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 |
4,491.0 |
4,475.0 |
-16.0 |
-0.4% |
4,485.0 |
High |
4,518.0 |
4,475.0 |
-43.0 |
-1.0% |
4,536.0 |
Low |
4,482.0 |
4,436.0 |
-46.0 |
-1.0% |
4,462.0 |
Close |
4,500.0 |
4,467.0 |
-33.0 |
-0.7% |
4,500.0 |
Range |
36.0 |
39.0 |
3.0 |
8.3% |
74.0 |
ATR |
50.4 |
51.3 |
1.0 |
1.9% |
0.0 |
Volume |
709,076 |
747,048 |
37,972 |
5.4% |
3,121,052 |
|
Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,576.3 |
4,560.7 |
4,488.5 |
|
R3 |
4,537.3 |
4,521.7 |
4,477.7 |
|
R2 |
4,498.3 |
4,498.3 |
4,474.2 |
|
R1 |
4,482.7 |
4,482.7 |
4,470.6 |
4,471.0 |
PP |
4,459.3 |
4,459.3 |
4,459.3 |
4,453.5 |
S1 |
4,443.7 |
4,443.7 |
4,463.4 |
4,432.0 |
S2 |
4,420.3 |
4,420.3 |
4,459.9 |
|
S3 |
4,381.3 |
4,404.7 |
4,456.3 |
|
S4 |
4,342.3 |
4,365.7 |
4,445.6 |
|
|
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 |
4,436.0 |
100.0 |
2.2% |
49.0 |
1.1% |
31% |
False |
True |
672,842 |
10 |
4,599.0 |
4,436.0 |
163.0 |
3.6% |
58.5 |
1.3% |
19% |
False |
True |
677,888 |
20 |
4,634.0 |
4,436.0 |
198.0 |
4.4% |
50.3 |
1.1% |
16% |
False |
True |
648,227 |
40 |
4,634.0 |
4,335.0 |
299.0 |
6.7% |
40.3 |
0.9% |
44% |
False |
False |
445,334 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
41.4 |
0.9% |
72% |
False |
False |
297,544 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
41.7 |
0.9% |
72% |
False |
False |
223,416 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
35.7 |
0.8% |
72% |
False |
False |
178,777 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
30.4 |
0.7% |
72% |
False |
False |
148,981 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,640.8 |
2.618 |
4,577.1 |
1.618 |
4,538.1 |
1.000 |
4,514.0 |
0.618 |
4,499.1 |
HIGH |
4,475.0 |
0.618 |
4,460.1 |
0.500 |
4,455.5 |
0.382 |
4,450.9 |
LOW |
4,436.0 |
0.618 |
4,411.9 |
1.000 |
4,397.0 |
1.618 |
4,372.9 |
2.618 |
4,333.9 |
4.250 |
4,270.3 |
|
|
Fisher Pivots for day following 16-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,463.2 |
4,486.0 |
PP |
4,459.3 |
4,479.7 |
S1 |
4,455.5 |
4,473.3 |
|