| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,033.2 |
2,053.4 |
20.2 |
1.0% |
2,052.6 |
| High |
2,067.3 |
2,062.8 |
-4.5 |
-0.2% |
2,067.3 |
| Low |
2,033.1 |
2,027.6 |
-5.5 |
-0.3% |
2,017.3 |
| Close |
2,051.6 |
2,030.2 |
-21.4 |
-1.0% |
2,051.6 |
| Range |
34.2 |
35.2 |
1.0 |
2.9% |
50.0 |
| ATR |
29.0 |
29.5 |
0.4 |
1.5% |
0.0 |
| Volume |
272,352 |
285,254 |
12,902 |
4.7% |
1,218,429 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,145.8 |
2,123.2 |
2,049.6 |
|
| R3 |
2,110.6 |
2,088.0 |
2,039.9 |
|
| R2 |
2,075.4 |
2,075.4 |
2,036.7 |
|
| R1 |
2,052.8 |
2,052.8 |
2,033.4 |
2,046.5 |
| PP |
2,040.2 |
2,040.2 |
2,040.2 |
2,037.1 |
| S1 |
2,017.6 |
2,017.6 |
2,027.0 |
2,011.3 |
| S2 |
2,005.0 |
2,005.0 |
2,023.7 |
|
| S3 |
1,969.8 |
1,982.4 |
2,020.5 |
|
| S4 |
1,934.6 |
1,947.2 |
2,010.8 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.4 |
2,173.5 |
2,079.1 |
|
| R3 |
2,145.4 |
2,123.5 |
2,065.4 |
|
| R2 |
2,095.4 |
2,095.4 |
2,060.8 |
|
| R1 |
2,073.5 |
2,073.5 |
2,056.2 |
2,059.5 |
| PP |
2,045.4 |
2,045.4 |
2,045.4 |
2,038.4 |
| S1 |
2,023.5 |
2,023.5 |
2,047.0 |
2,009.5 |
| S2 |
1,995.4 |
1,995.4 |
2,042.4 |
|
| S3 |
1,945.4 |
1,973.5 |
2,037.9 |
|
| S4 |
1,895.4 |
1,923.5 |
2,024.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,067.3 |
2,017.3 |
50.0 |
2.5% |
29.0 |
1.4% |
26% |
False |
False |
256,539 |
| 10 |
2,088.1 |
2,017.3 |
70.8 |
3.5% |
29.1 |
1.4% |
18% |
False |
False |
222,786 |
| 20 |
2,098.2 |
2,017.3 |
80.9 |
4.0% |
25.0 |
1.2% |
16% |
False |
False |
176,594 |
| 40 |
2,152.3 |
1,979.3 |
173.0 |
8.5% |
27.8 |
1.4% |
29% |
False |
False |
167,225 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
26.6 |
1.3% |
38% |
False |
False |
119,153 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
25.6 |
1.3% |
61% |
False |
False |
91,042 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
23.5 |
1.2% |
61% |
False |
False |
73,268 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
22.5 |
1.1% |
61% |
False |
False |
61,361 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,212.4 |
|
2.618 |
2,155.0 |
|
1.618 |
2,119.8 |
|
1.000 |
2,098.0 |
|
0.618 |
2,084.6 |
|
HIGH |
2,062.8 |
|
0.618 |
2,049.4 |
|
0.500 |
2,045.2 |
|
0.382 |
2,041.0 |
|
LOW |
2,027.6 |
|
0.618 |
2,005.8 |
|
1.000 |
1,992.4 |
|
1.618 |
1,970.6 |
|
2.618 |
1,935.4 |
|
4.250 |
1,878.0 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.2 |
2,042.3 |
| PP |
2,040.2 |
2,038.3 |
| S1 |
2,035.2 |
2,034.2 |
|