| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,131.1 |
2,124.8 |
-6.3 |
-0.3% |
2,123.9 |
| High |
2,142.6 |
2,130.2 |
-12.4 |
-0.6% |
2,154.1 |
| Low |
2,121.5 |
2,095.4 |
-26.1 |
-1.2% |
2,121.8 |
| Close |
2,130.0 |
2,099.1 |
-30.9 |
-1.5% |
2,128.4 |
| Range |
21.1 |
34.8 |
13.7 |
64.9% |
32.3 |
| ATR |
25.2 |
25.9 |
0.7 |
2.7% |
0.0 |
| Volume |
1,361 |
2,369 |
1,008 |
74.1% |
3,682 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.6 |
2,190.7 |
2,118.2 |
|
| R3 |
2,177.8 |
2,155.9 |
2,108.7 |
|
| R2 |
2,143.0 |
2,143.0 |
2,105.5 |
|
| R1 |
2,121.1 |
2,121.1 |
2,102.3 |
2,114.7 |
| PP |
2,108.2 |
2,108.2 |
2,108.2 |
2,105.0 |
| S1 |
2,086.3 |
2,086.3 |
2,095.9 |
2,079.9 |
| S2 |
2,073.4 |
2,073.4 |
2,092.7 |
|
| S3 |
2,038.6 |
2,051.5 |
2,089.5 |
|
| S4 |
2,003.8 |
2,016.7 |
2,080.0 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,231.7 |
2,212.3 |
2,146.2 |
|
| R3 |
2,199.4 |
2,180.0 |
2,137.3 |
|
| R2 |
2,167.1 |
2,167.1 |
2,134.3 |
|
| R1 |
2,147.7 |
2,147.7 |
2,131.4 |
2,157.4 |
| PP |
2,134.8 |
2,134.8 |
2,134.8 |
2,139.6 |
| S1 |
2,115.4 |
2,115.4 |
2,125.4 |
2,125.1 |
| S2 |
2,102.5 |
2,102.5 |
2,122.5 |
|
| S3 |
2,070.2 |
2,083.1 |
2,119.5 |
|
| S4 |
2,037.9 |
2,050.8 |
2,110.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,154.1 |
2,095.4 |
58.7 |
2.8% |
22.3 |
1.1% |
6% |
False |
True |
1,404 |
| 10 |
2,154.1 |
2,092.5 |
61.6 |
2.9% |
19.9 |
0.9% |
11% |
False |
False |
1,346 |
| 20 |
2,154.1 |
2,045.6 |
108.5 |
5.2% |
23.5 |
1.1% |
49% |
False |
False |
2,010 |
| 40 |
2,208.6 |
2,013.5 |
195.1 |
9.3% |
24.5 |
1.2% |
44% |
False |
False |
1,835 |
| 60 |
2,208.6 |
1,922.9 |
285.7 |
13.6% |
23.8 |
1.1% |
62% |
False |
False |
1,430 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,278.1 |
|
2.618 |
2,221.3 |
|
1.618 |
2,186.5 |
|
1.000 |
2,165.0 |
|
0.618 |
2,151.7 |
|
HIGH |
2,130.2 |
|
0.618 |
2,116.9 |
|
0.500 |
2,112.8 |
|
0.382 |
2,108.7 |
|
LOW |
2,095.4 |
|
0.618 |
2,073.9 |
|
1.000 |
2,060.6 |
|
1.618 |
2,039.1 |
|
2.618 |
2,004.3 |
|
4.250 |
1,947.5 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,112.8 |
2,119.0 |
| PP |
2,108.2 |
2,112.4 |
| S1 |
2,103.7 |
2,105.7 |
|