| 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 |
2,071.3 |
2,071.9 |
0.6 |
0.0% |
2,092.7 |
| High |
2,090.7 |
2,073.0 |
-17.7 |
-0.8% |
2,107.7 |
| Low |
2,050.9 |
2,042.7 |
-8.2 |
-0.4% |
2,050.9 |
| Close |
2,069.7 |
2,053.4 |
-16.3 |
-0.8% |
2,069.7 |
| Range |
39.8 |
30.3 |
-9.5 |
-23.9% |
56.8 |
| ATR |
27.3 |
27.5 |
0.2 |
0.8% |
0.0 |
| Volume |
19,590 |
45,413 |
25,823 |
131.8% |
66,779 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,147.3 |
2,130.6 |
2,070.1 |
|
| R3 |
2,117.0 |
2,100.3 |
2,061.7 |
|
| R2 |
2,086.7 |
2,086.7 |
2,059.0 |
|
| R1 |
2,070.0 |
2,070.0 |
2,056.2 |
2,063.2 |
| PP |
2,056.4 |
2,056.4 |
2,056.4 |
2,053.0 |
| S1 |
2,039.7 |
2,039.7 |
2,050.6 |
2,032.9 |
| S2 |
2,026.1 |
2,026.1 |
2,047.8 |
|
| S3 |
1,995.8 |
2,009.4 |
2,045.1 |
|
| S4 |
1,965.5 |
1,979.1 |
2,036.7 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,246.5 |
2,214.9 |
2,100.9 |
|
| R3 |
2,189.7 |
2,158.1 |
2,085.3 |
|
| R2 |
2,132.9 |
2,132.9 |
2,080.1 |
|
| R1 |
2,101.3 |
2,101.3 |
2,074.9 |
2,088.7 |
| PP |
2,076.1 |
2,076.1 |
2,076.1 |
2,069.8 |
| S1 |
2,044.5 |
2,044.5 |
2,064.5 |
2,031.9 |
| S2 |
2,019.3 |
2,019.3 |
2,059.3 |
|
| S3 |
1,962.5 |
1,987.7 |
2,054.1 |
|
| S4 |
1,905.7 |
1,930.9 |
2,038.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,107.7 |
2,042.7 |
65.0 |
3.2% |
28.7 |
1.4% |
16% |
False |
True |
22,438 |
| 10 |
2,118.0 |
2,042.7 |
75.3 |
3.7% |
24.5 |
1.2% |
14% |
False |
True |
14,515 |
| 20 |
2,118.0 |
2,007.4 |
110.6 |
5.4% |
25.9 |
1.3% |
42% |
False |
False |
11,029 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
26.7 |
1.3% |
40% |
False |
False |
8,461 |
| 60 |
2,171.5 |
1,919.1 |
252.4 |
12.3% |
25.9 |
1.3% |
53% |
False |
False |
6,616 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
23.7 |
1.2% |
62% |
False |
False |
5,413 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
21.8 |
1.1% |
62% |
False |
False |
4,455 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
20.9 |
1.0% |
62% |
False |
False |
3,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.8 |
|
2.618 |
2,152.3 |
|
1.618 |
2,122.0 |
|
1.000 |
2,103.3 |
|
0.618 |
2,091.7 |
|
HIGH |
2,073.0 |
|
0.618 |
2,061.4 |
|
0.500 |
2,057.9 |
|
0.382 |
2,054.3 |
|
LOW |
2,042.7 |
|
0.618 |
2,024.0 |
|
1.000 |
2,012.4 |
|
1.618 |
1,993.7 |
|
2.618 |
1,963.4 |
|
4.250 |
1,913.9 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.9 |
2,066.7 |
| PP |
2,056.4 |
2,062.3 |
| S1 |
2,054.9 |
2,057.8 |
|