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 |
4,457.0 |
4,424.0 |
-33.0 |
-0.7% |
4,485.0 |
High |
4,459.0 |
4,493.0 |
34.0 |
0.8% |
4,536.0 |
Low |
4,402.0 |
4,415.0 |
13.0 |
0.3% |
4,462.0 |
Close |
4,423.0 |
4,473.0 |
50.0 |
1.1% |
4,500.0 |
Range |
57.0 |
78.0 |
21.0 |
36.8% |
74.0 |
ATR |
52.3 |
54.2 |
1.8 |
3.5% |
0.0 |
Volume |
877,086 |
762,488 |
-114,598 |
-13.1% |
3,121,052 |
|
Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,694.3 |
4,661.7 |
4,515.9 |
|
R3 |
4,616.3 |
4,583.7 |
4,494.5 |
|
R2 |
4,538.3 |
4,538.3 |
4,487.3 |
|
R1 |
4,505.7 |
4,505.7 |
4,480.2 |
4,522.0 |
PP |
4,460.3 |
4,460.3 |
4,460.3 |
4,468.5 |
S1 |
4,427.7 |
4,427.7 |
4,465.9 |
4,444.0 |
S2 |
4,382.3 |
4,382.3 |
4,458.7 |
|
S3 |
4,304.3 |
4,349.7 |
4,451.6 |
|
S4 |
4,226.3 |
4,271.7 |
4,430.1 |
|
|
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% |
56.8 |
1.3% |
53% |
False |
False |
792,766 |
10 |
4,536.0 |
4,402.0 |
134.0 |
3.0% |
54.7 |
1.2% |
53% |
False |
False |
680,047 |
20 |
4,599.0 |
4,402.0 |
197.0 |
4.4% |
50.6 |
1.1% |
36% |
False |
False |
625,026 |
40 |
4,634.0 |
4,367.0 |
267.0 |
6.0% |
42.5 |
0.9% |
40% |
False |
False |
486,167 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
41.9 |
0.9% |
73% |
False |
False |
324,733 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
42.4 |
0.9% |
73% |
False |
False |
243,909 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
37.0 |
0.8% |
73% |
False |
False |
195,173 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
31.5 |
0.7% |
73% |
False |
False |
162,644 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,824.5 |
2.618 |
4,697.2 |
1.618 |
4,619.2 |
1.000 |
4,571.0 |
0.618 |
4,541.2 |
HIGH |
4,493.0 |
0.618 |
4,463.2 |
0.500 |
4,454.0 |
0.382 |
4,444.8 |
LOW |
4,415.0 |
0.618 |
4,366.8 |
1.000 |
4,337.0 |
1.618 |
4,288.8 |
2.618 |
4,210.8 |
4.250 |
4,083.5 |
|
|
Fisher Pivots for day following 18-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,466.7 |
4,464.5 |
PP |
4,460.3 |
4,456.0 |
S1 |
4,454.0 |
4,447.5 |
|