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 |
4,811.25 |
4,812.00 |
0.75 |
0.0% |
4,735.75 |
High |
4,836.50 |
4,823.00 |
-13.50 |
-0.3% |
4,838.00 |
Low |
4,791.50 |
4,779.50 |
-12.00 |
-0.3% |
4,715.25 |
Close |
4,816.50 |
4,798.50 |
-18.00 |
-0.4% |
4,816.50 |
Range |
45.00 |
43.50 |
-1.50 |
-3.3% |
122.75 |
ATR |
47.18 |
46.91 |
-0.26 |
-0.6% |
0.00 |
Volume |
1,519,899 |
1,905,532 |
385,633 |
25.4% |
7,480,074 |
|
Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,930.75 |
4,908.25 |
4,822.50 |
|
R3 |
4,887.25 |
4,864.75 |
4,810.50 |
|
R2 |
4,843.75 |
4,843.75 |
4,806.50 |
|
R1 |
4,821.25 |
4,821.25 |
4,802.50 |
4,810.75 |
PP |
4,800.25 |
4,800.25 |
4,800.25 |
4,795.00 |
S1 |
4,777.75 |
4,777.75 |
4,794.50 |
4,767.25 |
S2 |
4,756.75 |
4,756.75 |
4,790.50 |
|
S3 |
4,713.25 |
4,734.25 |
4,786.50 |
|
S4 |
4,669.75 |
4,690.75 |
4,774.50 |
|
|
Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,158.25 |
5,110.00 |
4,884.00 |
|
R3 |
5,035.50 |
4,987.25 |
4,850.25 |
|
R2 |
4,912.75 |
4,912.75 |
4,839.00 |
|
R1 |
4,864.50 |
4,864.50 |
4,827.75 |
4,888.50 |
PP |
4,790.00 |
4,790.00 |
4,790.00 |
4,802.00 |
S1 |
4,741.75 |
4,741.75 |
4,805.25 |
4,766.00 |
S2 |
4,667.25 |
4,667.25 |
4,794.00 |
|
S3 |
4,544.50 |
4,619.00 |
4,782.75 |
|
S4 |
4,421.75 |
4,496.25 |
4,749.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,838.00 |
4,767.50 |
70.50 |
1.5% |
46.50 |
1.0% |
44% |
False |
False |
1,593,575 |
10 |
4,838.00 |
4,702.00 |
136.00 |
2.8% |
53.00 |
1.1% |
71% |
False |
False |
1,593,353 |
20 |
4,841.50 |
4,702.00 |
139.50 |
2.9% |
45.75 |
1.0% |
69% |
False |
False |
1,434,975 |
40 |
4,841.50 |
4,550.75 |
290.75 |
6.1% |
42.00 |
0.9% |
85% |
False |
False |
971,504 |
60 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
47.25 |
1.0% |
94% |
False |
False |
649,332 |
80 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
51.50 |
1.1% |
94% |
False |
False |
487,698 |
100 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
50.50 |
1.1% |
94% |
False |
False |
390,314 |
120 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
50.50 |
1.1% |
94% |
False |
False |
325,281 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,008.00 |
2.618 |
4,937.00 |
1.618 |
4,893.50 |
1.000 |
4,866.50 |
0.618 |
4,850.00 |
HIGH |
4,823.00 |
0.618 |
4,806.50 |
0.500 |
4,801.25 |
0.382 |
4,796.00 |
LOW |
4,779.50 |
0.618 |
4,752.50 |
1.000 |
4,736.00 |
1.618 |
4,709.00 |
2.618 |
4,665.50 |
4.250 |
4,594.50 |
|
|
Fisher Pivots for day following 16-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,801.25 |
4,805.50 |
PP |
4,800.25 |
4,803.00 |
S1 |
4,799.50 |
4,800.75 |
|