Trading Metrics calculated at close of trading on 24-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
17,461.00 |
17,554.00 |
93.00 |
0.5% |
16,961.75 |
High |
17,558.25 |
17,793.50 |
235.25 |
1.3% |
17,471.25 |
Low |
17,409.50 |
17,552.25 |
142.75 |
0.8% |
16,689.25 |
Close |
17,531.25 |
17,621.00 |
89.75 |
0.5% |
17,438.50 |
Range |
148.75 |
241.25 |
92.50 |
62.2% |
782.00 |
ATR |
227.76 |
230.22 |
2.46 |
1.1% |
0.00 |
Volume |
508,078 |
721,605 |
213,527 |
42.0% |
3,149,166 |
|
Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,379.25 |
18,241.50 |
17,753.75 |
|
R3 |
18,138.00 |
18,000.25 |
17,687.25 |
|
R2 |
17,896.75 |
17,896.75 |
17,665.25 |
|
R1 |
17,759.00 |
17,759.00 |
17,643.00 |
17,828.00 |
PP |
17,655.50 |
17,655.50 |
17,655.50 |
17,690.00 |
S1 |
17,517.75 |
17,517.75 |
17,599.00 |
17,586.50 |
S2 |
17,414.25 |
17,414.25 |
17,576.75 |
|
S3 |
17,173.00 |
17,276.50 |
17,554.75 |
|
S4 |
16,931.75 |
17,035.25 |
17,488.25 |
|
|
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 |
17,793.50 |
16,834.25 |
959.25 |
5.4% |
239.25 |
1.4% |
82% |
True |
False |
695,457 |
10 |
17,793.50 |
16,689.25 |
1,104.25 |
6.3% |
237.25 |
1.3% |
84% |
True |
False |
691,668 |
20 |
17,793.50 |
16,334.25 |
1,459.25 |
8.3% |
227.25 |
1.3% |
88% |
True |
False |
606,716 |
40 |
17,793.50 |
15,920.25 |
1,873.25 |
10.6% |
216.75 |
1.2% |
91% |
True |
False |
461,421 |
60 |
17,793.50 |
14,392.00 |
3,401.50 |
19.3% |
216.50 |
1.2% |
95% |
True |
False |
308,022 |
80 |
17,793.50 |
14,322.75 |
3,470.75 |
19.7% |
234.00 |
1.3% |
95% |
True |
False |
231,272 |
100 |
17,793.50 |
14,322.75 |
3,470.75 |
19.7% |
229.75 |
1.3% |
95% |
True |
False |
185,122 |
120 |
17,793.50 |
14,322.75 |
3,470.75 |
19.7% |
235.00 |
1.3% |
95% |
True |
False |
154,286 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,818.75 |
2.618 |
18,425.00 |
1.618 |
18,183.75 |
1.000 |
18,034.75 |
0.618 |
17,942.50 |
HIGH |
17,793.50 |
0.618 |
17,701.25 |
0.500 |
17,673.00 |
0.382 |
17,644.50 |
LOW |
17,552.25 |
0.618 |
17,403.25 |
1.000 |
17,311.00 |
1.618 |
17,162.00 |
2.618 |
16,920.75 |
4.250 |
16,527.00 |
|
|
Fisher Pivots for day following 24-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
17,673.00 |
17,614.50 |
PP |
17,655.50 |
17,608.00 |
S1 |
17,638.25 |
17,601.50 |
|