| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,055.5 |
2,049.3 |
-6.2 |
-0.3% |
2,092.7 |
| High |
2,066.1 |
2,075.0 |
8.9 |
0.4% |
2,107.7 |
| Low |
2,045.8 |
2,037.2 |
-8.6 |
-0.4% |
2,050.9 |
| Close |
2,047.8 |
2,039.0 |
-8.8 |
-0.4% |
2,069.7 |
| Range |
20.3 |
37.8 |
17.5 |
86.2% |
56.8 |
| ATR |
26.3 |
27.1 |
0.8 |
3.1% |
0.0 |
| Volume |
54,808 |
65,579 |
10,771 |
19.7% |
66,779 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,163.8 |
2,139.2 |
2,059.8 |
|
| R3 |
2,126.0 |
2,101.4 |
2,049.4 |
|
| R2 |
2,088.2 |
2,088.2 |
2,045.9 |
|
| R1 |
2,063.6 |
2,063.6 |
2,042.5 |
2,057.0 |
| PP |
2,050.4 |
2,050.4 |
2,050.4 |
2,047.1 |
| S1 |
2,025.8 |
2,025.8 |
2,035.5 |
2,019.2 |
| S2 |
2,012.6 |
2,012.6 |
2,032.1 |
|
| S3 |
1,974.8 |
1,988.0 |
2,028.6 |
|
| S4 |
1,937.0 |
1,950.2 |
2,018.2 |
|
|
| 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 |
2,090.7 |
2,037.2 |
53.5 |
2.6% |
28.9 |
1.4% |
3% |
False |
True |
49,840 |
| 10 |
2,118.0 |
2,037.2 |
80.8 |
4.0% |
25.7 |
1.3% |
2% |
False |
True |
31,279 |
| 20 |
2,118.0 |
2,007.4 |
110.6 |
5.4% |
25.1 |
1.2% |
29% |
False |
False |
18,919 |
| 40 |
2,171.5 |
1,983.0 |
188.5 |
9.2% |
26.8 |
1.3% |
30% |
False |
False |
12,801 |
| 60 |
2,171.5 |
1,965.0 |
206.5 |
10.1% |
25.5 |
1.3% |
36% |
False |
False |
9,531 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
24.1 |
1.2% |
57% |
False |
False |
7,687 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.1 |
1.1% |
57% |
False |
False |
6,287 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
21.1 |
1.0% |
57% |
False |
False |
5,326 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,235.7 |
|
2.618 |
2,174.0 |
|
1.618 |
2,136.2 |
|
1.000 |
2,112.8 |
|
0.618 |
2,098.4 |
|
HIGH |
2,075.0 |
|
0.618 |
2,060.6 |
|
0.500 |
2,056.1 |
|
0.382 |
2,051.6 |
|
LOW |
2,037.2 |
|
0.618 |
2,013.8 |
|
1.000 |
1,999.4 |
|
1.618 |
1,976.0 |
|
2.618 |
1,938.2 |
|
4.250 |
1,876.6 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,056.1 |
2,056.1 |
| PP |
2,050.4 |
2,050.4 |
| S1 |
2,044.7 |
2,044.7 |
|