| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,957.75 |
16,961.75 |
4.00 |
0.0% |
16,470.00 |
| High |
17,042.50 |
17,033.75 |
-8.75 |
-0.1% |
17,057.00 |
| Low |
16,866.50 |
16,811.75 |
-54.75 |
-0.3% |
16,378.25 |
| Close |
16,969.25 |
16,966.50 |
-2.75 |
0.0% |
16,969.25 |
| Range |
176.00 |
222.00 |
46.00 |
26.1% |
678.75 |
| ATR |
220.79 |
220.87 |
0.09 |
0.0% |
0.00 |
| Volume |
593,445 |
816,021 |
222,576 |
37.5% |
3,056,410 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,603.25 |
17,507.00 |
17,088.50 |
|
| R3 |
17,381.25 |
17,285.00 |
17,027.50 |
|
| R2 |
17,159.25 |
17,159.25 |
17,007.25 |
|
| R1 |
17,063.00 |
17,063.00 |
16,986.75 |
17,111.00 |
| PP |
16,937.25 |
16,937.25 |
16,937.25 |
16,961.50 |
| S1 |
16,841.00 |
16,841.00 |
16,946.25 |
16,889.00 |
| S2 |
16,715.25 |
16,715.25 |
16,925.75 |
|
| S3 |
16,493.25 |
16,619.00 |
16,905.50 |
|
| S4 |
16,271.25 |
16,397.00 |
16,844.50 |
|
|
| 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 |
16,657.75 |
399.25 |
2.4% |
218.75 |
1.3% |
77% |
False |
False |
664,506 |
| 10 |
17,057.00 |
16,334.25 |
722.75 |
4.3% |
255.25 |
1.5% |
87% |
False |
False |
638,930 |
| 20 |
17,165.25 |
16,334.25 |
831.00 |
4.9% |
207.50 |
1.2% |
76% |
False |
False |
567,189 |
| 40 |
17,165.25 |
15,920.25 |
1,245.00 |
7.3% |
205.50 |
1.2% |
84% |
False |
False |
356,575 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
222.00 |
1.3% |
93% |
False |
False |
238,147 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
233.75 |
1.4% |
93% |
False |
False |
178,840 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
234.25 |
1.4% |
93% |
False |
False |
143,129 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
233.00 |
1.4% |
93% |
False |
False |
119,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,977.25 |
|
2.618 |
17,615.00 |
|
1.618 |
17,393.00 |
|
1.000 |
17,255.75 |
|
0.618 |
17,171.00 |
|
HIGH |
17,033.75 |
|
0.618 |
16,949.00 |
|
0.500 |
16,922.75 |
|
0.382 |
16,896.50 |
|
LOW |
16,811.75 |
|
0.618 |
16,674.50 |
|
1.000 |
16,589.75 |
|
1.618 |
16,452.50 |
|
2.618 |
16,230.50 |
|
4.250 |
15,868.25 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,952.00 |
16,946.00 |
| PP |
16,937.25 |
16,925.50 |
| S1 |
16,922.75 |
16,905.00 |
|