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 |
4,799.75 |
4,768.00 |
-31.75 |
-0.7% |
4,735.75 |
High |
4,800.75 |
4,817.00 |
16.25 |
0.3% |
4,838.00 |
Low |
4,746.25 |
4,763.50 |
17.25 |
0.4% |
4,715.25 |
Close |
4,771.25 |
4,811.25 |
40.00 |
0.8% |
4,816.50 |
Range |
54.50 |
53.50 |
-1.00 |
-1.8% |
122.75 |
ATR |
47.46 |
47.89 |
0.43 |
0.9% |
0.00 |
Volume |
1,663,328 |
1,746,936 |
83,608 |
5.0% |
7,480,074 |
|
Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,957.75 |
4,938.00 |
4,840.75 |
|
R3 |
4,904.25 |
4,884.50 |
4,826.00 |
|
R2 |
4,850.75 |
4,850.75 |
4,821.00 |
|
R1 |
4,831.00 |
4,831.00 |
4,816.25 |
4,841.00 |
PP |
4,797.25 |
4,797.25 |
4,797.25 |
4,802.25 |
S1 |
4,777.50 |
4,777.50 |
4,806.25 |
4,787.50 |
S2 |
4,743.75 |
4,743.75 |
4,801.50 |
|
S3 |
4,690.25 |
4,724.00 |
4,796.50 |
|
S4 |
4,636.75 |
4,670.50 |
4,781.75 |
|
|
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% |
52.25 |
1.1% |
71% |
False |
False |
1,726,251 |
10 |
4,838.00 |
4,702.00 |
136.00 |
2.8% |
52.75 |
1.1% |
80% |
False |
False |
1,595,848 |
20 |
4,841.50 |
4,702.00 |
139.50 |
2.9% |
47.75 |
1.0% |
78% |
False |
False |
1,458,446 |
40 |
4,841.50 |
4,569.25 |
272.25 |
5.7% |
43.25 |
0.9% |
89% |
False |
False |
1,056,591 |
60 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
46.75 |
1.0% |
96% |
False |
False |
705,936 |
80 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
51.25 |
1.1% |
96% |
False |
False |
530,283 |
100 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
50.00 |
1.0% |
96% |
False |
False |
424,410 |
120 |
4,841.50 |
4,167.50 |
674.00 |
14.0% |
50.25 |
1.0% |
96% |
False |
False |
353,700 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,044.50 |
2.618 |
4,957.00 |
1.618 |
4,903.50 |
1.000 |
4,870.50 |
0.618 |
4,850.00 |
HIGH |
4,817.00 |
0.618 |
4,796.50 |
0.500 |
4,790.25 |
0.382 |
4,784.00 |
LOW |
4,763.50 |
0.618 |
4,730.50 |
1.000 |
4,710.00 |
1.618 |
4,677.00 |
2.618 |
4,623.50 |
4.250 |
4,536.00 |
|
|
Fisher Pivots for day following 18-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,804.25 |
4,802.50 |
PP |
4,797.25 |
4,793.50 |
S1 |
4,790.25 |
4,784.50 |
|