| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
7,711.5 |
7,690.0 |
-21.5 |
-0.3% |
7,755.5 |
| High |
7,712.5 |
7,732.5 |
20.0 |
0.3% |
7,785.5 |
| Low |
7,647.5 |
7,640.5 |
-7.0 |
-0.1% |
7,647.5 |
| Close |
7,695.5 |
7,693.5 |
-2.0 |
0.0% |
7,695.5 |
| Range |
65.0 |
92.0 |
27.0 |
41.5% |
138.0 |
| ATR |
69.7 |
71.3 |
1.6 |
2.3% |
0.0 |
| Volume |
78,740 |
73,412 |
-5,328 |
-6.8% |
347,615 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,965.0 |
7,921.0 |
7,744.0 |
|
| R3 |
7,873.0 |
7,829.0 |
7,719.0 |
|
| R2 |
7,781.0 |
7,781.0 |
7,710.5 |
|
| R1 |
7,737.0 |
7,737.0 |
7,702.0 |
7,759.0 |
| PP |
7,689.0 |
7,689.0 |
7,689.0 |
7,700.0 |
| S1 |
7,645.0 |
7,645.0 |
7,685.0 |
7,667.0 |
| S2 |
7,597.0 |
7,597.0 |
7,676.5 |
|
| S3 |
7,505.0 |
7,553.0 |
7,668.0 |
|
| S4 |
7,413.0 |
7,461.0 |
7,643.0 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,123.5 |
8,047.5 |
7,771.5 |
|
| R3 |
7,985.5 |
7,909.5 |
7,733.5 |
|
| R2 |
7,847.5 |
7,847.5 |
7,721.0 |
|
| R1 |
7,771.5 |
7,771.5 |
7,708.0 |
7,740.5 |
| PP |
7,709.5 |
7,709.5 |
7,709.5 |
7,694.0 |
| S1 |
7,633.5 |
7,633.5 |
7,683.0 |
7,602.5 |
| S2 |
7,571.5 |
7,571.5 |
7,670.0 |
|
| S3 |
7,433.5 |
7,495.5 |
7,657.5 |
|
| S4 |
7,295.5 |
7,357.5 |
7,619.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,785.5 |
7,640.5 |
145.0 |
1.9% |
79.0 |
1.0% |
37% |
False |
True |
84,205 |
| 10 |
7,787.0 |
7,640.5 |
146.5 |
1.9% |
64.5 |
0.8% |
36% |
False |
True |
74,567 |
| 20 |
7,795.0 |
7,514.5 |
280.5 |
3.6% |
72.5 |
0.9% |
64% |
False |
False |
105,411 |
| 40 |
7,795.0 |
7,355.0 |
440.0 |
5.7% |
56.0 |
0.7% |
77% |
False |
False |
55,673 |
| 60 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
47.5 |
0.6% |
79% |
False |
False |
37,118 |
| 80 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
38.5 |
0.5% |
73% |
False |
False |
27,914 |
| 100 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
31.0 |
0.4% |
73% |
False |
False |
22,331 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.6% |
26.0 |
0.3% |
73% |
False |
False |
18,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
8,123.5 |
|
2.618 |
7,973.5 |
|
1.618 |
7,881.5 |
|
1.000 |
7,824.5 |
|
0.618 |
7,789.5 |
|
HIGH |
7,732.5 |
|
0.618 |
7,697.5 |
|
0.500 |
7,686.5 |
|
0.382 |
7,675.5 |
|
LOW |
7,640.5 |
|
0.618 |
7,583.5 |
|
1.000 |
7,548.5 |
|
1.618 |
7,491.5 |
|
2.618 |
7,399.5 |
|
4.250 |
7,249.5 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,691.0 |
7,692.0 |
| PP |
7,689.0 |
7,691.0 |
| S1 |
7,686.5 |
7,689.5 |
|