| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,090.0 |
2,091.5 |
1.5 |
0.1% |
2,112.2 |
| High |
2,110.2 |
2,092.3 |
-17.9 |
-0.8% |
2,127.5 |
| Low |
2,071.2 |
2,062.7 |
-8.5 |
-0.4% |
2,071.2 |
| Close |
2,089.3 |
2,072.8 |
-16.5 |
-0.8% |
2,089.3 |
| Range |
39.0 |
29.6 |
-9.4 |
-24.1% |
56.3 |
| ATR |
26.7 |
26.9 |
0.2 |
0.8% |
0.0 |
| Volume |
2,891 |
4,067 |
1,176 |
40.7% |
11,552 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.7 |
2,148.4 |
2,089.1 |
|
| R3 |
2,135.1 |
2,118.8 |
2,080.9 |
|
| R2 |
2,105.5 |
2,105.5 |
2,078.2 |
|
| R1 |
2,089.2 |
2,089.2 |
2,075.5 |
2,082.6 |
| PP |
2,075.9 |
2,075.9 |
2,075.9 |
2,072.6 |
| S1 |
2,059.6 |
2,059.6 |
2,070.1 |
2,053.0 |
| S2 |
2,046.3 |
2,046.3 |
2,067.4 |
|
| S3 |
2,016.7 |
2,030.0 |
2,064.7 |
|
| S4 |
1,987.1 |
2,000.4 |
2,056.5 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,264.9 |
2,233.4 |
2,120.3 |
|
| R3 |
2,208.6 |
2,177.1 |
2,104.8 |
|
| R2 |
2,152.3 |
2,152.3 |
2,099.6 |
|
| R1 |
2,120.8 |
2,120.8 |
2,094.5 |
2,108.4 |
| PP |
2,096.0 |
2,096.0 |
2,096.0 |
2,089.8 |
| S1 |
2,064.5 |
2,064.5 |
2,084.1 |
2,052.1 |
| S2 |
2,039.7 |
2,039.7 |
2,079.0 |
|
| S3 |
1,983.4 |
2,008.2 |
2,073.8 |
|
| S4 |
1,927.1 |
1,951.9 |
2,058.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,127.5 |
2,062.7 |
64.8 |
3.1% |
28.1 |
1.4% |
16% |
False |
True |
3,123 |
| 10 |
2,137.5 |
2,062.7 |
74.8 |
3.6% |
23.7 |
1.1% |
14% |
False |
True |
2,571 |
| 20 |
2,137.5 |
2,027.3 |
110.2 |
5.3% |
24.9 |
1.2% |
41% |
False |
False |
2,905 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
25.9 |
1.3% |
40% |
False |
False |
2,830 |
| 60 |
2,191.2 |
1,938.1 |
253.1 |
12.2% |
25.4 |
1.2% |
53% |
False |
False |
2,736 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
23.2 |
1.1% |
62% |
False |
False |
2,270 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
21.3 |
1.0% |
62% |
False |
False |
1,880 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
20.3 |
1.0% |
62% |
False |
False |
1,595 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,218.1 |
|
2.618 |
2,169.8 |
|
1.618 |
2,140.2 |
|
1.000 |
2,121.9 |
|
0.618 |
2,110.6 |
|
HIGH |
2,092.3 |
|
0.618 |
2,081.0 |
|
0.500 |
2,077.5 |
|
0.382 |
2,074.0 |
|
LOW |
2,062.7 |
|
0.618 |
2,044.4 |
|
1.000 |
2,033.1 |
|
1.618 |
2,014.8 |
|
2.618 |
1,985.2 |
|
4.250 |
1,936.9 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,077.5 |
2,086.5 |
| PP |
2,075.9 |
2,081.9 |
| S1 |
2,074.4 |
2,077.4 |
|