| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,788.00 |
16,829.50 |
41.50 |
0.2% |
17,019.00 |
| High |
16,868.50 |
16,983.00 |
114.50 |
0.7% |
17,038.50 |
| Low |
16,657.75 |
16,801.50 |
143.75 |
0.9% |
16,334.25 |
| Close |
16,830.25 |
16,945.25 |
115.00 |
0.7% |
16,460.25 |
| Range |
210.75 |
181.50 |
-29.25 |
-13.9% |
704.25 |
| ATR |
220.91 |
218.10 |
-2.82 |
-1.3% |
0.00 |
| Volume |
605,921 |
550,703 |
-55,218 |
-9.1% |
2,516,872 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,454.50 |
17,381.25 |
17,045.00 |
|
| R3 |
17,273.00 |
17,199.75 |
16,995.25 |
|
| R2 |
17,091.50 |
17,091.50 |
16,978.50 |
|
| R1 |
17,018.25 |
17,018.25 |
16,962.00 |
17,055.00 |
| PP |
16,910.00 |
16,910.00 |
16,910.00 |
16,928.25 |
| S1 |
16,836.75 |
16,836.75 |
16,928.50 |
16,873.50 |
| S2 |
16,728.50 |
16,728.50 |
16,912.00 |
|
| S3 |
16,547.00 |
16,655.25 |
16,895.25 |
|
| S4 |
16,365.50 |
16,473.75 |
16,845.50 |
|
|
| 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 |
16,983.00 |
16,334.25 |
648.75 |
3.8% |
244.00 |
1.4% |
94% |
True |
False |
578,692 |
| 10 |
17,165.25 |
16,334.25 |
831.00 |
4.9% |
220.75 |
1.3% |
74% |
False |
False |
547,626 |
| 20 |
17,165.25 |
16,334.25 |
831.00 |
4.9% |
206.75 |
1.2% |
74% |
False |
False |
562,572 |
| 40 |
17,165.25 |
15,662.50 |
1,502.75 |
8.9% |
205.75 |
1.2% |
85% |
False |
False |
302,520 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
223.00 |
1.3% |
92% |
False |
False |
202,085 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
233.00 |
1.4% |
92% |
False |
False |
151,799 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
233.75 |
1.4% |
92% |
False |
False |
121,473 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
229.75 |
1.4% |
92% |
False |
False |
101,237 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,754.50 |
|
2.618 |
17,458.25 |
|
1.618 |
17,276.75 |
|
1.000 |
17,164.50 |
|
0.618 |
17,095.25 |
|
HIGH |
16,983.00 |
|
0.618 |
16,913.75 |
|
0.500 |
16,892.25 |
|
0.382 |
16,870.75 |
|
LOW |
16,801.50 |
|
0.618 |
16,689.25 |
|
1.000 |
16,620.00 |
|
1.618 |
16,507.75 |
|
2.618 |
16,326.25 |
|
4.250 |
16,030.00 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,927.50 |
16,857.00 |
| PP |
16,910.00 |
16,768.75 |
| S1 |
16,892.25 |
16,680.50 |
|