| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,049.3 |
2,053.2 |
3.9 |
0.2% |
2,071.9 |
| High |
2,075.0 |
2,086.8 |
11.8 |
0.6% |
2,086.8 |
| Low |
2,037.2 |
2,052.9 |
15.7 |
0.8% |
2,037.2 |
| Close |
2,039.0 |
2,071.4 |
32.4 |
1.6% |
2,071.4 |
| Range |
37.8 |
33.9 |
-3.9 |
-10.3% |
49.6 |
| ATR |
27.1 |
28.6 |
1.5 |
5.4% |
0.0 |
| Volume |
65,579 |
59,974 |
-5,605 |
-8.5% |
289,586 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,172.1 |
2,155.6 |
2,090.0 |
|
| R3 |
2,138.2 |
2,121.7 |
2,080.7 |
|
| R2 |
2,104.3 |
2,104.3 |
2,077.6 |
|
| R1 |
2,087.8 |
2,087.8 |
2,074.5 |
2,096.1 |
| PP |
2,070.4 |
2,070.4 |
2,070.4 |
2,074.5 |
| S1 |
2,053.9 |
2,053.9 |
2,068.3 |
2,062.2 |
| S2 |
2,036.5 |
2,036.5 |
2,065.2 |
|
| S3 |
2,002.6 |
2,020.0 |
2,062.1 |
|
| S4 |
1,968.7 |
1,986.1 |
2,052.8 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.9 |
2,192.3 |
2,098.7 |
|
| R3 |
2,164.3 |
2,142.7 |
2,085.0 |
|
| R2 |
2,114.7 |
2,114.7 |
2,080.5 |
|
| R1 |
2,093.1 |
2,093.1 |
2,075.9 |
2,079.1 |
| PP |
2,065.1 |
2,065.1 |
2,065.1 |
2,058.2 |
| S1 |
2,043.5 |
2,043.5 |
2,066.9 |
2,029.5 |
| S2 |
2,015.5 |
2,015.5 |
2,062.3 |
|
| S3 |
1,965.9 |
1,993.9 |
2,057.8 |
|
| S4 |
1,916.3 |
1,944.3 |
2,044.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,086.8 |
2,037.2 |
49.6 |
2.4% |
27.8 |
1.3% |
69% |
True |
False |
57,917 |
| 10 |
2,107.7 |
2,037.2 |
70.5 |
3.4% |
26.8 |
1.3% |
49% |
False |
False |
36,466 |
| 20 |
2,118.0 |
2,037.2 |
80.8 |
3.9% |
24.1 |
1.2% |
42% |
False |
False |
21,416 |
| 40 |
2,171.5 |
1,999.6 |
171.9 |
8.3% |
26.9 |
1.3% |
42% |
False |
False |
14,247 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
25.8 |
1.2% |
49% |
False |
False |
10,510 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
24.5 |
1.2% |
68% |
False |
False |
8,425 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
22.3 |
1.1% |
68% |
False |
False |
6,885 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
21.4 |
1.0% |
68% |
False |
False |
5,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.9 |
|
2.618 |
2,175.6 |
|
1.618 |
2,141.7 |
|
1.000 |
2,120.7 |
|
0.618 |
2,107.8 |
|
HIGH |
2,086.8 |
|
0.618 |
2,073.9 |
|
0.500 |
2,069.9 |
|
0.382 |
2,065.8 |
|
LOW |
2,052.9 |
|
0.618 |
2,031.9 |
|
1.000 |
2,019.0 |
|
1.618 |
1,998.0 |
|
2.618 |
1,964.1 |
|
4.250 |
1,908.8 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,070.9 |
2,068.3 |
| PP |
2,070.4 |
2,065.1 |
| S1 |
2,069.9 |
2,062.0 |
|