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 |
11.3320 |
12.3637 |
1.0317 |
9.1% |
14.0675 |
High |
12.3637 |
13.2378 |
0.8741 |
7.1% |
14.4884 |
Low |
11.1448 |
12.2618 |
1.1170 |
10.0% |
11.3346 |
Close |
12.3637 |
12.6978 |
0.3341 |
2.7% |
12.2169 |
Range |
1.2189 |
0.9760 |
-0.2429 |
-19.9% |
3.1538 |
ATR |
1.2432 |
1.2242 |
-0.0191 |
-1.5% |
0.0000 |
Volume |
134,607 |
156,158 |
21,551 |
16.0% |
555,240 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15.6604 |
15.1551 |
13.2346 |
|
R3 |
14.6844 |
14.1791 |
12.9662 |
|
R2 |
13.7084 |
13.7084 |
12.8767 |
|
R1 |
13.2031 |
13.2031 |
12.7873 |
13.4558 |
PP |
12.7325 |
12.7325 |
12.7325 |
12.8588 |
S1 |
12.2272 |
12.2272 |
12.6083 |
12.4798 |
S2 |
11.7565 |
11.7565 |
12.5189 |
|
S3 |
10.7805 |
11.2512 |
12.4294 |
|
S4 |
9.8046 |
10.2752 |
12.1610 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
22.1414 |
20.3330 |
13.9515 |
|
R3 |
18.9876 |
17.1792 |
13.0842 |
|
R2 |
15.8338 |
15.8338 |
12.7951 |
|
R1 |
14.0254 |
14.0254 |
12.5060 |
13.3527 |
PP |
12.6800 |
12.6800 |
12.6800 |
12.3436 |
S1 |
10.8716 |
10.8716 |
11.9278 |
10.1989 |
S2 |
9.5262 |
9.5262 |
11.6387 |
|
S3 |
6.3724 |
7.7178 |
11.3496 |
|
S4 |
3.2186 |
4.5640 |
10.4823 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13.2378 |
10.5438 |
2.6940 |
21.2% |
1.2722 |
10.0% |
80% |
True |
False |
106,393 |
10 |
14.6010 |
10.5438 |
4.0572 |
32.0% |
1.2879 |
10.1% |
53% |
False |
False |
119,402 |
20 |
14.9757 |
10.5438 |
4.4319 |
34.9% |
1.2795 |
10.1% |
49% |
False |
False |
117,495 |
40 |
14.9757 |
10.0833 |
4.8924 |
38.5% |
1.0770 |
8.5% |
53% |
False |
False |
116,966 |
60 |
15.4080 |
6.4878 |
8.9202 |
70.2% |
1.1563 |
9.1% |
70% |
False |
False |
164,622 |
80 |
15.4080 |
6.4878 |
8.9202 |
70.2% |
0.9566 |
7.5% |
70% |
False |
False |
161,924 |
100 |
15.4080 |
6.4878 |
8.9202 |
70.2% |
0.8455 |
6.7% |
70% |
False |
False |
168,008 |
120 |
15.4080 |
6.4878 |
8.9202 |
70.2% |
0.7729 |
6.1% |
70% |
False |
False |
168,781 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17.3857 |
2.618 |
15.7929 |
1.618 |
14.8169 |
1.000 |
14.2138 |
0.618 |
13.8409 |
HIGH |
13.2378 |
0.618 |
12.8650 |
0.500 |
12.7498 |
0.382 |
12.6346 |
LOW |
12.2618 |
0.618 |
11.6587 |
1.000 |
11.2858 |
1.618 |
10.6827 |
2.618 |
9.7067 |
4.250 |
8.1139 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
12.7498 |
12.5290 |
PP |
12.7325 |
12.3601 |
S1 |
12.7151 |
12.1913 |
|