| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,961.75 |
16,978.00 |
16.25 |
0.1% |
16,470.00 |
| High |
17,033.75 |
16,982.00 |
-51.75 |
-0.3% |
17,057.00 |
| Low |
16,811.75 |
16,689.25 |
-122.50 |
-0.7% |
16,378.25 |
| Close |
16,966.50 |
16,869.75 |
-96.75 |
-0.6% |
16,969.25 |
| Range |
222.00 |
292.75 |
70.75 |
31.9% |
678.75 |
| ATR |
220.87 |
226.01 |
5.13 |
2.3% |
0.00 |
| Volume |
816,021 |
722,784 |
-93,237 |
-11.4% |
3,056,410 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,725.25 |
17,590.25 |
17,030.75 |
|
| R3 |
17,432.50 |
17,297.50 |
16,950.25 |
|
| R2 |
17,139.75 |
17,139.75 |
16,923.50 |
|
| R1 |
17,004.75 |
17,004.75 |
16,896.50 |
16,926.00 |
| PP |
16,847.00 |
16,847.00 |
16,847.00 |
16,807.50 |
| S1 |
16,712.00 |
16,712.00 |
16,843.00 |
16,633.00 |
| S2 |
16,554.25 |
16,554.25 |
16,816.00 |
|
| S3 |
16,261.50 |
16,419.25 |
16,789.25 |
|
| S4 |
15,968.75 |
16,126.50 |
16,708.75 |
|
|
| 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 |
16,689.25 |
367.75 |
2.2% |
235.25 |
1.4% |
49% |
False |
True |
687,878 |
| 10 |
17,057.00 |
16,334.25 |
722.75 |
4.3% |
243.00 |
1.4% |
74% |
False |
False |
645,937 |
| 20 |
17,165.25 |
16,334.25 |
831.00 |
4.9% |
214.25 |
1.3% |
64% |
False |
False |
569,900 |
| 40 |
17,165.25 |
15,920.25 |
1,245.00 |
7.4% |
210.25 |
1.2% |
76% |
False |
False |
374,628 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
222.00 |
1.3% |
90% |
False |
False |
250,172 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
233.50 |
1.4% |
90% |
False |
False |
187,863 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
233.25 |
1.4% |
90% |
False |
False |
150,356 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
234.00 |
1.4% |
90% |
False |
False |
125,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,226.25 |
|
2.618 |
17,748.50 |
|
1.618 |
17,455.75 |
|
1.000 |
17,274.75 |
|
0.618 |
17,163.00 |
|
HIGH |
16,982.00 |
|
0.618 |
16,870.25 |
|
0.500 |
16,835.50 |
|
0.382 |
16,801.00 |
|
LOW |
16,689.25 |
|
0.618 |
16,508.25 |
|
1.000 |
16,396.50 |
|
1.618 |
16,215.50 |
|
2.618 |
15,922.75 |
|
4.250 |
15,445.00 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,858.50 |
16,868.50 |
| PP |
16,847.00 |
16,867.25 |
| S1 |
16,835.50 |
16,866.00 |
|