| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,071.9 |
2,054.1 |
-17.8 |
-0.9% |
2,092.7 |
| High |
2,073.0 |
2,068.4 |
-4.6 |
-0.2% |
2,107.7 |
| Low |
2,042.7 |
2,051.9 |
9.2 |
0.5% |
2,050.9 |
| Close |
2,053.4 |
2,053.0 |
-0.4 |
0.0% |
2,069.7 |
| Range |
30.3 |
16.5 |
-13.8 |
-45.5% |
56.8 |
| ATR |
27.5 |
26.8 |
-0.8 |
-2.9% |
0.0 |
| Volume |
45,413 |
63,812 |
18,399 |
40.5% |
66,779 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.3 |
2,096.6 |
2,062.1 |
|
| R3 |
2,090.8 |
2,080.1 |
2,057.5 |
|
| R2 |
2,074.3 |
2,074.3 |
2,056.0 |
|
| R1 |
2,063.6 |
2,063.6 |
2,054.5 |
2,060.7 |
| PP |
2,057.8 |
2,057.8 |
2,057.8 |
2,056.3 |
| S1 |
2,047.1 |
2,047.1 |
2,051.5 |
2,044.2 |
| S2 |
2,041.3 |
2,041.3 |
2,050.0 |
|
| S3 |
2,024.8 |
2,030.6 |
2,048.5 |
|
| S4 |
2,008.3 |
2,014.1 |
2,043.9 |
|
|
| 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 |
2,094.2 |
2,042.7 |
51.5 |
2.5% |
27.4 |
1.3% |
20% |
False |
False |
32,902 |
| 10 |
2,118.0 |
2,042.7 |
75.3 |
3.7% |
23.7 |
1.2% |
14% |
False |
False |
20,272 |
| 20 |
2,118.0 |
2,007.4 |
110.6 |
5.4% |
24.8 |
1.2% |
41% |
False |
False |
13,716 |
| 40 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
26.5 |
1.3% |
40% |
False |
False |
9,969 |
| 60 |
2,171.5 |
1,919.9 |
251.6 |
12.3% |
25.9 |
1.3% |
53% |
False |
False |
7,645 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
23.8 |
1.2% |
62% |
False |
False |
6,197 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
21.8 |
1.1% |
62% |
False |
False |
5,092 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
20.9 |
1.0% |
62% |
False |
False |
4,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.5 |
|
2.618 |
2,111.6 |
|
1.618 |
2,095.1 |
|
1.000 |
2,084.9 |
|
0.618 |
2,078.6 |
|
HIGH |
2,068.4 |
|
0.618 |
2,062.1 |
|
0.500 |
2,060.2 |
|
0.382 |
2,058.2 |
|
LOW |
2,051.9 |
|
0.618 |
2,041.7 |
|
1.000 |
2,035.4 |
|
1.618 |
2,025.2 |
|
2.618 |
2,008.7 |
|
4.250 |
1,981.8 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,060.2 |
2,066.7 |
| PP |
2,057.8 |
2,062.1 |
| S1 |
2,055.4 |
2,057.6 |
|