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 |
4,812.00 |
4,799.75 |
-12.25 |
-0.3% |
4,735.75 |
High |
4,823.00 |
4,800.75 |
-22.25 |
-0.5% |
4,838.00 |
Low |
4,779.50 |
4,746.25 |
-33.25 |
-0.7% |
4,715.25 |
Close |
4,798.50 |
4,771.25 |
-27.25 |
-0.6% |
4,816.50 |
Range |
43.50 |
54.50 |
11.00 |
25.3% |
122.75 |
ATR |
46.91 |
47.46 |
0.54 |
1.2% |
0.00 |
Volume |
1,905,532 |
1,663,328 |
-242,204 |
-12.7% |
7,480,074 |
|
Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,936.25 |
4,908.25 |
4,801.25 |
|
R3 |
4,881.75 |
4,853.75 |
4,786.25 |
|
R2 |
4,827.25 |
4,827.25 |
4,781.25 |
|
R1 |
4,799.25 |
4,799.25 |
4,776.25 |
4,786.00 |
PP |
4,772.75 |
4,772.75 |
4,772.75 |
4,766.00 |
S1 |
4,744.75 |
4,744.75 |
4,766.25 |
4,731.50 |
S2 |
4,718.25 |
4,718.25 |
4,761.25 |
|
S3 |
4,663.75 |
4,690.25 |
4,756.25 |
|
S4 |
4,609.25 |
4,635.75 |
4,741.25 |
|
|
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 |
4,746.25 |
91.75 |
1.9% |
50.25 |
1.1% |
27% |
False |
True |
1,652,420 |
10 |
4,838.00 |
4,702.00 |
136.00 |
2.9% |
52.25 |
1.1% |
51% |
False |
False |
1,591,871 |
20 |
4,841.50 |
4,702.00 |
139.50 |
2.9% |
46.75 |
1.0% |
50% |
False |
False |
1,428,051 |
40 |
4,841.50 |
4,561.50 |
280.00 |
5.9% |
42.50 |
0.9% |
75% |
False |
False |
1,013,007 |
60 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
47.00 |
1.0% |
90% |
False |
False |
676,954 |
80 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
51.00 |
1.1% |
90% |
False |
False |
508,468 |
100 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
50.50 |
1.1% |
90% |
False |
False |
406,946 |
120 |
4,841.50 |
4,167.50 |
674.00 |
14.1% |
50.50 |
1.1% |
90% |
False |
False |
339,142 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,032.50 |
2.618 |
4,943.50 |
1.618 |
4,889.00 |
1.000 |
4,855.25 |
0.618 |
4,834.50 |
HIGH |
4,800.75 |
0.618 |
4,780.00 |
0.500 |
4,773.50 |
0.382 |
4,767.00 |
LOW |
4,746.25 |
0.618 |
4,712.50 |
1.000 |
4,691.75 |
1.618 |
4,658.00 |
2.618 |
4,603.50 |
4.250 |
4,514.50 |
|
|
Fisher Pivots for day following 17-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,773.50 |
4,791.50 |
PP |
4,772.75 |
4,784.75 |
S1 |
4,772.00 |
4,778.00 |
|