| 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 |
2,034.5 |
2,036.0 |
1.5 |
0.1% |
2,072.7 |
| High |
2,048.6 |
2,046.2 |
-2.4 |
-0.1% |
2,088.1 |
| Low |
2,031.9 |
2,025.9 |
-6.0 |
-0.3% |
2,030.8 |
| Close |
2,033.0 |
2,027.8 |
-5.2 |
-0.3% |
2,049.8 |
| Range |
16.7 |
20.3 |
3.6 |
21.6% |
57.3 |
| ATR |
27.2 |
26.7 |
-0.5 |
-1.8% |
0.0 |
| Volume |
218,745 |
205,007 |
-13,738 |
-6.3% |
724,182 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.2 |
2,081.3 |
2,039.0 |
|
| R3 |
2,073.9 |
2,061.0 |
2,033.4 |
|
| R2 |
2,053.6 |
2,053.6 |
2,031.5 |
|
| R1 |
2,040.7 |
2,040.7 |
2,029.7 |
2,037.0 |
| PP |
2,033.3 |
2,033.3 |
2,033.3 |
2,031.5 |
| S1 |
2,020.4 |
2,020.4 |
2,025.9 |
2,016.7 |
| S2 |
2,013.0 |
2,013.0 |
2,024.1 |
|
| S3 |
1,992.7 |
2,000.1 |
2,022.2 |
|
| S4 |
1,972.4 |
1,979.8 |
2,016.6 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.1 |
2,196.3 |
2,081.3 |
|
| R3 |
2,170.8 |
2,139.0 |
2,065.6 |
|
| R2 |
2,113.5 |
2,113.5 |
2,060.3 |
|
| R1 |
2,081.7 |
2,081.7 |
2,055.1 |
2,069.0 |
| PP |
2,056.2 |
2,056.2 |
2,056.2 |
2,049.9 |
| S1 |
2,024.4 |
2,024.4 |
2,044.5 |
2,011.7 |
| S2 |
1,998.9 |
1,998.9 |
2,039.3 |
|
| S3 |
1,941.6 |
1,967.1 |
2,034.0 |
|
| S4 |
1,884.3 |
1,909.8 |
2,018.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,071.1 |
2,022.7 |
48.4 |
2.4% |
24.5 |
1.2% |
11% |
False |
False |
197,937 |
| 10 |
2,098.2 |
2,022.7 |
75.5 |
3.7% |
24.6 |
1.2% |
7% |
False |
False |
173,236 |
| 20 |
2,098.2 |
1,987.9 |
110.3 |
5.4% |
24.6 |
1.2% |
36% |
False |
False |
162,262 |
| 40 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
27.0 |
1.3% |
37% |
False |
False |
148,032 |
| 60 |
2,152.3 |
1,941.0 |
211.3 |
10.4% |
26.1 |
1.3% |
41% |
False |
False |
105,187 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
24.8 |
1.2% |
60% |
False |
False |
80,423 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
22.8 |
1.1% |
60% |
False |
False |
64,740 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
22.0 |
1.1% |
60% |
False |
False |
54,263 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,132.5 |
|
2.618 |
2,099.3 |
|
1.618 |
2,079.0 |
|
1.000 |
2,066.5 |
|
0.618 |
2,058.7 |
|
HIGH |
2,046.2 |
|
0.618 |
2,038.4 |
|
0.500 |
2,036.1 |
|
0.382 |
2,033.7 |
|
LOW |
2,025.9 |
|
0.618 |
2,013.4 |
|
1.000 |
2,005.6 |
|
1.618 |
1,993.1 |
|
2.618 |
1,972.8 |
|
4.250 |
1,939.6 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,036.1 |
2,038.0 |
| PP |
2,033.3 |
2,034.6 |
| S1 |
2,030.6 |
2,031.2 |
|