| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,091.5 |
2,074.8 |
-16.7 |
-0.8% |
2,112.2 |
| High |
2,092.3 |
2,087.5 |
-4.8 |
-0.2% |
2,127.5 |
| Low |
2,062.7 |
2,071.5 |
8.8 |
0.4% |
2,071.2 |
| Close |
2,072.8 |
2,072.4 |
-0.4 |
0.0% |
2,089.3 |
| Range |
29.6 |
16.0 |
-13.6 |
-45.9% |
56.3 |
| ATR |
26.9 |
26.1 |
-0.8 |
-2.9% |
0.0 |
| Volume |
4,067 |
2,921 |
-1,146 |
-28.2% |
11,552 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,125.1 |
2,114.8 |
2,081.2 |
|
| R3 |
2,109.1 |
2,098.8 |
2,076.8 |
|
| R2 |
2,093.1 |
2,093.1 |
2,075.3 |
|
| R1 |
2,082.8 |
2,082.8 |
2,073.9 |
2,080.0 |
| PP |
2,077.1 |
2,077.1 |
2,077.1 |
2,075.7 |
| S1 |
2,066.8 |
2,066.8 |
2,070.9 |
2,064.0 |
| S2 |
2,061.1 |
2,061.1 |
2,069.5 |
|
| S3 |
2,045.1 |
2,050.8 |
2,068.0 |
|
| S4 |
2,029.1 |
2,034.8 |
2,063.6 |
|
|
| 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 |
2,113.9 |
2,062.7 |
51.2 |
2.5% |
26.8 |
1.3% |
19% |
False |
False |
3,272 |
| 10 |
2,137.5 |
2,062.7 |
74.8 |
3.6% |
22.9 |
1.1% |
13% |
False |
False |
2,621 |
| 20 |
2,137.5 |
2,027.3 |
110.2 |
5.3% |
23.8 |
1.1% |
41% |
False |
False |
2,812 |
| 40 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
25.8 |
1.2% |
40% |
False |
False |
2,807 |
| 60 |
2,191.2 |
1,940.0 |
251.2 |
12.1% |
25.4 |
1.2% |
53% |
False |
False |
2,773 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
23.3 |
1.1% |
62% |
False |
False |
2,291 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
21.3 |
1.0% |
62% |
False |
False |
1,908 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
20.3 |
1.0% |
62% |
False |
False |
1,617 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,155.5 |
|
2.618 |
2,129.4 |
|
1.618 |
2,113.4 |
|
1.000 |
2,103.5 |
|
0.618 |
2,097.4 |
|
HIGH |
2,087.5 |
|
0.618 |
2,081.4 |
|
0.500 |
2,079.5 |
|
0.382 |
2,077.6 |
|
LOW |
2,071.5 |
|
0.618 |
2,061.6 |
|
1.000 |
2,055.5 |
|
1.618 |
2,045.6 |
|
2.618 |
2,029.6 |
|
4.250 |
2,003.5 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,079.5 |
2,086.5 |
| PP |
2,077.1 |
2,081.8 |
| S1 |
2,074.8 |
2,077.1 |
|