| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,722.0 |
16,915.0 |
193.0 |
1.2% |
16,940.0 |
| High |
16,924.0 |
16,915.0 |
-9.0 |
-0.1% |
17,123.0 |
| Low |
16,653.0 |
16,744.0 |
91.0 |
0.5% |
16,584.0 |
| Close |
16,844.0 |
16,822.0 |
-22.0 |
-0.1% |
16,732.0 |
| Range |
271.0 |
171.0 |
-100.0 |
-36.9% |
539.0 |
| ATR |
171.3 |
171.3 |
0.0 |
0.0% |
0.0 |
| Volume |
49,969 |
46,735 |
-3,234 |
-6.5% |
239,022 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,340.0 |
17,252.0 |
16,916.1 |
|
| R3 |
17,169.0 |
17,081.0 |
16,869.0 |
|
| R2 |
16,998.0 |
16,998.0 |
16,853.4 |
|
| R1 |
16,910.0 |
16,910.0 |
16,837.7 |
16,868.5 |
| PP |
16,827.0 |
16,827.0 |
16,827.0 |
16,806.3 |
| S1 |
16,739.0 |
16,739.0 |
16,806.3 |
16,697.5 |
| S2 |
16,656.0 |
16,656.0 |
16,790.7 |
|
| S3 |
16,485.0 |
16,568.0 |
16,775.0 |
|
| S4 |
16,314.0 |
16,397.0 |
16,728.0 |
|
|
| 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 |
16,938.0 |
16,584.0 |
354.0 |
2.1% |
219.6 |
1.3% |
67% |
False |
False |
53,199 |
| 10 |
17,123.0 |
16,584.0 |
539.0 |
3.2% |
184.1 |
1.1% |
44% |
False |
False |
49,065 |
| 20 |
17,200.0 |
16,584.0 |
616.0 |
3.7% |
173.3 |
1.0% |
39% |
False |
False |
46,192 |
| 40 |
17,200.0 |
15,389.0 |
1,811.0 |
10.8% |
138.7 |
0.8% |
79% |
False |
False |
23,346 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
130.2 |
0.8% |
84% |
False |
False |
15,574 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
121.4 |
0.7% |
84% |
False |
False |
11,686 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
102.7 |
0.6% |
84% |
False |
False |
9,349 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
88.6 |
0.5% |
84% |
False |
False |
7,791 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,641.8 |
|
2.618 |
17,362.7 |
|
1.618 |
17,191.7 |
|
1.000 |
17,086.0 |
|
0.618 |
17,020.7 |
|
HIGH |
16,915.0 |
|
0.618 |
16,849.7 |
|
0.500 |
16,829.5 |
|
0.382 |
16,809.3 |
|
LOW |
16,744.0 |
|
0.618 |
16,638.3 |
|
1.000 |
16,573.0 |
|
1.618 |
16,467.3 |
|
2.618 |
16,296.3 |
|
4.250 |
16,017.3 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,829.5 |
16,799.3 |
| PP |
16,827.0 |
16,776.7 |
| S1 |
16,824.5 |
16,754.0 |
|