| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,455.00 |
16,470.00 |
15.00 |
0.1% |
17,019.00 |
| High |
16,577.25 |
16,811.25 |
234.00 |
1.4% |
17,038.50 |
| Low |
16,334.25 |
16,378.25 |
44.00 |
0.3% |
16,334.25 |
| Close |
16,460.25 |
16,803.75 |
343.50 |
2.1% |
16,460.25 |
| Range |
243.00 |
433.00 |
190.00 |
78.2% |
704.25 |
| ATR |
205.44 |
221.69 |
16.25 |
7.9% |
0.00 |
| Volume |
627,475 |
549,900 |
-77,575 |
-12.4% |
2,516,872 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,963.50 |
17,816.50 |
17,042.00 |
|
| R3 |
17,530.50 |
17,383.50 |
16,922.75 |
|
| R2 |
17,097.50 |
17,097.50 |
16,883.25 |
|
| R1 |
16,950.50 |
16,950.50 |
16,843.50 |
17,024.00 |
| PP |
16,664.50 |
16,664.50 |
16,664.50 |
16,701.00 |
| S1 |
16,517.50 |
16,517.50 |
16,764.00 |
16,591.00 |
| S2 |
16,231.50 |
16,231.50 |
16,724.25 |
|
| S3 |
15,798.50 |
16,084.50 |
16,684.75 |
|
| S4 |
15,365.50 |
15,651.50 |
16,565.50 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,723.75 |
18,296.25 |
16,847.50 |
|
| R3 |
18,019.50 |
17,592.00 |
16,654.00 |
|
| R2 |
17,315.25 |
17,315.25 |
16,589.25 |
|
| R1 |
16,887.75 |
16,887.75 |
16,524.75 |
16,749.50 |
| PP |
16,611.00 |
16,611.00 |
16,611.00 |
16,541.75 |
| S1 |
16,183.50 |
16,183.50 |
16,395.75 |
16,045.00 |
| S2 |
15,906.75 |
15,906.75 |
16,331.25 |
|
| S3 |
15,202.50 |
15,479.25 |
16,266.50 |
|
| S4 |
14,498.25 |
14,775.00 |
16,073.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,038.50 |
16,334.25 |
704.25 |
4.2% |
291.75 |
1.7% |
67% |
False |
False |
613,354 |
| 10 |
17,165.25 |
16,334.25 |
831.00 |
4.9% |
211.25 |
1.3% |
56% |
False |
False |
509,858 |
| 20 |
17,165.25 |
16,098.00 |
1,067.25 |
6.4% |
209.00 |
1.2% |
66% |
False |
False |
542,065 |
| 40 |
17,165.25 |
15,401.25 |
1,764.00 |
10.5% |
211.75 |
1.3% |
80% |
False |
False |
273,678 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
16.9% |
225.75 |
1.3% |
87% |
False |
False |
182,838 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
16.9% |
234.50 |
1.4% |
87% |
False |
False |
137,356 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
16.9% |
234.75 |
1.4% |
87% |
False |
False |
109,910 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
16.9% |
227.75 |
1.4% |
87% |
False |
False |
91,598 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,651.50 |
|
2.618 |
17,944.75 |
|
1.618 |
17,511.75 |
|
1.000 |
17,244.25 |
|
0.618 |
17,078.75 |
|
HIGH |
16,811.25 |
|
0.618 |
16,645.75 |
|
0.500 |
16,594.75 |
|
0.382 |
16,543.75 |
|
LOW |
16,378.25 |
|
0.618 |
16,110.75 |
|
1.000 |
15,945.25 |
|
1.618 |
15,677.75 |
|
2.618 |
15,244.75 |
|
4.250 |
14,538.00 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,734.00 |
16,726.75 |
| PP |
16,664.50 |
16,649.75 |
| S1 |
16,594.75 |
16,572.75 |
|