| 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 |
2,092.7 |
2,087.9 |
-4.8 |
-0.2% |
2,085.4 |
| High |
2,107.7 |
2,094.2 |
-13.5 |
-0.6% |
2,118.0 |
| Low |
2,084.7 |
2,058.4 |
-26.3 |
-1.3% |
2,084.9 |
| Close |
2,093.5 |
2,062.7 |
-30.8 |
-1.5% |
2,091.8 |
| Range |
23.0 |
35.8 |
12.8 |
55.7% |
33.1 |
| ATR |
26.6 |
27.2 |
0.7 |
2.5% |
0.0 |
| Volume |
11,492 |
24,421 |
12,929 |
112.5% |
26,724 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.2 |
2,156.7 |
2,082.4 |
|
| R3 |
2,143.4 |
2,120.9 |
2,072.5 |
|
| R2 |
2,107.6 |
2,107.6 |
2,069.3 |
|
| R1 |
2,085.1 |
2,085.1 |
2,066.0 |
2,078.5 |
| PP |
2,071.8 |
2,071.8 |
2,071.8 |
2,068.4 |
| S1 |
2,049.3 |
2,049.3 |
2,059.4 |
2,042.7 |
| S2 |
2,036.0 |
2,036.0 |
2,056.1 |
|
| S3 |
2,000.2 |
2,013.5 |
2,052.9 |
|
| S4 |
1,964.4 |
1,977.7 |
2,043.0 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,197.5 |
2,177.8 |
2,110.0 |
|
| R3 |
2,164.4 |
2,144.7 |
2,100.9 |
|
| R2 |
2,131.3 |
2,131.3 |
2,097.9 |
|
| R1 |
2,111.6 |
2,111.6 |
2,094.8 |
2,121.5 |
| PP |
2,098.2 |
2,098.2 |
2,098.2 |
2,103.2 |
| S1 |
2,078.5 |
2,078.5 |
2,088.8 |
2,088.4 |
| S2 |
2,065.1 |
2,065.1 |
2,085.7 |
|
| S3 |
2,032.0 |
2,045.4 |
2,082.7 |
|
| S4 |
1,998.9 |
2,012.3 |
2,073.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,118.0 |
2,058.4 |
59.6 |
2.9% |
24.1 |
1.2% |
7% |
False |
True |
11,756 |
| 10 |
2,118.0 |
2,054.5 |
63.5 |
3.1% |
21.6 |
1.0% |
13% |
False |
False |
8,547 |
| 20 |
2,118.0 |
2,007.4 |
110.6 |
5.4% |
25.2 |
1.2% |
50% |
False |
False |
8,479 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
26.0 |
1.3% |
45% |
False |
False |
6,852 |
| 60 |
2,171.5 |
1,895.6 |
275.9 |
13.4% |
25.3 |
1.2% |
61% |
False |
False |
5,479 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
23.1 |
1.1% |
65% |
False |
False |
4,498 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
21.3 |
1.0% |
65% |
False |
False |
3,701 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
20.5 |
1.0% |
65% |
False |
False |
3,173 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,246.4 |
|
2.618 |
2,187.9 |
|
1.618 |
2,152.1 |
|
1.000 |
2,130.0 |
|
0.618 |
2,116.3 |
|
HIGH |
2,094.2 |
|
0.618 |
2,080.5 |
|
0.500 |
2,076.3 |
|
0.382 |
2,072.1 |
|
LOW |
2,058.4 |
|
0.618 |
2,036.3 |
|
1.000 |
2,022.6 |
|
1.618 |
2,000.5 |
|
2.618 |
1,964.7 |
|
4.250 |
1,906.3 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.3 |
2,083.1 |
| PP |
2,071.8 |
2,076.3 |
| S1 |
2,067.2 |
2,069.5 |
|