| 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 |
37,327.37 |
37,523.55 |
196.18 |
0.5% |
37,566.22 |
| High |
37,692.92 |
37,552.38 |
-140.54 |
-0.4% |
37,790.08 |
| Low |
37,249.24 |
37,373.30 |
124.06 |
0.3% |
37,323.82 |
| Close |
37,683.01 |
37,525.16 |
-157.85 |
-0.4% |
37,466.11 |
| Range |
443.68 |
179.08 |
-264.60 |
-59.6% |
466.26 |
| ATR |
284.80 |
286.58 |
1.78 |
0.6% |
0.00 |
| Volume |
362,204,329 |
293,230,330 |
-68,973,999 |
-19.0% |
1,359,143,331 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,020.85 |
37,952.09 |
37,623.65 |
|
| R3 |
37,841.77 |
37,773.01 |
37,574.41 |
|
| R2 |
37,662.69 |
37,662.69 |
37,557.99 |
|
| R1 |
37,593.93 |
37,593.93 |
37,541.58 |
37,628.31 |
| PP |
37,483.61 |
37,483.61 |
37,483.61 |
37,500.81 |
| S1 |
37,414.85 |
37,414.85 |
37,508.74 |
37,449.23 |
| S2 |
37,304.53 |
37,304.53 |
37,492.33 |
|
| S3 |
37,125.45 |
37,235.77 |
37,475.91 |
|
| S4 |
36,946.37 |
37,056.69 |
37,426.67 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
38,925.45 |
38,662.04 |
37,722.55 |
|
| R3 |
38,459.19 |
38,195.78 |
37,594.33 |
|
| R2 |
37,992.93 |
37,992.93 |
37,551.59 |
|
| R1 |
37,729.52 |
37,729.52 |
37,508.85 |
37,628.10 |
| PP |
37,526.67 |
37,526.67 |
37,526.67 |
37,475.96 |
| S1 |
37,263.26 |
37,263.26 |
37,423.37 |
37,161.84 |
| S2 |
37,060.41 |
37,060.41 |
37,380.63 |
|
| S3 |
36,594.15 |
36,797.00 |
37,337.89 |
|
| S4 |
36,127.89 |
36,330.74 |
37,209.67 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
37,716.41 |
37,249.24 |
467.17 |
1.2% |
288.21 |
0.8% |
59% |
False |
False |
332,858,147 |
| 10 |
37,790.08 |
37,249.24 |
540.84 |
1.4% |
252.50 |
0.7% |
51% |
False |
False |
291,637,726 |
| 20 |
37,790.08 |
36,231.19 |
1,558.89 |
4.2% |
274.05 |
0.7% |
83% |
False |
False |
327,376,803 |
| 40 |
37,790.08 |
33,905.62 |
3,884.46 |
10.4% |
246.91 |
0.7% |
93% |
False |
False |
315,286,038 |
| 60 |
37,790.08 |
32,327.20 |
5,462.88 |
14.6% |
272.65 |
0.7% |
95% |
False |
False |
315,306,287 |
| 80 |
37,790.08 |
32,327.20 |
5,462.88 |
14.6% |
289.25 |
0.8% |
95% |
False |
False |
310,977,924 |
| 100 |
37,790.08 |
32,327.20 |
5,462.88 |
14.6% |
290.52 |
0.8% |
95% |
False |
False |
311,532,483 |
| 120 |
37,790.08 |
32,327.20 |
5,462.88 |
14.6% |
290.04 |
0.8% |
95% |
False |
False |
313,773,944 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
38,313.47 |
|
2.618 |
38,021.21 |
|
1.618 |
37,842.13 |
|
1.000 |
37,731.46 |
|
0.618 |
37,663.05 |
|
HIGH |
37,552.38 |
|
0.618 |
37,483.97 |
|
0.500 |
37,462.84 |
|
0.382 |
37,441.71 |
|
LOW |
37,373.30 |
|
0.618 |
37,262.63 |
|
1.000 |
37,194.22 |
|
1.618 |
37,083.55 |
|
2.618 |
36,904.47 |
|
4.250 |
36,612.21 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
37,504.39 |
37,507.13 |
| PP |
37,483.61 |
37,489.11 |
| S1 |
37,462.84 |
37,471.08 |
|