| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,721.0 |
16,722.0 |
1.0 |
0.0% |
16,940.0 |
| High |
16,788.0 |
16,924.0 |
136.0 |
0.8% |
17,123.0 |
| Low |
16,584.0 |
16,653.0 |
69.0 |
0.4% |
16,584.0 |
| Close |
16,732.0 |
16,844.0 |
112.0 |
0.7% |
16,732.0 |
| Range |
204.0 |
271.0 |
67.0 |
32.8% |
539.0 |
| ATR |
163.6 |
171.3 |
7.7 |
4.7% |
0.0 |
| Volume |
57,490 |
49,969 |
-7,521 |
-13.1% |
239,022 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,620.0 |
17,503.0 |
16,993.1 |
|
| R3 |
17,349.0 |
17,232.0 |
16,918.5 |
|
| R2 |
17,078.0 |
17,078.0 |
16,893.7 |
|
| R1 |
16,961.0 |
16,961.0 |
16,868.8 |
17,019.5 |
| PP |
16,807.0 |
16,807.0 |
16,807.0 |
16,836.3 |
| S1 |
16,690.0 |
16,690.0 |
16,819.2 |
16,748.5 |
| S2 |
16,536.0 |
16,536.0 |
16,794.3 |
|
| S3 |
16,265.0 |
16,419.0 |
16,769.5 |
|
| S4 |
15,994.0 |
16,148.0 |
16,695.0 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,430.0 |
18,120.0 |
17,028.5 |
|
| R3 |
17,891.0 |
17,581.0 |
16,880.2 |
|
| R2 |
17,352.0 |
17,352.0 |
16,830.8 |
|
| R1 |
17,042.0 |
17,042.0 |
16,781.4 |
16,927.5 |
| PP |
16,813.0 |
16,813.0 |
16,813.0 |
16,755.8 |
| S1 |
16,503.0 |
16,503.0 |
16,682.6 |
16,388.5 |
| S2 |
16,274.0 |
16,274.0 |
16,633.2 |
|
| S3 |
15,735.0 |
15,964.0 |
16,583.8 |
|
| S4 |
15,196.0 |
15,425.0 |
16,435.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,123.0 |
16,584.0 |
539.0 |
3.2% |
250.4 |
1.5% |
48% |
False |
False |
57,798 |
| 10 |
17,123.0 |
16,584.0 |
539.0 |
3.2% |
178.1 |
1.1% |
48% |
False |
False |
48,702 |
| 20 |
17,200.0 |
16,584.0 |
616.0 |
3.7% |
168.4 |
1.0% |
42% |
False |
False |
43,974 |
| 40 |
17,200.0 |
15,330.0 |
1,870.0 |
11.1% |
138.7 |
0.8% |
81% |
False |
False |
22,178 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
127.6 |
0.8% |
85% |
False |
False |
14,795 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
119.6 |
0.7% |
85% |
False |
False |
11,102 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
101.0 |
0.6% |
85% |
False |
False |
8,882 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
87.2 |
0.5% |
85% |
False |
False |
7,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,075.8 |
|
2.618 |
17,633.5 |
|
1.618 |
17,362.5 |
|
1.000 |
17,195.0 |
|
0.618 |
17,091.5 |
|
HIGH |
16,924.0 |
|
0.618 |
16,820.5 |
|
0.500 |
16,788.5 |
|
0.382 |
16,756.5 |
|
LOW |
16,653.0 |
|
0.618 |
16,485.5 |
|
1.000 |
16,382.0 |
|
1.618 |
16,214.5 |
|
2.618 |
15,943.5 |
|
4.250 |
15,501.3 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,825.5 |
16,814.0 |
| PP |
16,807.0 |
16,784.0 |
| S1 |
16,788.5 |
16,754.0 |
|