| 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 |
2,053.4 |
2,031.7 |
-21.7 |
-1.1% |
2,052.6 |
| High |
2,062.8 |
2,036.1 |
-26.7 |
-1.3% |
2,067.3 |
| Low |
2,027.6 |
2,004.6 |
-23.0 |
-1.1% |
2,017.3 |
| Close |
2,030.2 |
2,006.5 |
-23.7 |
-1.2% |
2,051.6 |
| Range |
35.2 |
31.5 |
-3.7 |
-10.5% |
50.0 |
| ATR |
29.5 |
29.6 |
0.1 |
0.5% |
0.0 |
| Volume |
285,254 |
254,292 |
-30,962 |
-10.9% |
1,218,429 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,110.2 |
2,089.9 |
2,023.8 |
|
| R3 |
2,078.7 |
2,058.4 |
2,015.2 |
|
| R2 |
2,047.2 |
2,047.2 |
2,012.3 |
|
| R1 |
2,026.9 |
2,026.9 |
2,009.4 |
2,021.3 |
| PP |
2,015.7 |
2,015.7 |
2,015.7 |
2,013.0 |
| S1 |
1,995.4 |
1,995.4 |
2,003.6 |
1,989.8 |
| S2 |
1,984.2 |
1,984.2 |
2,000.7 |
|
| S3 |
1,952.7 |
1,963.9 |
1,997.8 |
|
| S4 |
1,921.2 |
1,932.4 |
1,989.2 |
|
|
| 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 |
2,004.6 |
62.7 |
3.1% |
32.0 |
1.6% |
3% |
False |
True |
263,648 |
| 10 |
2,074.3 |
2,004.6 |
69.7 |
3.5% |
29.8 |
1.5% |
3% |
False |
True |
232,460 |
| 20 |
2,098.2 |
2,004.6 |
93.6 |
4.7% |
25.1 |
1.2% |
2% |
False |
True |
180,701 |
| 40 |
2,152.3 |
1,987.3 |
165.0 |
8.2% |
27.8 |
1.4% |
12% |
False |
False |
172,659 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.8% |
26.6 |
1.3% |
26% |
False |
False |
123,255 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
25.8 |
1.3% |
53% |
False |
False |
94,148 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
23.6 |
1.2% |
53% |
False |
False |
75,801 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
22.7 |
1.1% |
53% |
False |
False |
63,451 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.0 |
|
2.618 |
2,118.6 |
|
1.618 |
2,087.1 |
|
1.000 |
2,067.6 |
|
0.618 |
2,055.6 |
|
HIGH |
2,036.1 |
|
0.618 |
2,024.1 |
|
0.500 |
2,020.4 |
|
0.382 |
2,016.6 |
|
LOW |
2,004.6 |
|
0.618 |
1,985.1 |
|
1.000 |
1,973.1 |
|
1.618 |
1,953.6 |
|
2.618 |
1,922.1 |
|
4.250 |
1,870.7 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,020.4 |
2,036.0 |
| PP |
2,015.7 |
2,026.1 |
| S1 |
2,011.1 |
2,016.3 |
|