
|
1.618 |
2,119.2 |
|
1.000 |
2,110.7 |
|
0.618 |
2,105.5 |
|
HIGH |
2,097.0 |
|
0.618 |
2,091.8 |
|
0.500 |
2,090.2 |
|
0.382 |
2,088.5 |
|
LOW |
2,083.3 |
|
0.618 |
2,074.8 |
|
1.000 |
2,069.6 |
|
1.618 |
2,061.1 |
|
2.618 |
2,047.4 |
|
4.250 |
2,025.1 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.2 |
2,102.8 |
| PP |
2,089.9 |
2,098.4 |
| S1 |
2,089.7 |
2,093.9 |
|