| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,070.2 |
2,075.5 |
5.3 |
0.3% |
2,091.5 |
| High |
2,095.0 |
2,105.2 |
10.2 |
0.5% |
2,105.2 |
| Low |
2,057.2 |
2,073.7 |
16.5 |
0.8% |
2,057.2 |
| Close |
2,058.3 |
2,090.6 |
32.3 |
1.6% |
2,090.6 |
| Range |
37.8 |
31.5 |
-6.3 |
-16.7% |
48.0 |
| ATR |
26.5 |
28.0 |
1.5 |
5.5% |
0.0 |
| Volume |
4,000 |
6,200 |
2,200 |
55.0% |
21,639 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,184.3 |
2,169.0 |
2,107.9 |
|
| R3 |
2,152.8 |
2,137.5 |
2,099.3 |
|
| R2 |
2,121.3 |
2,121.3 |
2,096.4 |
|
| R1 |
2,106.0 |
2,106.0 |
2,093.5 |
2,113.7 |
| PP |
2,089.8 |
2,089.8 |
2,089.8 |
2,093.7 |
| S1 |
2,074.5 |
2,074.5 |
2,087.7 |
2,082.2 |
| S2 |
2,058.3 |
2,058.3 |
2,084.8 |
|
| S3 |
2,026.8 |
2,043.0 |
2,081.9 |
|
| S4 |
1,995.3 |
2,011.5 |
2,073.3 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.3 |
2,207.5 |
2,117.0 |
|
| R3 |
2,180.3 |
2,159.5 |
2,103.8 |
|
| R2 |
2,132.3 |
2,132.3 |
2,099.4 |
|
| R1 |
2,111.5 |
2,111.5 |
2,095.0 |
2,097.9 |
| PP |
2,084.3 |
2,084.3 |
2,084.3 |
2,077.6 |
| S1 |
2,063.5 |
2,063.5 |
2,086.2 |
2,049.9 |
| S2 |
2,036.3 |
2,036.3 |
2,081.8 |
|
| S3 |
1,988.3 |
2,015.5 |
2,077.4 |
|
| S4 |
1,940.3 |
1,967.5 |
2,064.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,105.2 |
2,057.2 |
48.0 |
2.3% |
26.9 |
1.3% |
70% |
True |
False |
4,327 |
| 10 |
2,127.5 |
2,057.2 |
70.3 |
3.4% |
26.1 |
1.2% |
48% |
False |
False |
3,406 |
| 20 |
2,137.5 |
2,057.2 |
80.3 |
3.8% |
23.1 |
1.1% |
42% |
False |
False |
2,863 |
| 40 |
2,191.2 |
2,019.6 |
171.6 |
8.2% |
26.0 |
1.2% |
41% |
False |
False |
2,930 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
25.3 |
1.2% |
49% |
False |
False |
2,931 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
24.0 |
1.1% |
68% |
False |
False |
2,447 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
21.8 |
1.0% |
68% |
False |
False |
2,048 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
20.8 |
1.0% |
68% |
False |
False |
1,738 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,239.1 |
|
2.618 |
2,187.7 |
|
1.618 |
2,156.2 |
|
1.000 |
2,136.7 |
|
0.618 |
2,124.7 |
|
HIGH |
2,105.2 |
|
0.618 |
2,093.2 |
|
0.500 |
2,089.5 |
|
0.382 |
2,085.7 |
|
LOW |
2,073.7 |
|
0.618 |
2,054.2 |
|
1.000 |
2,042.2 |
|
1.618 |
2,022.7 |
|
2.618 |
1,991.2 |
|
4.250 |
1,939.8 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,090.2 |
2,087.5 |
| PP |
2,089.8 |
2,084.3 |
| S1 |
2,089.5 |
2,081.2 |
|