| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,955.00 |
16,957.75 |
2.75 |
0.0% |
16,470.00 |
| High |
17,057.00 |
17,042.50 |
-14.50 |
-0.1% |
17,057.00 |
| Low |
16,753.00 |
16,866.50 |
113.50 |
0.7% |
16,378.25 |
| Close |
16,966.25 |
16,969.25 |
3.00 |
0.0% |
16,969.25 |
| Range |
304.00 |
176.00 |
-128.00 |
-42.1% |
678.75 |
| ATR |
224.23 |
220.79 |
-3.45 |
-1.5% |
0.00 |
| Volume |
756,441 |
593,445 |
-162,996 |
-21.5% |
3,056,410 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,487.50 |
17,404.25 |
17,066.00 |
|
| R3 |
17,311.50 |
17,228.25 |
17,017.75 |
|
| R2 |
17,135.50 |
17,135.50 |
17,001.50 |
|
| R1 |
17,052.25 |
17,052.25 |
16,985.50 |
17,094.00 |
| PP |
16,959.50 |
16,959.50 |
16,959.50 |
16,980.25 |
| S1 |
16,876.25 |
16,876.25 |
16,953.00 |
16,918.00 |
| S2 |
16,783.50 |
16,783.50 |
16,937.00 |
|
| S3 |
16,607.50 |
16,700.25 |
16,920.75 |
|
| S4 |
16,431.50 |
16,524.25 |
16,872.50 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,837.75 |
18,582.25 |
17,342.50 |
|
| R3 |
18,159.00 |
17,903.50 |
17,156.00 |
|
| R2 |
17,480.25 |
17,480.25 |
17,093.75 |
|
| R1 |
17,224.75 |
17,224.75 |
17,031.50 |
17,352.50 |
| PP |
16,801.50 |
16,801.50 |
16,801.50 |
16,865.50 |
| S1 |
16,546.00 |
16,546.00 |
16,907.00 |
16,673.75 |
| S2 |
16,122.75 |
16,122.75 |
16,844.75 |
|
| S3 |
15,444.00 |
15,867.25 |
16,782.50 |
|
| S4 |
14,765.25 |
15,188.50 |
16,596.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,057.00 |
16,378.25 |
678.75 |
4.0% |
261.00 |
1.5% |
87% |
False |
False |
611,282 |
| 10 |
17,131.00 |
16,334.25 |
796.75 |
4.7% |
252.25 |
1.5% |
80% |
False |
False |
604,414 |
| 20 |
17,165.25 |
16,334.25 |
831.00 |
4.9% |
209.25 |
1.2% |
76% |
False |
False |
565,736 |
| 40 |
17,165.25 |
15,920.25 |
1,245.00 |
7.3% |
205.50 |
1.2% |
84% |
False |
False |
336,206 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
222.50 |
1.3% |
93% |
False |
False |
224,560 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
235.00 |
1.4% |
93% |
False |
False |
168,650 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
234.00 |
1.4% |
93% |
False |
False |
134,970 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
232.00 |
1.4% |
93% |
False |
False |
112,486 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,790.50 |
|
2.618 |
17,503.25 |
|
1.618 |
17,327.25 |
|
1.000 |
17,218.50 |
|
0.618 |
17,151.25 |
|
HIGH |
17,042.50 |
|
0.618 |
16,975.25 |
|
0.500 |
16,954.50 |
|
0.382 |
16,933.75 |
|
LOW |
16,866.50 |
|
0.618 |
16,757.75 |
|
1.000 |
16,690.50 |
|
1.618 |
16,581.75 |
|
2.618 |
16,405.75 |
|
4.250 |
16,118.50 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,964.25 |
16,947.75 |
| PP |
16,959.50 |
16,926.50 |
| S1 |
16,954.50 |
16,905.00 |
|