| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,470.00 |
16,788.00 |
318.00 |
1.9% |
17,019.00 |
| High |
16,811.25 |
16,868.50 |
57.25 |
0.3% |
17,038.50 |
| Low |
16,378.25 |
16,657.75 |
279.50 |
1.7% |
16,334.25 |
| Close |
16,803.75 |
16,830.25 |
26.50 |
0.2% |
16,460.25 |
| Range |
433.00 |
210.75 |
-222.25 |
-51.3% |
704.25 |
| ATR |
221.69 |
220.91 |
-0.78 |
-0.4% |
0.00 |
| Volume |
549,900 |
605,921 |
56,021 |
10.2% |
2,516,872 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,417.75 |
17,334.75 |
16,946.25 |
|
| R3 |
17,207.00 |
17,124.00 |
16,888.25 |
|
| R2 |
16,996.25 |
16,996.25 |
16,869.00 |
|
| R1 |
16,913.25 |
16,913.25 |
16,849.50 |
16,954.75 |
| PP |
16,785.50 |
16,785.50 |
16,785.50 |
16,806.25 |
| S1 |
16,702.50 |
16,702.50 |
16,811.00 |
16,744.00 |
| S2 |
16,574.75 |
16,574.75 |
16,791.50 |
|
| S3 |
16,364.00 |
16,491.75 |
16,772.25 |
|
| S4 |
16,153.25 |
16,281.00 |
16,714.25 |
|
|
| 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 |
16,868.50 |
16,334.25 |
534.25 |
3.2% |
250.75 |
1.5% |
93% |
True |
False |
603,995 |
| 10 |
17,165.25 |
16,334.25 |
831.00 |
4.9% |
217.50 |
1.3% |
60% |
False |
False |
521,765 |
| 20 |
17,165.25 |
16,256.25 |
909.00 |
5.4% |
208.00 |
1.2% |
63% |
False |
False |
562,094 |
| 40 |
17,165.25 |
15,401.25 |
1,764.00 |
10.5% |
211.50 |
1.3% |
81% |
False |
False |
288,793 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
16.9% |
225.00 |
1.3% |
88% |
False |
False |
192,920 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
16.9% |
235.00 |
1.4% |
88% |
False |
False |
144,926 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
16.9% |
234.75 |
1.4% |
88% |
False |
False |
115,966 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
16.9% |
228.50 |
1.4% |
88% |
False |
False |
96,648 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,764.25 |
|
2.618 |
17,420.25 |
|
1.618 |
17,209.50 |
|
1.000 |
17,079.25 |
|
0.618 |
16,998.75 |
|
HIGH |
16,868.50 |
|
0.618 |
16,788.00 |
|
0.500 |
16,763.00 |
|
0.382 |
16,738.25 |
|
LOW |
16,657.75 |
|
0.618 |
16,527.50 |
|
1.000 |
16,447.00 |
|
1.618 |
16,316.75 |
|
2.618 |
16,106.00 |
|
4.250 |
15,762.00 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,808.00 |
16,754.00 |
| PP |
16,785.50 |
16,677.75 |
| S1 |
16,763.00 |
16,601.50 |
|