Trading Metrics calculated at close of trading on 22-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
17,116.00 |
17,466.00 |
350.00 |
2.0% |
16,961.75 |
High |
17,471.25 |
17,585.00 |
113.75 |
0.7% |
17,471.25 |
Low |
17,107.25 |
17,434.00 |
326.75 |
1.9% |
16,689.25 |
Close |
17,438.50 |
17,458.50 |
20.00 |
0.1% |
17,438.50 |
Range |
364.00 |
151.00 |
-213.00 |
-58.5% |
782.00 |
ATR |
240.21 |
233.84 |
-6.37 |
-2.7% |
0.00 |
Volume |
758,132 |
637,245 |
-120,887 |
-15.9% |
3,149,166 |
|
Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,945.50 |
17,853.00 |
17,541.50 |
|
R3 |
17,794.50 |
17,702.00 |
17,500.00 |
|
R2 |
17,643.50 |
17,643.50 |
17,486.25 |
|
R1 |
17,551.00 |
17,551.00 |
17,472.25 |
17,521.75 |
PP |
17,492.50 |
17,492.50 |
17,492.50 |
17,478.00 |
S1 |
17,400.00 |
17,400.00 |
17,444.75 |
17,370.75 |
S2 |
17,341.50 |
17,341.50 |
17,430.75 |
|
S3 |
17,190.50 |
17,249.00 |
17,417.00 |
|
S4 |
17,039.50 |
17,098.00 |
17,375.50 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,545.75 |
19,274.00 |
17,868.50 |
|
R3 |
18,763.75 |
18,492.00 |
17,653.50 |
|
R2 |
17,981.75 |
17,981.75 |
17,581.75 |
|
R1 |
17,710.00 |
17,710.00 |
17,510.25 |
17,846.00 |
PP |
17,199.75 |
17,199.75 |
17,199.75 |
17,267.50 |
S1 |
16,928.00 |
16,928.00 |
17,366.75 |
17,064.00 |
S2 |
16,417.75 |
16,417.75 |
17,295.25 |
|
S3 |
15,635.75 |
16,146.00 |
17,223.50 |
|
S4 |
14,853.75 |
15,364.00 |
17,008.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,585.00 |
16,689.25 |
895.75 |
5.1% |
264.25 |
1.5% |
86% |
True |
False |
757,282 |
10 |
17,585.00 |
16,378.25 |
1,206.75 |
6.9% |
262.75 |
1.5% |
90% |
True |
False |
684,282 |
20 |
17,585.00 |
16,334.25 |
1,250.75 |
7.2% |
224.25 |
1.3% |
90% |
True |
False |
601,566 |
40 |
17,585.00 |
15,920.25 |
1,664.75 |
9.5% |
215.50 |
1.2% |
92% |
True |
False |
430,736 |
60 |
17,585.00 |
14,322.75 |
3,262.25 |
18.7% |
222.00 |
1.3% |
96% |
True |
False |
287,581 |
80 |
17,585.00 |
14,322.75 |
3,262.25 |
18.7% |
235.75 |
1.3% |
96% |
True |
False |
215,928 |
100 |
17,585.00 |
14,322.75 |
3,262.25 |
18.7% |
231.25 |
1.3% |
96% |
True |
False |
172,829 |
120 |
17,585.00 |
14,322.75 |
3,262.25 |
18.7% |
236.00 |
1.4% |
96% |
True |
False |
144,039 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,226.75 |
2.618 |
17,980.25 |
1.618 |
17,829.25 |
1.000 |
17,736.00 |
0.618 |
17,678.25 |
HIGH |
17,585.00 |
0.618 |
17,527.25 |
0.500 |
17,509.50 |
0.382 |
17,491.75 |
LOW |
17,434.00 |
0.618 |
17,340.75 |
1.000 |
17,283.00 |
1.618 |
17,189.75 |
2.618 |
17,038.75 |
4.250 |
16,792.25 |
|
|
Fisher Pivots for day following 22-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
17,509.50 |
17,375.50 |
PP |
17,492.50 |
17,292.50 |
S1 |
17,475.50 |
17,209.50 |
|