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 |
46,735 |
47,480 |
745 |
1.6% |
44,635 |
High |
47,415 |
49,785 |
2,370 |
5.0% |
47,605 |
Low |
44,905 |
45,935 |
1,030 |
2.3% |
41,675 |
Close |
46,715 |
46,605 |
-110 |
-0.2% |
44,785 |
Range |
2,510 |
3,850 |
1,340 |
53.4% |
5,930 |
ATR |
2,354 |
2,461 |
107 |
4.5% |
0 |
Volume |
2,491 |
4,459 |
1,968 |
79.0% |
6,219 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
58,992 |
56,648 |
48,723 |
|
R3 |
55,142 |
52,798 |
47,664 |
|
R2 |
51,292 |
51,292 |
47,311 |
|
R1 |
48,948 |
48,948 |
46,958 |
48,195 |
PP |
47,442 |
47,442 |
47,442 |
47,065 |
S1 |
45,098 |
45,098 |
46,252 |
44,345 |
S2 |
43,592 |
43,592 |
45,899 |
|
S3 |
39,742 |
41,248 |
45,546 |
|
S4 |
35,892 |
37,398 |
44,488 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,478 |
59,562 |
48,047 |
|
R3 |
56,548 |
53,632 |
46,416 |
|
R2 |
50,618 |
50,618 |
45,872 |
|
R1 |
47,702 |
47,702 |
45,329 |
49,160 |
PP |
44,688 |
44,688 |
44,688 |
45,418 |
S1 |
41,772 |
41,772 |
44,241 |
43,230 |
S2 |
38,758 |
38,758 |
43,698 |
|
S3 |
32,828 |
35,842 |
43,154 |
|
S4 |
26,898 |
29,912 |
41,524 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
49,785 |
43,720 |
6,065 |
13.0% |
3,049 |
6.5% |
48% |
True |
False |
2,664 |
10 |
49,785 |
41,675 |
8,110 |
17.4% |
2,885 |
6.2% |
61% |
True |
False |
2,115 |
20 |
49,785 |
41,615 |
8,170 |
17.5% |
2,264 |
4.9% |
61% |
True |
False |
1,406 |
40 |
49,785 |
36,080 |
13,705 |
29.4% |
1,944 |
4.2% |
77% |
True |
False |
739 |
60 |
49,785 |
28,995 |
20,790 |
44.6% |
1,641 |
3.5% |
85% |
True |
False |
497 |
80 |
49,785 |
27,085 |
22,700 |
48.7% |
1,324 |
2.8% |
86% |
True |
False |
373 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66,148 |
2.618 |
59,864 |
1.618 |
56,014 |
1.000 |
53,635 |
0.618 |
52,164 |
HIGH |
49,785 |
0.618 |
48,314 |
0.500 |
47,860 |
0.382 |
47,406 |
LOW |
45,935 |
0.618 |
43,556 |
1.000 |
42,085 |
1.618 |
39,706 |
2.618 |
35,856 |
4.250 |
29,573 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
47,860 |
47,345 |
PP |
47,442 |
47,098 |
S1 |
47,023 |
46,852 |
|