| 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 |
2,095.9 |
2,093.1 |
-2.8 |
-0.1% |
2,131.1 |
| High |
2,104.3 |
2,101.8 |
-2.5 |
-0.1% |
2,142.6 |
| Low |
2,088.5 |
2,083.0 |
-5.5 |
-0.3% |
2,088.7 |
| Close |
2,089.4 |
2,084.1 |
-5.3 |
-0.3% |
2,106.3 |
| Range |
15.8 |
18.8 |
3.0 |
19.0% |
53.9 |
| ATR |
25.4 |
25.0 |
-0.5 |
-1.9% |
0.0 |
| Volume |
2,543 |
1,557 |
-986 |
-38.8% |
7,024 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.0 |
2,133.9 |
2,094.4 |
|
| R3 |
2,127.2 |
2,115.1 |
2,089.3 |
|
| R2 |
2,108.4 |
2,108.4 |
2,087.5 |
|
| R1 |
2,096.3 |
2,096.3 |
2,085.8 |
2,093.0 |
| PP |
2,089.6 |
2,089.6 |
2,089.6 |
2,088.0 |
| S1 |
2,077.5 |
2,077.5 |
2,082.4 |
2,074.2 |
| S2 |
2,070.8 |
2,070.8 |
2,080.7 |
|
| S3 |
2,052.0 |
2,058.7 |
2,078.9 |
|
| S4 |
2,033.2 |
2,039.9 |
2,073.8 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,274.2 |
2,244.2 |
2,135.9 |
|
| R3 |
2,220.3 |
2,190.3 |
2,121.1 |
|
| R2 |
2,166.4 |
2,166.4 |
2,116.2 |
|
| R1 |
2,136.4 |
2,136.4 |
2,111.2 |
2,124.5 |
| PP |
2,112.5 |
2,112.5 |
2,112.5 |
2,106.6 |
| S1 |
2,082.5 |
2,082.5 |
2,101.4 |
2,070.6 |
| S2 |
2,058.6 |
2,058.6 |
2,096.4 |
|
| S3 |
2,004.7 |
2,028.6 |
2,091.5 |
|
| S4 |
1,950.8 |
1,974.7 |
2,076.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,127.4 |
2,080.8 |
46.6 |
2.2% |
23.0 |
1.1% |
7% |
False |
False |
1,849 |
| 10 |
2,154.1 |
2,080.8 |
73.3 |
3.5% |
22.7 |
1.1% |
5% |
False |
False |
1,626 |
| 20 |
2,154.1 |
2,045.6 |
108.5 |
5.2% |
22.6 |
1.1% |
35% |
False |
False |
1,826 |
| 40 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
24.8 |
1.2% |
36% |
False |
False |
1,922 |
| 60 |
2,208.6 |
1,999.8 |
208.8 |
10.0% |
23.7 |
1.1% |
40% |
False |
False |
1,544 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.8% |
22.3 |
1.1% |
60% |
False |
False |
1,257 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,181.7 |
|
2.618 |
2,151.0 |
|
1.618 |
2,132.2 |
|
1.000 |
2,120.6 |
|
0.618 |
2,113.4 |
|
HIGH |
2,101.8 |
|
0.618 |
2,094.6 |
|
0.500 |
2,092.4 |
|
0.382 |
2,090.2 |
|
LOW |
2,083.0 |
|
0.618 |
2,071.4 |
|
1.000 |
2,064.2 |
|
1.618 |
2,052.6 |
|
2.618 |
2,033.8 |
|
4.250 |
2,003.1 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,092.4 |
2,095.1 |
| PP |
2,089.6 |
2,091.4 |
| S1 |
2,086.9 |
2,087.8 |
|