| Trading Metrics calculated at close of trading on 04-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2024 |
04-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,087.9 |
2,069.2 |
-18.7 |
-0.9% |
2,085.4 |
| High |
2,094.2 |
2,077.8 |
-16.4 |
-0.8% |
2,118.0 |
| Low |
2,058.4 |
2,063.1 |
4.7 |
0.2% |
2,084.9 |
| Close |
2,062.7 |
2,069.9 |
7.2 |
0.3% |
2,091.8 |
| Range |
35.8 |
14.7 |
-21.1 |
-58.9% |
33.1 |
| ATR |
27.2 |
26.4 |
-0.9 |
-3.2% |
0.0 |
| Volume |
24,421 |
11,276 |
-13,145 |
-53.8% |
26,724 |
|
| Daily Pivots for day following 04-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,114.4 |
2,106.8 |
2,078.0 |
|
| R3 |
2,099.7 |
2,092.1 |
2,073.9 |
|
| R2 |
2,085.0 |
2,085.0 |
2,072.6 |
|
| R1 |
2,077.4 |
2,077.4 |
2,071.2 |
2,081.2 |
| PP |
2,070.3 |
2,070.3 |
2,070.3 |
2,072.2 |
| S1 |
2,062.7 |
2,062.7 |
2,068.6 |
2,066.5 |
| S2 |
2,055.6 |
2,055.6 |
2,067.2 |
|
| S3 |
2,040.9 |
2,048.0 |
2,065.9 |
|
| S4 |
2,026.2 |
2,033.3 |
2,061.8 |
|
|
| 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% |
22.5 |
1.1% |
19% |
False |
False |
12,718 |
| 10 |
2,118.0 |
2,058.4 |
59.6 |
2.9% |
20.5 |
1.0% |
19% |
False |
False |
8,714 |
| 20 |
2,118.0 |
2,007.4 |
110.6 |
5.3% |
24.3 |
1.2% |
57% |
False |
False |
8,524 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
26.0 |
1.3% |
48% |
False |
False |
7,059 |
| 60 |
2,171.5 |
1,904.1 |
267.4 |
12.9% |
25.2 |
1.2% |
62% |
False |
False |
5,630 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
23.1 |
1.1% |
67% |
False |
False |
4,628 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
21.3 |
1.0% |
67% |
False |
False |
3,812 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
20.6 |
1.0% |
67% |
False |
False |
3,261 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,140.3 |
|
2.618 |
2,116.3 |
|
1.618 |
2,101.6 |
|
1.000 |
2,092.5 |
|
0.618 |
2,086.9 |
|
HIGH |
2,077.8 |
|
0.618 |
2,072.2 |
|
0.500 |
2,070.5 |
|
0.382 |
2,068.7 |
|
LOW |
2,063.1 |
|
0.618 |
2,054.0 |
|
1.000 |
2,048.4 |
|
1.618 |
2,039.3 |
|
2.618 |
2,024.6 |
|
4.250 |
2,000.6 |
|
|
| Fisher Pivots for day following 04-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.5 |
2,083.1 |
| PP |
2,070.3 |
2,078.7 |
| S1 |
2,070.1 |
2,074.3 |
|