Trading Metrics calculated at close of trading on 12-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,507.0 |
4,491.0 |
-16.0 |
-0.4% |
4,485.0 |
High |
4,536.0 |
4,518.0 |
-18.0 |
-0.4% |
4,536.0 |
Low |
4,462.0 |
4,482.0 |
20.0 |
0.4% |
4,462.0 |
Close |
4,466.0 |
4,500.0 |
34.0 |
0.8% |
4,500.0 |
Range |
74.0 |
36.0 |
-38.0 |
-51.4% |
74.0 |
ATR |
50.2 |
50.4 |
0.1 |
0.2% |
0.0 |
Volume |
868,132 |
709,076 |
-159,056 |
-18.3% |
3,121,052 |
|
Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,608.0 |
4,590.0 |
4,519.8 |
|
R3 |
4,572.0 |
4,554.0 |
4,509.9 |
|
R2 |
4,536.0 |
4,536.0 |
4,506.6 |
|
R1 |
4,518.0 |
4,518.0 |
4,503.3 |
4,527.0 |
PP |
4,500.0 |
4,500.0 |
4,500.0 |
4,504.5 |
S1 |
4,482.0 |
4,482.0 |
4,496.7 |
4,491.0 |
S2 |
4,464.0 |
4,464.0 |
4,493.4 |
|
S3 |
4,428.0 |
4,446.0 |
4,490.1 |
|
S4 |
4,392.0 |
4,410.0 |
4,480.2 |
|
|
Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,721.3 |
4,684.7 |
4,540.7 |
|
R3 |
4,647.3 |
4,610.7 |
4,520.4 |
|
R2 |
4,573.3 |
4,573.3 |
4,513.6 |
|
R1 |
4,536.7 |
4,536.7 |
4,506.8 |
4,555.0 |
PP |
4,499.3 |
4,499.3 |
4,499.3 |
4,508.5 |
S1 |
4,462.7 |
4,462.7 |
4,493.2 |
4,481.0 |
S2 |
4,425.3 |
4,425.3 |
4,486.4 |
|
S3 |
4,351.3 |
4,388.7 |
4,479.7 |
|
S4 |
4,277.3 |
4,314.7 |
4,459.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,536.0 |
4,462.0 |
74.0 |
1.6% |
55.2 |
1.2% |
51% |
False |
False |
624,210 |
10 |
4,599.0 |
4,444.0 |
155.0 |
3.4% |
57.2 |
1.3% |
36% |
False |
False |
642,793 |
20 |
4,634.0 |
4,444.0 |
190.0 |
4.2% |
50.9 |
1.1% |
29% |
False |
False |
660,405 |
40 |
4,634.0 |
4,270.0 |
364.0 |
8.1% |
41.2 |
0.9% |
63% |
False |
False |
426,665 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
41.4 |
0.9% |
78% |
False |
False |
285,094 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
41.4 |
0.9% |
78% |
False |
False |
214,078 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
35.3 |
0.8% |
78% |
False |
False |
171,306 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
30.0 |
0.7% |
78% |
False |
False |
142,755 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,671.0 |
2.618 |
4,612.2 |
1.618 |
4,576.2 |
1.000 |
4,554.0 |
0.618 |
4,540.2 |
HIGH |
4,518.0 |
0.618 |
4,504.2 |
0.500 |
4,500.0 |
0.382 |
4,495.8 |
LOW |
4,482.0 |
0.618 |
4,459.8 |
1.000 |
4,446.0 |
1.618 |
4,423.8 |
2.618 |
4,387.8 |
4.250 |
4,329.0 |
|
|
Fisher Pivots for day following 12-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,500.0 |
4,499.7 |
PP |
4,500.0 |
4,499.3 |
S1 |
4,500.0 |
4,499.0 |
|