Trading Metrics calculated at close of trading on 23-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
17,466.00 |
17,461.00 |
-5.00 |
0.0% |
16,961.75 |
High |
17,585.00 |
17,558.25 |
-26.75 |
-0.2% |
17,471.25 |
Low |
17,434.00 |
17,409.50 |
-24.50 |
-0.1% |
16,689.25 |
Close |
17,458.50 |
17,531.25 |
72.75 |
0.4% |
17,438.50 |
Range |
151.00 |
148.75 |
-2.25 |
-1.5% |
782.00 |
ATR |
233.84 |
227.76 |
-6.08 |
-2.6% |
0.00 |
Volume |
637,245 |
508,078 |
-129,167 |
-20.3% |
3,149,166 |
|
Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,946.00 |
17,887.25 |
17,613.00 |
|
R3 |
17,797.25 |
17,738.50 |
17,572.25 |
|
R2 |
17,648.50 |
17,648.50 |
17,558.50 |
|
R1 |
17,589.75 |
17,589.75 |
17,545.00 |
17,619.00 |
PP |
17,499.75 |
17,499.75 |
17,499.75 |
17,514.25 |
S1 |
17,441.00 |
17,441.00 |
17,517.50 |
17,470.50 |
S2 |
17,351.00 |
17,351.00 |
17,504.00 |
|
S3 |
17,202.25 |
17,292.25 |
17,490.25 |
|
S4 |
17,053.50 |
17,143.50 |
17,449.50 |
|
|
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% |
249.50 |
1.4% |
94% |
False |
False |
695,693 |
10 |
17,585.00 |
16,657.75 |
927.25 |
5.3% |
234.25 |
1.3% |
94% |
False |
False |
680,099 |
20 |
17,585.00 |
16,334.25 |
1,250.75 |
7.1% |
222.75 |
1.3% |
96% |
False |
False |
594,979 |
40 |
17,585.00 |
15,920.25 |
1,664.75 |
9.5% |
213.25 |
1.2% |
97% |
False |
False |
443,393 |
60 |
17,585.00 |
14,322.75 |
3,262.25 |
18.6% |
217.75 |
1.2% |
98% |
False |
False |
296,027 |
80 |
17,585.00 |
14,322.75 |
3,262.25 |
18.6% |
234.50 |
1.3% |
98% |
False |
False |
222,263 |
100 |
17,585.00 |
14,322.75 |
3,262.25 |
18.6% |
229.00 |
1.3% |
98% |
False |
False |
177,907 |
120 |
17,585.00 |
14,322.75 |
3,262.25 |
18.6% |
236.00 |
1.3% |
98% |
False |
False |
148,273 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,190.50 |
2.618 |
17,947.75 |
1.618 |
17,799.00 |
1.000 |
17,707.00 |
0.618 |
17,650.25 |
HIGH |
17,558.25 |
0.618 |
17,501.50 |
0.500 |
17,484.00 |
0.382 |
17,466.25 |
LOW |
17,409.50 |
0.618 |
17,317.50 |
1.000 |
17,260.75 |
1.618 |
17,168.75 |
2.618 |
17,020.00 |
4.250 |
16,777.25 |
|
|
Fisher Pivots for day following 23-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
17,515.50 |
17,469.50 |
PP |
17,499.75 |
17,407.75 |
S1 |
17,484.00 |
17,346.00 |
|