| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,602.2690 |
2,521.5000 |
-80.7690 |
-3.1% |
2,247.4310 |
| High |
2,715.8900 |
2,607.0420 |
-108.8480 |
-4.0% |
2,715.8900 |
| Low |
2,502.9400 |
2,501.6570 |
-1.2830 |
-0.1% |
2,169.5890 |
| Close |
2,526.5520 |
2,592.6460 |
66.0940 |
2.6% |
2,526.5520 |
| Range |
212.9500 |
105.3850 |
-107.5650 |
-50.5% |
546.3010 |
| ATR |
139.9217 |
137.4548 |
-2.4669 |
-1.8% |
0.0000 |
| Volume |
3,821 |
143,285 |
139,464 |
3,649.9% |
1,222,064 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,883.2700 |
2,843.3430 |
2,650.6078 |
|
| R3 |
2,777.8850 |
2,737.9580 |
2,621.6269 |
|
| R2 |
2,672.5000 |
2,672.5000 |
2,611.9666 |
|
| R1 |
2,632.5730 |
2,632.5730 |
2,602.3063 |
2,652.5365 |
| PP |
2,567.1150 |
2,567.1150 |
2,567.1150 |
2,577.0968 |
| S1 |
2,527.1880 |
2,527.1880 |
2,582.9857 |
2,547.1515 |
| S2 |
2,461.7300 |
2,461.7300 |
2,573.3254 |
|
| S3 |
2,356.3450 |
2,421.8030 |
2,563.6651 |
|
| S4 |
2,250.9600 |
2,316.4180 |
2,534.6843 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,109.5800 |
3,864.3670 |
2,827.0176 |
|
| R3 |
3,563.2790 |
3,318.0660 |
2,676.7848 |
|
| R2 |
3,016.9780 |
3,016.9780 |
2,626.7072 |
|
| R1 |
2,771.7650 |
2,771.7650 |
2,576.6296 |
2,894.3715 |
| PP |
2,470.6770 |
2,470.6770 |
2,470.6770 |
2,531.9803 |
| S1 |
2,225.4640 |
2,225.4640 |
2,476.4744 |
2,348.0705 |
| S2 |
1,924.3760 |
1,924.3760 |
2,426.3968 |
|
| S3 |
1,378.0750 |
1,679.1630 |
2,376.3192 |
|
| S4 |
831.7740 |
1,132.8620 |
2,226.0865 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,715.8900 |
2,244.3280 |
471.5620 |
18.2% |
167.1500 |
6.4% |
74% |
False |
False |
272,628 |
| 10 |
2,715.8900 |
2,111.1450 |
604.7450 |
23.3% |
158.4468 |
6.1% |
80% |
False |
False |
238,467 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
23.3% |
137.1836 |
5.3% |
80% |
False |
False |
218,954 |
| 40 |
2,715.8900 |
1,909.8580 |
806.0320 |
31.1% |
121.9197 |
4.7% |
85% |
False |
False |
196,332 |
| 60 |
2,715.8900 |
1,543.6780 |
1,172.2120 |
45.2% |
109.2106 |
4.2% |
89% |
False |
False |
197,253 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
46.0% |
93.8891 |
3.6% |
90% |
False |
False |
175,795 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
46.0% |
85.5155 |
3.3% |
90% |
False |
False |
170,177 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
46.0% |
78.6607 |
3.0% |
90% |
False |
False |
161,475 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,054.9283 |
|
2.618 |
2,882.9399 |
|
1.618 |
2,777.5549 |
|
1.000 |
2,712.4270 |
|
0.618 |
2,672.1699 |
|
HIGH |
2,607.0420 |
|
0.618 |
2,566.7849 |
|
0.500 |
2,554.3495 |
|
0.382 |
2,541.9141 |
|
LOW |
2,501.6570 |
|
0.618 |
2,436.5291 |
|
1.000 |
2,396.2720 |
|
1.618 |
2,331.1441 |
|
2.618 |
2,225.7591 |
|
4.250 |
2,053.7708 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,579.8805 |
2,608.7735 |
| PP |
2,567.1150 |
2,603.3977 |
| S1 |
2,554.3495 |
2,598.0218 |
|