| Trading Metrics calculated at close of trading on 03-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2024 |
03-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,112.2 |
2,107.0 |
-5.2 |
-0.2% |
2,105.3 |
| High |
2,127.5 |
2,113.9 |
-13.6 |
-0.6% |
2,137.5 |
| Low |
2,105.0 |
2,078.1 |
-26.9 |
-1.3% |
2,105.3 |
| Close |
2,113.1 |
2,082.1 |
-31.0 |
-1.5% |
2,111.3 |
| Range |
22.5 |
35.8 |
13.3 |
59.1% |
32.2 |
| ATR |
25.8 |
26.6 |
0.7 |
2.8% |
0.0 |
| Volume |
2,178 |
3,380 |
1,202 |
55.2% |
7,674 |
|
| Daily Pivots for day following 03-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,198.8 |
2,176.2 |
2,101.8 |
|
| R3 |
2,163.0 |
2,140.4 |
2,091.9 |
|
| R2 |
2,127.2 |
2,127.2 |
2,088.7 |
|
| R1 |
2,104.6 |
2,104.6 |
2,085.4 |
2,098.0 |
| PP |
2,091.4 |
2,091.4 |
2,091.4 |
2,088.1 |
| S1 |
2,068.8 |
2,068.8 |
2,078.8 |
2,062.2 |
| S2 |
2,055.6 |
2,055.6 |
2,075.5 |
|
| S3 |
2,019.8 |
2,033.0 |
2,072.3 |
|
| S4 |
1,984.0 |
1,997.2 |
2,062.4 |
|
|
| 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 |
2,078.1 |
59.4 |
2.9% |
23.3 |
1.1% |
7% |
False |
True |
2,434 |
| 10 |
2,137.5 |
2,075.4 |
62.1 |
3.0% |
20.9 |
1.0% |
11% |
False |
False |
2,139 |
| 20 |
2,137.5 |
2,027.3 |
110.2 |
5.3% |
24.1 |
1.2% |
50% |
False |
False |
2,892 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
25.3 |
1.2% |
44% |
False |
False |
2,855 |
| 60 |
2,191.2 |
1,914.8 |
276.4 |
13.3% |
24.8 |
1.2% |
61% |
False |
False |
2,602 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
22.6 |
1.1% |
65% |
False |
False |
2,163 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
20.8 |
1.0% |
65% |
False |
False |
1,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,266.1 |
|
2.618 |
2,207.6 |
|
1.618 |
2,171.8 |
|
1.000 |
2,149.7 |
|
0.618 |
2,136.0 |
|
HIGH |
2,113.9 |
|
0.618 |
2,100.2 |
|
0.500 |
2,096.0 |
|
0.382 |
2,091.8 |
|
LOW |
2,078.1 |
|
0.618 |
2,056.0 |
|
1.000 |
2,042.3 |
|
1.618 |
2,020.2 |
|
2.618 |
1,984.4 |
|
4.250 |
1,926.0 |
|
|
| Fisher Pivots for day following 03-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.0 |
2,102.8 |
| PP |
2,091.4 |
2,095.9 |
| S1 |
2,086.7 |
2,089.0 |
|