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 |
4,475.0 |
4,457.0 |
-18.0 |
-0.4% |
4,485.0 |
High |
4,475.0 |
4,459.0 |
-16.0 |
-0.4% |
4,536.0 |
Low |
4,436.0 |
4,402.0 |
-34.0 |
-0.8% |
4,462.0 |
Close |
4,467.0 |
4,423.0 |
-44.0 |
-1.0% |
4,500.0 |
Range |
39.0 |
57.0 |
18.0 |
46.2% |
74.0 |
ATR |
51.3 |
52.3 |
1.0 |
1.9% |
0.0 |
Volume |
747,048 |
877,086 |
130,038 |
17.4% |
3,121,052 |
|
Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,599.0 |
4,568.0 |
4,454.4 |
|
R3 |
4,542.0 |
4,511.0 |
4,438.7 |
|
R2 |
4,485.0 |
4,485.0 |
4,433.5 |
|
R1 |
4,454.0 |
4,454.0 |
4,428.2 |
4,441.0 |
PP |
4,428.0 |
4,428.0 |
4,428.0 |
4,421.5 |
S1 |
4,397.0 |
4,397.0 |
4,417.8 |
4,384.0 |
S2 |
4,371.0 |
4,371.0 |
4,412.6 |
|
S3 |
4,314.0 |
4,340.0 |
4,407.3 |
|
S4 |
4,257.0 |
4,283.0 |
4,391.7 |
|
|
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 |
4,402.0 |
134.0 |
3.0% |
48.4 |
1.1% |
16% |
False |
True |
733,736 |
10 |
4,545.0 |
4,402.0 |
143.0 |
3.2% |
55.5 |
1.3% |
15% |
False |
True |
690,263 |
20 |
4,618.0 |
4,402.0 |
216.0 |
4.9% |
49.1 |
1.1% |
10% |
False |
True |
637,234 |
40 |
4,634.0 |
4,335.0 |
299.0 |
6.8% |
41.2 |
0.9% |
29% |
False |
False |
467,258 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.6% |
41.3 |
0.9% |
65% |
False |
False |
312,060 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.6% |
42.2 |
1.0% |
65% |
False |
False |
234,379 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.6% |
36.3 |
0.8% |
65% |
False |
False |
187,548 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.6% |
30.8 |
0.7% |
65% |
False |
False |
156,290 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,701.3 |
2.618 |
4,608.2 |
1.618 |
4,551.2 |
1.000 |
4,516.0 |
0.618 |
4,494.2 |
HIGH |
4,459.0 |
0.618 |
4,437.2 |
0.500 |
4,430.5 |
0.382 |
4,423.8 |
LOW |
4,402.0 |
0.618 |
4,366.8 |
1.000 |
4,345.0 |
1.618 |
4,309.8 |
2.618 |
4,252.8 |
4.250 |
4,159.8 |
|
|
Fisher Pivots for day following 17-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,430.5 |
4,460.0 |
PP |
4,428.0 |
4,447.7 |
S1 |
4,425.5 |
4,435.3 |
|