| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,978.00 |
16,854.50 |
-123.50 |
-0.7% |
16,470.00 |
| High |
16,982.00 |
17,125.75 |
143.75 |
0.8% |
17,057.00 |
| Low |
16,689.25 |
16,834.25 |
145.00 |
0.9% |
16,378.25 |
| Close |
16,869.75 |
17,110.00 |
240.25 |
1.4% |
16,969.25 |
| Range |
292.75 |
291.50 |
-1.25 |
-0.4% |
678.75 |
| ATR |
226.01 |
230.69 |
4.68 |
2.1% |
0.00 |
| Volume |
722,784 |
852,229 |
129,445 |
17.9% |
3,056,410 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,897.75 |
17,795.50 |
17,270.25 |
|
| R3 |
17,606.25 |
17,504.00 |
17,190.25 |
|
| R2 |
17,314.75 |
17,314.75 |
17,163.50 |
|
| R1 |
17,212.50 |
17,212.50 |
17,136.75 |
17,263.50 |
| PP |
17,023.25 |
17,023.25 |
17,023.25 |
17,049.00 |
| S1 |
16,921.00 |
16,921.00 |
17,083.25 |
16,972.00 |
| S2 |
16,731.75 |
16,731.75 |
17,056.50 |
|
| S3 |
16,440.25 |
16,629.50 |
17,029.75 |
|
| S4 |
16,148.75 |
16,338.00 |
16,949.75 |
|
|
| 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 |
17,125.75 |
16,689.25 |
436.50 |
2.6% |
257.25 |
1.5% |
96% |
True |
False |
748,184 |
| 10 |
17,125.75 |
16,334.25 |
791.50 |
4.6% |
250.50 |
1.5% |
98% |
True |
False |
663,438 |
| 20 |
17,165.25 |
16,334.25 |
831.00 |
4.9% |
220.25 |
1.3% |
93% |
False |
False |
589,339 |
| 40 |
17,165.25 |
15,920.25 |
1,245.00 |
7.3% |
214.75 |
1.3% |
96% |
False |
False |
395,917 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
16.6% |
222.75 |
1.3% |
98% |
False |
False |
264,359 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
16.6% |
234.75 |
1.4% |
98% |
False |
False |
198,504 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
16.6% |
230.50 |
1.3% |
98% |
False |
False |
158,876 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
16.6% |
233.75 |
1.4% |
98% |
False |
False |
132,411 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,364.50 |
|
2.618 |
17,889.00 |
|
1.618 |
17,597.50 |
|
1.000 |
17,417.25 |
|
0.618 |
17,306.00 |
|
HIGH |
17,125.75 |
|
0.618 |
17,014.50 |
|
0.500 |
16,980.00 |
|
0.382 |
16,945.50 |
|
LOW |
16,834.25 |
|
0.618 |
16,654.00 |
|
1.000 |
16,542.75 |
|
1.618 |
16,362.50 |
|
2.618 |
16,071.00 |
|
4.250 |
15,595.50 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,066.75 |
17,042.50 |
| PP |
17,023.25 |
16,975.00 |
| S1 |
16,980.00 |
16,907.50 |
|