| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,031.7 |
2,009.1 |
-22.6 |
-1.1% |
2,052.6 |
| High |
2,036.1 |
2,025.6 |
-10.5 |
-0.5% |
2,067.3 |
| Low |
2,004.6 |
2,007.7 |
3.1 |
0.2% |
2,017.3 |
| Close |
2,006.5 |
2,021.6 |
15.1 |
0.8% |
2,051.6 |
| Range |
31.5 |
17.9 |
-13.6 |
-43.2% |
50.0 |
| ATR |
29.6 |
28.9 |
-0.8 |
-2.5% |
0.0 |
| Volume |
254,292 |
171,928 |
-82,364 |
-32.4% |
1,218,429 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,072.0 |
2,064.7 |
2,031.4 |
|
| R3 |
2,054.1 |
2,046.8 |
2,026.5 |
|
| R2 |
2,036.2 |
2,036.2 |
2,024.9 |
|
| R1 |
2,028.9 |
2,028.9 |
2,023.2 |
2,032.6 |
| PP |
2,018.3 |
2,018.3 |
2,018.3 |
2,020.1 |
| S1 |
2,011.0 |
2,011.0 |
2,020.0 |
2,014.7 |
| S2 |
2,000.4 |
2,000.4 |
2,018.3 |
|
| S3 |
1,982.5 |
1,993.1 |
2,016.7 |
|
| S4 |
1,964.6 |
1,975.2 |
2,011.8 |
|
|
| 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 |
2,004.6 |
62.7 |
3.1% |
31.5 |
1.6% |
27% |
False |
False |
257,032 |
| 10 |
2,071.1 |
2,004.6 |
66.5 |
3.3% |
28.0 |
1.4% |
26% |
False |
False |
227,485 |
| 20 |
2,098.2 |
2,004.6 |
93.6 |
4.6% |
25.0 |
1.2% |
18% |
False |
False |
182,227 |
| 40 |
2,152.3 |
1,987.3 |
165.0 |
8.2% |
27.9 |
1.4% |
21% |
False |
False |
176,461 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
26.4 |
1.3% |
34% |
False |
False |
125,887 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
25.9 |
1.3% |
58% |
False |
False |
96,276 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
23.6 |
1.2% |
58% |
False |
False |
77,511 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
22.5 |
1.1% |
58% |
False |
False |
64,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,101.7 |
|
2.618 |
2,072.5 |
|
1.618 |
2,054.6 |
|
1.000 |
2,043.5 |
|
0.618 |
2,036.7 |
|
HIGH |
2,025.6 |
|
0.618 |
2,018.8 |
|
0.500 |
2,016.7 |
|
0.382 |
2,014.5 |
|
LOW |
2,007.7 |
|
0.618 |
1,996.6 |
|
1.000 |
1,989.8 |
|
1.618 |
1,978.7 |
|
2.618 |
1,960.8 |
|
4.250 |
1,931.6 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,020.0 |
2,033.7 |
| PP |
2,018.3 |
2,029.7 |
| S1 |
2,016.7 |
2,025.6 |
|