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 |
45,447.97 |
45,962.36 |
514.39 |
1.1% |
43,637.16 |
High |
46,677.42 |
49,021.86 |
2,344.44 |
5.0% |
45,904.18 |
Low |
44,410.10 |
45,638.42 |
1,228.32 |
2.8% |
41,497.38 |
Close |
45,953.46 |
46,146.14 |
192.68 |
0.4% |
43,960.39 |
Range |
2,267.32 |
3,383.44 |
1,116.12 |
49.2% |
4,406.80 |
ATR |
2,132.08 |
2,221.47 |
89.38 |
4.2% |
0.00 |
Volume |
59,997 |
78,280 |
18,283 |
30.5% |
176,931 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57,085.79 |
54,999.41 |
48,007.03 |
|
R3 |
53,702.35 |
51,615.97 |
47,076.59 |
|
R2 |
50,318.91 |
50,318.91 |
46,766.44 |
|
R1 |
48,232.53 |
48,232.53 |
46,456.29 |
49,275.72 |
PP |
46,935.47 |
46,935.47 |
46,935.47 |
47,457.07 |
S1 |
44,849.09 |
44,849.09 |
45,835.99 |
45,892.28 |
S2 |
43,552.03 |
43,552.03 |
45,525.84 |
|
S3 |
40,168.59 |
41,465.65 |
45,215.69 |
|
S4 |
36,785.15 |
38,082.21 |
44,285.25 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
57,007.72 |
54,890.85 |
46,384.13 |
|
R3 |
52,600.92 |
50,484.05 |
45,172.26 |
|
R2 |
48,194.12 |
48,194.12 |
44,768.30 |
|
R1 |
46,077.25 |
46,077.25 |
44,364.35 |
47,135.69 |
PP |
43,787.32 |
43,787.32 |
43,787.32 |
44,316.53 |
S1 |
41,670.45 |
41,670.45 |
43,556.43 |
42,728.89 |
S2 |
39,380.52 |
39,380.52 |
43,152.48 |
|
S3 |
34,973.72 |
37,263.65 |
42,748.52 |
|
S4 |
30,566.92 |
32,856.85 |
41,536.65 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49,021.86 |
43,002.88 |
6,018.98 |
13.0% |
2,801.12 |
6.1% |
52% |
True |
False |
44,672 |
10 |
49,021.86 |
41,497.38 |
7,524.48 |
16.3% |
2,537.24 |
5.5% |
62% |
True |
False |
41,849 |
20 |
49,021.86 |
40,524.11 |
8,497.75 |
18.4% |
2,102.31 |
4.6% |
66% |
True |
False |
31,518 |
40 |
49,021.86 |
35,136.77 |
13,885.09 |
30.1% |
1,921.78 |
4.2% |
79% |
True |
False |
28,402 |
60 |
49,021.86 |
28,108.18 |
20,913.68 |
45.3% |
1,715.37 |
3.7% |
86% |
True |
False |
28,421 |
80 |
49,021.86 |
26,012.56 |
23,009.30 |
49.9% |
1,491.94 |
3.2% |
88% |
True |
False |
26,122 |
100 |
49,021.86 |
24,963.04 |
24,058.82 |
52.1% |
1,351.36 |
2.9% |
88% |
True |
False |
25,010 |
120 |
49,021.86 |
24,963.04 |
24,058.82 |
52.1% |
1,242.08 |
2.7% |
88% |
True |
False |
23,768 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
63,401.48 |
2.618 |
57,879.71 |
1.618 |
54,496.27 |
1.000 |
52,405.30 |
0.618 |
51,112.83 |
HIGH |
49,021.86 |
0.618 |
47,729.39 |
0.500 |
47,330.14 |
0.382 |
46,930.89 |
LOW |
45,638.42 |
0.618 |
43,547.45 |
1.000 |
42,254.98 |
1.618 |
40,164.01 |
2.618 |
36,780.57 |
4.250 |
31,258.80 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
47,330.14 |
46,715.98 |
PP |
46,935.47 |
46,526.03 |
S1 |
46,540.81 |
46,336.09 |
|