| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,521.5000 |
2,602.2580 |
80.7580 |
3.2% |
2,247.4310 |
| High |
2,607.0420 |
2,609.5860 |
2.5440 |
0.1% |
2,715.8900 |
| Low |
2,501.6570 |
2,518.9880 |
17.3310 |
0.7% |
2,169.5890 |
| Close |
2,592.6460 |
2,525.3630 |
-67.2830 |
-2.6% |
2,526.5520 |
| Range |
105.3850 |
90.5980 |
-14.7870 |
-14.0% |
546.3010 |
| ATR |
137.4548 |
134.1079 |
-3.3469 |
-2.4% |
0.0000 |
| Volume |
143,285 |
144,836 |
1,551 |
1.1% |
1,222,064 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,823.1063 |
2,764.8327 |
2,575.1919 |
|
| R3 |
2,732.5083 |
2,674.2347 |
2,550.2775 |
|
| R2 |
2,641.9103 |
2,641.9103 |
2,541.9726 |
|
| R1 |
2,583.6367 |
2,583.6367 |
2,533.6678 |
2,567.4745 |
| PP |
2,551.3123 |
2,551.3123 |
2,551.3123 |
2,543.2313 |
| S1 |
2,493.0387 |
2,493.0387 |
2,517.0582 |
2,476.8765 |
| S2 |
2,460.7143 |
2,460.7143 |
2,508.7534 |
|
| S3 |
2,370.1163 |
2,402.4407 |
2,500.4486 |
|
| S4 |
2,279.5183 |
2,311.8427 |
2,475.5341 |
|
|
| 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 |
2,317.5990 |
398.2910 |
15.8% |
160.0966 |
6.3% |
52% |
False |
False |
250,720 |
| 10 |
2,715.8900 |
2,111.1450 |
604.7450 |
23.9% |
156.7738 |
6.2% |
68% |
False |
False |
228,832 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
23.9% |
136.3488 |
5.4% |
68% |
False |
False |
226,108 |
| 40 |
2,715.8900 |
1,909.8580 |
806.0320 |
31.9% |
120.3960 |
4.8% |
76% |
False |
False |
192,341 |
| 60 |
2,715.8900 |
1,562.2540 |
1,153.6360 |
45.7% |
110.2034 |
4.4% |
83% |
False |
False |
197,594 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
47.2% |
94.2690 |
3.7% |
84% |
False |
False |
175,664 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
47.2% |
85.4161 |
3.4% |
84% |
False |
False |
169,234 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
47.2% |
79.0970 |
3.1% |
84% |
False |
False |
161,692 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,994.6275 |
|
2.618 |
2,846.7716 |
|
1.618 |
2,756.1736 |
|
1.000 |
2,700.1840 |
|
0.618 |
2,665.5756 |
|
HIGH |
2,609.5860 |
|
0.618 |
2,574.9776 |
|
0.500 |
2,564.2870 |
|
0.382 |
2,553.5964 |
|
LOW |
2,518.9880 |
|
0.618 |
2,462.9984 |
|
1.000 |
2,428.3900 |
|
1.618 |
2,372.4004 |
|
2.618 |
2,281.8024 |
|
4.250 |
2,133.9465 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,564.2870 |
2,608.7735 |
| PP |
2,551.3123 |
2,580.9700 |
| S1 |
2,538.3377 |
2,553.1665 |
|