| 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 |
2,074.8 |
2,075.5 |
0.7 |
0.0% |
2,112.2 |
| High |
2,087.5 |
2,085.0 |
-2.5 |
-0.1% |
2,127.5 |
| Low |
2,071.5 |
2,065.3 |
-6.2 |
-0.3% |
2,071.2 |
| Close |
2,072.4 |
2,067.2 |
-5.2 |
-0.3% |
2,089.3 |
| Range |
16.0 |
19.7 |
3.7 |
23.1% |
56.3 |
| ATR |
26.1 |
25.6 |
-0.5 |
-1.8% |
0.0 |
| Volume |
2,921 |
4,451 |
1,530 |
52.4% |
11,552 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,131.6 |
2,119.1 |
2,078.0 |
|
| R3 |
2,111.9 |
2,099.4 |
2,072.6 |
|
| R2 |
2,092.2 |
2,092.2 |
2,070.8 |
|
| R1 |
2,079.7 |
2,079.7 |
2,069.0 |
2,076.1 |
| PP |
2,072.5 |
2,072.5 |
2,072.5 |
2,070.7 |
| S1 |
2,060.0 |
2,060.0 |
2,065.4 |
2,056.4 |
| S2 |
2,052.8 |
2,052.8 |
2,063.6 |
|
| S3 |
2,033.1 |
2,040.3 |
2,061.8 |
|
| S4 |
2,013.4 |
2,020.6 |
2,056.4 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.9 |
2,233.4 |
2,120.3 |
|
| R3 |
2,208.6 |
2,177.1 |
2,104.8 |
|
| R2 |
2,152.3 |
2,152.3 |
2,099.6 |
|
| R1 |
2,120.8 |
2,120.8 |
2,094.5 |
2,108.4 |
| PP |
2,096.0 |
2,096.0 |
2,096.0 |
2,089.8 |
| S1 |
2,064.5 |
2,064.5 |
2,084.1 |
2,052.1 |
| S2 |
2,039.7 |
2,039.7 |
2,079.0 |
|
| S3 |
1,983.4 |
2,008.2 |
2,073.8 |
|
| S4 |
1,927.1 |
1,951.9 |
2,058.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,110.2 |
2,062.7 |
47.5 |
2.3% |
23.6 |
1.1% |
9% |
False |
False |
3,486 |
| 10 |
2,137.5 |
2,062.7 |
74.8 |
3.6% |
23.5 |
1.1% |
6% |
False |
False |
2,960 |
| 20 |
2,137.5 |
2,027.3 |
110.2 |
5.3% |
23.2 |
1.1% |
36% |
False |
False |
2,841 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
25.6 |
1.2% |
37% |
False |
False |
2,804 |
| 60 |
2,191.2 |
1,980.8 |
210.4 |
10.2% |
24.7 |
1.2% |
41% |
False |
False |
2,803 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
23.3 |
1.1% |
60% |
False |
False |
2,341 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
21.3 |
1.0% |
60% |
False |
False |
1,951 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
20.4 |
1.0% |
60% |
False |
False |
1,654 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.7 |
|
2.618 |
2,136.6 |
|
1.618 |
2,116.9 |
|
1.000 |
2,104.7 |
|
0.618 |
2,097.2 |
|
HIGH |
2,085.0 |
|
0.618 |
2,077.5 |
|
0.500 |
2,075.2 |
|
0.382 |
2,072.8 |
|
LOW |
2,065.3 |
|
0.618 |
2,053.1 |
|
1.000 |
2,045.6 |
|
1.618 |
2,033.4 |
|
2.618 |
2,013.7 |
|
4.250 |
1,981.6 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.2 |
2,077.5 |
| PP |
2,072.5 |
2,074.1 |
| S1 |
2,069.9 |
2,070.6 |
|