| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,087.7 |
2,090.2 |
2.5 |
0.1% |
2,108.7 |
| High |
2,100.4 |
2,121.2 |
20.8 |
1.0% |
2,121.2 |
| Low |
2,074.2 |
2,090.1 |
15.9 |
0.8% |
2,074.2 |
| Close |
2,075.2 |
2,107.2 |
32.0 |
1.5% |
2,107.2 |
| Range |
26.2 |
31.1 |
4.9 |
18.7% |
47.0 |
| ATR |
25.1 |
26.6 |
1.5 |
6.0% |
0.0 |
| Volume |
3,093 |
3,754 |
661 |
21.4% |
12,799 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,199.5 |
2,184.4 |
2,124.3 |
|
| R3 |
2,168.4 |
2,153.3 |
2,115.8 |
|
| R2 |
2,137.3 |
2,137.3 |
2,112.9 |
|
| R1 |
2,122.2 |
2,122.2 |
2,110.1 |
2,129.8 |
| PP |
2,106.2 |
2,106.2 |
2,106.2 |
2,109.9 |
| S1 |
2,091.1 |
2,091.1 |
2,104.3 |
2,098.7 |
| S2 |
2,075.1 |
2,075.1 |
2,101.5 |
|
| S3 |
2,044.0 |
2,060.0 |
2,098.6 |
|
| S4 |
2,012.9 |
2,028.9 |
2,090.1 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,241.9 |
2,221.5 |
2,133.1 |
|
| R3 |
2,194.9 |
2,174.5 |
2,120.1 |
|
| R2 |
2,147.9 |
2,147.9 |
2,115.8 |
|
| R1 |
2,127.5 |
2,127.5 |
2,111.5 |
2,114.2 |
| PP |
2,100.9 |
2,100.9 |
2,100.9 |
2,094.2 |
| S1 |
2,080.5 |
2,080.5 |
2,102.9 |
2,067.2 |
| S2 |
2,053.9 |
2,053.9 |
2,098.6 |
|
| S3 |
2,006.9 |
2,033.5 |
2,094.3 |
|
| S4 |
1,959.9 |
1,986.5 |
2,081.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,121.2 |
2,074.2 |
47.0 |
2.2% |
24.1 |
1.1% |
70% |
True |
False |
2,559 |
| 10 |
2,142.6 |
2,074.2 |
68.4 |
3.2% |
24.3 |
1.2% |
48% |
False |
False |
2,078 |
| 20 |
2,154.1 |
2,074.2 |
79.9 |
3.8% |
21.9 |
1.0% |
41% |
False |
False |
1,765 |
| 40 |
2,208.6 |
2,037.4 |
171.2 |
8.1% |
25.1 |
1.2% |
41% |
False |
False |
2,038 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.3% |
24.1 |
1.1% |
48% |
False |
False |
1,648 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.7% |
22.9 |
1.1% |
67% |
False |
False |
1,338 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,253.4 |
|
2.618 |
2,202.6 |
|
1.618 |
2,171.5 |
|
1.000 |
2,152.3 |
|
0.618 |
2,140.4 |
|
HIGH |
2,121.2 |
|
0.618 |
2,109.3 |
|
0.500 |
2,105.7 |
|
0.382 |
2,102.0 |
|
LOW |
2,090.1 |
|
0.618 |
2,070.9 |
|
1.000 |
2,059.0 |
|
1.618 |
2,039.8 |
|
2.618 |
2,008.7 |
|
4.250 |
1,957.9 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,106.7 |
2,104.0 |
| PP |
2,106.2 |
2,100.9 |
| S1 |
2,105.7 |
2,097.7 |
|