| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,602.2580 |
2,525.3630 |
-76.8950 |
-3.0% |
2,247.4310 |
| High |
2,609.5860 |
2,546.7210 |
-62.8650 |
-2.4% |
2,715.8900 |
| Low |
2,518.9880 |
2,428.6810 |
-90.3070 |
-3.6% |
2,169.5890 |
| Close |
2,525.3630 |
2,453.6390 |
-71.7240 |
-2.8% |
2,526.5520 |
| Range |
90.5980 |
118.0400 |
27.4420 |
30.3% |
546.3010 |
| ATR |
134.1079 |
132.9602 |
-1.1477 |
-0.9% |
0.0000 |
| Volume |
144,836 |
196,892 |
52,056 |
35.9% |
1,222,064 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,830.4670 |
2,760.0930 |
2,518.5610 |
|
| R3 |
2,712.4270 |
2,642.0530 |
2,486.1000 |
|
| R2 |
2,594.3870 |
2,594.3870 |
2,475.2797 |
|
| R1 |
2,524.0130 |
2,524.0130 |
2,464.4593 |
2,500.1800 |
| PP |
2,476.3470 |
2,476.3470 |
2,476.3470 |
2,464.4305 |
| S1 |
2,405.9730 |
2,405.9730 |
2,442.8187 |
2,382.1400 |
| S2 |
2,358.3070 |
2,358.3070 |
2,431.9983 |
|
| S3 |
2,240.2670 |
2,287.9330 |
2,421.1780 |
|
| S4 |
2,122.2270 |
2,169.8930 |
2,388.7170 |
|
|
| 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 |
2,428.6810 |
287.2090 |
11.7% |
140.8228 |
5.7% |
9% |
False |
True |
194,328 |
| 10 |
2,715.8900 |
2,169.5890 |
546.3010 |
22.3% |
141.2393 |
5.8% |
52% |
False |
False |
208,970 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
24.6% |
135.1087 |
5.5% |
57% |
False |
False |
235,863 |
| 40 |
2,715.8900 |
1,919.5750 |
796.3150 |
32.5% |
121.3142 |
4.9% |
67% |
False |
False |
191,680 |
| 60 |
2,715.8900 |
1,593.2460 |
1,122.6440 |
45.8% |
111.0489 |
4.5% |
77% |
False |
False |
197,523 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
48.6% |
95.4563 |
3.9% |
78% |
False |
False |
176,932 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
48.6% |
86.1613 |
3.5% |
78% |
False |
False |
169,714 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
48.6% |
79.8242 |
3.3% |
78% |
False |
False |
162,463 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,048.3910 |
|
2.618 |
2,855.7497 |
|
1.618 |
2,737.7097 |
|
1.000 |
2,664.7610 |
|
0.618 |
2,619.6697 |
|
HIGH |
2,546.7210 |
|
0.618 |
2,501.6297 |
|
0.500 |
2,487.7010 |
|
0.382 |
2,473.7723 |
|
LOW |
2,428.6810 |
|
0.618 |
2,355.7323 |
|
1.000 |
2,310.6410 |
|
1.618 |
2,237.6923 |
|
2.618 |
2,119.6523 |
|
4.250 |
1,927.0110 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,487.7010 |
2,519.1335 |
| PP |
2,476.3470 |
2,497.3020 |
| S1 |
2,464.9930 |
2,475.4705 |
|