| Trading Metrics calculated at close of trading on 02-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Dec-2023 |
02-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,115.6 |
2,112.2 |
-3.4 |
-0.2% |
2,105.3 |
| High |
2,122.7 |
2,127.5 |
4.8 |
0.2% |
2,137.5 |
| Low |
2,107.5 |
2,105.0 |
-2.5 |
-0.1% |
2,105.3 |
| Close |
2,111.3 |
2,113.1 |
1.8 |
0.1% |
2,111.3 |
| Range |
15.2 |
22.5 |
7.3 |
48.0% |
32.2 |
| ATR |
26.1 |
25.8 |
-0.3 |
-1.0% |
0.0 |
| Volume |
870 |
2,178 |
1,308 |
150.3% |
7,674 |
|
| Daily Pivots for day following 02-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,182.7 |
2,170.4 |
2,125.5 |
|
| R3 |
2,160.2 |
2,147.9 |
2,119.3 |
|
| R2 |
2,137.7 |
2,137.7 |
2,117.2 |
|
| R1 |
2,125.4 |
2,125.4 |
2,115.2 |
2,131.6 |
| PP |
2,115.2 |
2,115.2 |
2,115.2 |
2,118.3 |
| S1 |
2,102.9 |
2,102.9 |
2,111.0 |
2,109.1 |
| S2 |
2,092.7 |
2,092.7 |
2,109.0 |
|
| S3 |
2,070.2 |
2,080.4 |
2,106.9 |
|
| S4 |
2,047.7 |
2,057.9 |
2,100.7 |
|
|
| Weekly Pivots for week ending 29-Dec-2023 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,214.6 |
2,195.2 |
2,129.0 |
|
| R3 |
2,182.4 |
2,163.0 |
2,120.2 |
|
| R2 |
2,150.2 |
2,150.2 |
2,117.2 |
|
| R1 |
2,130.8 |
2,130.8 |
2,114.3 |
2,140.5 |
| PP |
2,118.0 |
2,118.0 |
2,118.0 |
2,122.9 |
| S1 |
2,098.6 |
2,098.6 |
2,108.3 |
2,108.3 |
| S2 |
2,085.8 |
2,085.8 |
2,105.4 |
|
| S3 |
2,053.6 |
2,066.4 |
2,102.4 |
|
| S4 |
2,021.4 |
2,034.2 |
2,093.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,137.5 |
2,105.0 |
32.5 |
1.5% |
18.9 |
0.9% |
25% |
False |
True |
1,970 |
| 10 |
2,137.5 |
2,070.0 |
67.5 |
3.2% |
18.8 |
0.9% |
64% |
False |
False |
1,990 |
| 20 |
2,191.2 |
2,027.3 |
163.9 |
7.8% |
28.0 |
1.3% |
52% |
False |
False |
2,994 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.3% |
25.0 |
1.2% |
60% |
False |
False |
2,864 |
| 60 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
24.6 |
1.2% |
75% |
False |
False |
2,564 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
22.3 |
1.1% |
75% |
False |
False |
2,129 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.8% |
20.6 |
1.0% |
75% |
False |
False |
1,755 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,223.1 |
|
2.618 |
2,186.4 |
|
1.618 |
2,163.9 |
|
1.000 |
2,150.0 |
|
0.618 |
2,141.4 |
|
HIGH |
2,127.5 |
|
0.618 |
2,118.9 |
|
0.500 |
2,116.3 |
|
0.382 |
2,113.6 |
|
LOW |
2,105.0 |
|
0.618 |
2,091.1 |
|
1.000 |
2,082.5 |
|
1.618 |
2,068.6 |
|
2.618 |
2,046.1 |
|
4.250 |
2,009.4 |
|
|
| Fisher Pivots for day following 02-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,116.3 |
2,121.3 |
| PP |
2,115.2 |
2,118.5 |
| S1 |
2,114.2 |
2,115.8 |
|