| 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 |
2,054.76 |
2,028.42 |
-26.34 |
-1.3% |
2,046.25 |
| High |
2,055.25 |
2,032.14 |
-23.11 |
-1.1% |
2,060.72 |
| Low |
2,025.10 |
2,002.71 |
-22.39 |
-1.1% |
2,014.28 |
| Close |
2,028.19 |
2,006.26 |
-21.93 |
-1.1% |
2,049.10 |
| Range |
30.15 |
29.43 |
-0.72 |
-2.4% |
46.44 |
| ATR |
23.55 |
23.97 |
0.42 |
1.8% |
0.00 |
| Volume |
5,373 |
5,348 |
-25 |
-0.5% |
26,921 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.99 |
2,083.56 |
2,022.45 |
|
| R3 |
2,072.56 |
2,054.13 |
2,014.35 |
|
| R2 |
2,043.13 |
2,043.13 |
2,011.66 |
|
| R1 |
2,024.70 |
2,024.70 |
2,008.96 |
2,019.20 |
| PP |
2,013.70 |
2,013.70 |
2,013.70 |
2,010.96 |
| S1 |
1,995.27 |
1,995.27 |
2,003.56 |
1,989.77 |
| S2 |
1,984.27 |
1,984.27 |
2,000.86 |
|
| S3 |
1,954.84 |
1,965.84 |
1,998.17 |
|
| S4 |
1,925.41 |
1,936.41 |
1,990.07 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,180.69 |
2,161.33 |
2,074.64 |
|
| R3 |
2,134.25 |
2,114.89 |
2,061.87 |
|
| R2 |
2,087.81 |
2,087.81 |
2,057.61 |
|
| R1 |
2,068.45 |
2,068.45 |
2,053.36 |
2,078.13 |
| PP |
2,041.37 |
2,041.37 |
2,041.37 |
2,046.21 |
| S1 |
2,022.01 |
2,022.01 |
2,044.84 |
2,031.69 |
| S2 |
1,994.93 |
1,994.93 |
2,040.59 |
|
| S3 |
1,948.49 |
1,975.57 |
2,036.33 |
|
| S4 |
1,902.05 |
1,929.13 |
2,023.56 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,060.72 |
2,002.71 |
58.01 |
2.9% |
26.12 |
1.3% |
6% |
False |
True |
5,390 |
| 10 |
2,065.41 |
2,002.71 |
62.70 |
3.1% |
24.83 |
1.2% |
6% |
False |
True |
5,378 |
| 20 |
2,088.26 |
2,002.71 |
85.55 |
4.3% |
21.65 |
1.1% |
4% |
False |
True |
5,443 |
| 40 |
2,122.65 |
1,966.26 |
156.39 |
7.8% |
24.32 |
1.2% |
26% |
False |
False |
5,413 |
| 60 |
2,122.65 |
1,933.24 |
189.41 |
9.4% |
22.90 |
1.1% |
39% |
False |
False |
5,473 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.5% |
22.71 |
1.1% |
62% |
False |
False |
5,499 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.5% |
20.71 |
1.0% |
62% |
False |
False |
5,587 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.5% |
19.91 |
1.0% |
62% |
False |
False |
5,593 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,157.22 |
|
2.618 |
2,109.19 |
|
1.618 |
2,079.76 |
|
1.000 |
2,061.57 |
|
0.618 |
2,050.33 |
|
HIGH |
2,032.14 |
|
0.618 |
2,020.90 |
|
0.500 |
2,017.43 |
|
0.382 |
2,013.95 |
|
LOW |
2,002.71 |
|
0.618 |
1,984.52 |
|
1.000 |
1,973.28 |
|
1.618 |
1,955.09 |
|
2.618 |
1,925.66 |
|
4.250 |
1,877.63 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,017.43 |
2,031.72 |
| PP |
2,013.70 |
2,023.23 |
| S1 |
2,009.98 |
2,014.75 |
|