| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,093.1 |
2,087.7 |
-5.4 |
-0.3% |
2,131.1 |
| High |
2,101.8 |
2,100.4 |
-1.4 |
-0.1% |
2,142.6 |
| Low |
2,083.0 |
2,074.2 |
-8.8 |
-0.4% |
2,088.7 |
| Close |
2,084.1 |
2,075.2 |
-8.9 |
-0.4% |
2,106.3 |
| Range |
18.8 |
26.2 |
7.4 |
39.4% |
53.9 |
| ATR |
25.0 |
25.1 |
0.1 |
0.4% |
0.0 |
| Volume |
1,557 |
3,093 |
1,536 |
98.7% |
7,024 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.9 |
2,144.7 |
2,089.6 |
|
| R3 |
2,135.7 |
2,118.5 |
2,082.4 |
|
| R2 |
2,109.5 |
2,109.5 |
2,080.0 |
|
| R1 |
2,092.3 |
2,092.3 |
2,077.6 |
2,087.8 |
| PP |
2,083.3 |
2,083.3 |
2,083.3 |
2,081.0 |
| S1 |
2,066.1 |
2,066.1 |
2,072.8 |
2,061.6 |
| S2 |
2,057.1 |
2,057.1 |
2,070.4 |
|
| S3 |
2,030.9 |
2,039.9 |
2,068.0 |
|
| S4 |
2,004.7 |
2,013.7 |
2,060.8 |
|
|
| 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 |
2,074.2 |
53.2 |
2.6% |
25.6 |
1.2% |
2% |
False |
True |
2,156 |
| 10 |
2,154.1 |
2,074.2 |
79.9 |
3.9% |
23.3 |
1.1% |
1% |
False |
True |
1,836 |
| 20 |
2,154.1 |
2,045.6 |
108.5 |
5.2% |
22.9 |
1.1% |
27% |
False |
False |
1,760 |
| 40 |
2,208.6 |
2,019.8 |
188.8 |
9.1% |
25.1 |
1.2% |
29% |
False |
False |
1,966 |
| 60 |
2,208.6 |
2,004.4 |
204.2 |
9.8% |
23.8 |
1.1% |
35% |
False |
False |
1,593 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.9% |
22.6 |
1.1% |
57% |
False |
False |
1,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,211.8 |
|
2.618 |
2,169.0 |
|
1.618 |
2,142.8 |
|
1.000 |
2,126.6 |
|
0.618 |
2,116.6 |
|
HIGH |
2,100.4 |
|
0.618 |
2,090.4 |
|
0.500 |
2,087.3 |
|
0.382 |
2,084.2 |
|
LOW |
2,074.2 |
|
0.618 |
2,058.0 |
|
1.000 |
2,048.0 |
|
1.618 |
2,031.8 |
|
2.618 |
2,005.6 |
|
4.250 |
1,962.9 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.3 |
2,089.3 |
| PP |
2,083.3 |
2,084.6 |
| S1 |
2,079.2 |
2,079.9 |
|