| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,075.5 |
2,070.2 |
-5.3 |
-0.3% |
2,112.2 |
| High |
2,085.0 |
2,095.0 |
10.0 |
0.5% |
2,127.5 |
| Low |
2,065.3 |
2,057.2 |
-8.1 |
-0.4% |
2,071.2 |
| Close |
2,067.2 |
2,058.3 |
-8.9 |
-0.4% |
2,089.3 |
| Range |
19.7 |
37.8 |
18.1 |
91.9% |
56.3 |
| ATR |
25.6 |
26.5 |
0.9 |
3.4% |
0.0 |
| Volume |
4,451 |
4,000 |
-451 |
-10.1% |
11,552 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.6 |
2,158.7 |
2,079.1 |
|
| R3 |
2,145.8 |
2,120.9 |
2,068.7 |
|
| R2 |
2,108.0 |
2,108.0 |
2,065.2 |
|
| R1 |
2,083.1 |
2,083.1 |
2,061.8 |
2,076.7 |
| PP |
2,070.2 |
2,070.2 |
2,070.2 |
2,066.9 |
| S1 |
2,045.3 |
2,045.3 |
2,054.8 |
2,038.9 |
| S2 |
2,032.4 |
2,032.4 |
2,051.4 |
|
| S3 |
1,994.6 |
2,007.5 |
2,047.9 |
|
| S4 |
1,956.8 |
1,969.7 |
2,037.5 |
|
|
| 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 |
2,110.2 |
2,057.2 |
53.0 |
2.6% |
28.4 |
1.4% |
2% |
False |
True |
3,666 |
| 10 |
2,137.5 |
2,057.2 |
80.3 |
3.9% |
25.1 |
1.2% |
1% |
False |
True |
3,106 |
| 20 |
2,137.5 |
2,027.3 |
110.2 |
5.4% |
24.2 |
1.2% |
28% |
False |
False |
2,811 |
| 40 |
2,191.2 |
1,999.0 |
192.2 |
9.3% |
26.1 |
1.3% |
31% |
False |
False |
2,819 |
| 60 |
2,191.2 |
1,983.7 |
207.5 |
10.1% |
25.1 |
1.2% |
36% |
False |
False |
2,846 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
23.7 |
1.2% |
57% |
False |
False |
2,381 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
21.6 |
1.1% |
57% |
False |
False |
1,987 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
20.6 |
1.0% |
57% |
False |
False |
1,687 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,255.7 |
|
2.618 |
2,194.0 |
|
1.618 |
2,156.2 |
|
1.000 |
2,132.8 |
|
0.618 |
2,118.4 |
|
HIGH |
2,095.0 |
|
0.618 |
2,080.6 |
|
0.500 |
2,076.1 |
|
0.382 |
2,071.6 |
|
LOW |
2,057.2 |
|
0.618 |
2,033.8 |
|
1.000 |
2,019.4 |
|
1.618 |
1,996.0 |
|
2.618 |
1,958.2 |
|
4.250 |
1,896.6 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.1 |
2,076.1 |
| PP |
2,070.2 |
2,070.2 |
| S1 |
2,064.2 |
2,064.2 |
|