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 |
46,405 |
47,080 |
675 |
1.5% |
43,965 |
High |
47,075 |
49,435 |
2,360 |
5.0% |
47,095 |
Low |
44,505 |
45,700 |
1,195 |
2.7% |
41,000 |
Close |
46,325 |
46,350 |
25 |
0.1% |
44,385 |
Range |
2,570 |
3,735 |
1,165 |
45.3% |
6,095 |
ATR |
2,418 |
2,512 |
94 |
3.9% |
0 |
Volume |
18,562 |
26,661 |
8,099 |
43.6% |
48,871 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58,367 |
56,093 |
48,404 |
|
R3 |
54,632 |
52,358 |
47,377 |
|
R2 |
50,897 |
50,897 |
47,035 |
|
R1 |
48,623 |
48,623 |
46,692 |
47,893 |
PP |
47,162 |
47,162 |
47,162 |
46,796 |
S1 |
44,888 |
44,888 |
46,008 |
44,158 |
S2 |
43,427 |
43,427 |
45,665 |
|
S3 |
39,692 |
41,153 |
45,323 |
|
S4 |
35,957 |
37,418 |
44,296 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,445 |
59,510 |
47,737 |
|
R3 |
56,350 |
53,415 |
46,061 |
|
R2 |
50,255 |
50,255 |
45,502 |
|
R1 |
47,320 |
47,320 |
44,944 |
48,788 |
PP |
44,160 |
44,160 |
44,160 |
44,894 |
S1 |
41,225 |
41,225 |
43,826 |
42,693 |
S2 |
38,065 |
38,065 |
43,268 |
|
S3 |
31,970 |
35,130 |
42,709 |
|
S4 |
25,875 |
29,035 |
41,033 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49,435 |
43,160 |
6,275 |
13.5% |
3,111 |
6.7% |
51% |
True |
False |
15,716 |
10 |
49,435 |
41,000 |
8,435 |
18.2% |
2,967 |
6.4% |
63% |
True |
False |
13,480 |
20 |
49,435 |
41,000 |
8,435 |
18.2% |
2,400 |
5.2% |
63% |
True |
False |
8,394 |
40 |
49,435 |
35,750 |
13,685 |
29.5% |
2,099 |
4.5% |
77% |
True |
False |
4,652 |
60 |
49,435 |
28,835 |
20,600 |
44.4% |
1,789 |
3.9% |
85% |
True |
False |
3,124 |
80 |
49,435 |
26,845 |
22,590 |
48.7% |
1,470 |
3.2% |
86% |
True |
False |
2,343 |
100 |
49,435 |
25,740 |
23,695 |
51.1% |
1,251 |
2.7% |
87% |
True |
False |
1,874 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
65,309 |
2.618 |
59,213 |
1.618 |
55,478 |
1.000 |
53,170 |
0.618 |
51,743 |
HIGH |
49,435 |
0.618 |
48,008 |
0.500 |
47,568 |
0.382 |
47,127 |
LOW |
45,700 |
0.618 |
43,392 |
1.000 |
41,965 |
1.618 |
39,657 |
2.618 |
35,922 |
4.250 |
29,826 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
47,568 |
46,970 |
PP |
47,162 |
46,763 |
S1 |
46,756 |
46,557 |
|