| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2024 |
05-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,005.3 |
1,989.0 |
-16.3 |
-0.8% |
2,075.0 |
| High |
2,010.6 |
2,008.9 |
-1.7 |
-0.1% |
2,080.7 |
| Low |
1,987.6 |
1,960.0 |
-27.6 |
-1.4% |
1,960.0 |
| Close |
1,994.8 |
1,987.7 |
-7.1 |
-0.4% |
1,987.7 |
| Range |
23.0 |
48.9 |
25.9 |
112.6% |
120.7 |
| ATR |
34.9 |
35.9 |
1.0 |
2.9% |
0.0 |
| Volume |
369 |
167 |
-202 |
-54.7% |
767 |
|
| Daily Pivots for day following 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.2 |
2,108.9 |
2,014.6 |
|
| R3 |
2,083.3 |
2,060.0 |
2,001.1 |
|
| R2 |
2,034.4 |
2,034.4 |
1,996.7 |
|
| R1 |
2,011.1 |
2,011.1 |
1,992.2 |
1,998.3 |
| PP |
1,985.5 |
1,985.5 |
1,985.5 |
1,979.2 |
| S1 |
1,962.2 |
1,962.2 |
1,983.2 |
1,949.4 |
| S2 |
1,936.6 |
1,936.6 |
1,978.7 |
|
| S3 |
1,887.7 |
1,913.3 |
1,974.3 |
|
| S4 |
1,838.8 |
1,864.4 |
1,960.8 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,371.6 |
2,300.3 |
2,054.1 |
|
| R3 |
2,250.9 |
2,179.6 |
2,020.9 |
|
| R2 |
2,130.2 |
2,130.2 |
2,009.8 |
|
| R1 |
2,058.9 |
2,058.9 |
1,998.8 |
2,034.2 |
| PP |
2,009.5 |
2,009.5 |
2,009.5 |
1,997.1 |
| S1 |
1,938.2 |
1,938.2 |
1,976.6 |
1,913.5 |
| S2 |
1,888.8 |
1,888.8 |
1,965.6 |
|
| S3 |
1,768.1 |
1,817.5 |
1,954.5 |
|
| S4 |
1,647.4 |
1,696.8 |
1,921.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,106.4 |
1,960.0 |
146.4 |
7.4% |
42.2 |
2.1% |
19% |
False |
True |
207 |
| 10 |
2,116.9 |
1,960.0 |
156.9 |
7.9% |
34.9 |
1.8% |
18% |
False |
True |
143 |
| 20 |
2,116.9 |
1,886.0 |
230.9 |
11.6% |
36.4 |
1.8% |
44% |
False |
False |
95 |
| 40 |
2,116.9 |
1,725.3 |
391.6 |
19.7% |
31.1 |
1.6% |
67% |
False |
False |
48 |
| 60 |
2,116.9 |
1,676.0 |
440.9 |
22.2% |
27.9 |
1.4% |
71% |
False |
False |
32 |
| 80 |
2,116.9 |
1,676.0 |
440.9 |
22.2% |
26.2 |
1.3% |
71% |
False |
False |
24 |
| 100 |
2,116.9 |
1,676.0 |
440.9 |
22.2% |
21.2 |
1.1% |
71% |
False |
False |
19 |
| 120 |
2,116.9 |
1,676.0 |
440.9 |
22.2% |
17.6 |
0.9% |
71% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,216.7 |
|
2.618 |
2,136.9 |
|
1.618 |
2,088.0 |
|
1.000 |
2,057.8 |
|
0.618 |
2,039.1 |
|
HIGH |
2,008.9 |
|
0.618 |
1,990.2 |
|
0.500 |
1,984.5 |
|
0.382 |
1,978.7 |
|
LOW |
1,960.0 |
|
0.618 |
1,929.8 |
|
1.000 |
1,911.1 |
|
1.618 |
1,880.9 |
|
2.618 |
1,832.0 |
|
4.250 |
1,752.2 |
|
|