| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,821.0 |
16,854.0 |
33.0 |
0.2% |
16,940.0 |
| High |
16,892.0 |
16,975.0 |
83.0 |
0.5% |
17,123.0 |
| Low |
16,756.0 |
16,663.0 |
-93.0 |
-0.6% |
16,584.0 |
| Close |
16,830.0 |
16,672.0 |
-158.0 |
-0.9% |
16,732.0 |
| Range |
136.0 |
312.0 |
176.0 |
129.4% |
539.0 |
| ATR |
168.7 |
179.0 |
10.2 |
6.1% |
0.0 |
| Volume |
43,154 |
66,636 |
23,482 |
54.4% |
239,022 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,706.0 |
17,501.0 |
16,843.6 |
|
| R3 |
17,394.0 |
17,189.0 |
16,757.8 |
|
| R2 |
17,082.0 |
17,082.0 |
16,729.2 |
|
| R1 |
16,877.0 |
16,877.0 |
16,700.6 |
16,823.5 |
| PP |
16,770.0 |
16,770.0 |
16,770.0 |
16,743.3 |
| S1 |
16,565.0 |
16,565.0 |
16,643.4 |
16,511.5 |
| S2 |
16,458.0 |
16,458.0 |
16,614.8 |
|
| S3 |
16,146.0 |
16,253.0 |
16,586.2 |
|
| S4 |
15,834.0 |
15,941.0 |
16,500.4 |
|
|
| 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 |
16,975.0 |
16,584.0 |
391.0 |
2.3% |
218.8 |
1.3% |
23% |
True |
False |
52,796 |
| 10 |
17,123.0 |
16,584.0 |
539.0 |
3.2% |
209.8 |
1.3% |
16% |
False |
False |
53,288 |
| 20 |
17,200.0 |
16,584.0 |
616.0 |
3.7% |
182.4 |
1.1% |
14% |
False |
False |
49,880 |
| 40 |
17,200.0 |
15,477.0 |
1,723.0 |
10.3% |
144.6 |
0.9% |
69% |
False |
False |
26,090 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
131.3 |
0.8% |
78% |
False |
False |
17,401 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
124.0 |
0.7% |
78% |
False |
False |
13,058 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
104.5 |
0.6% |
78% |
False |
False |
10,447 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
92.3 |
0.6% |
78% |
False |
False |
8,706 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,301.0 |
|
2.618 |
17,791.8 |
|
1.618 |
17,479.8 |
|
1.000 |
17,287.0 |
|
0.618 |
17,167.8 |
|
HIGH |
16,975.0 |
|
0.618 |
16,855.8 |
|
0.500 |
16,819.0 |
|
0.382 |
16,782.2 |
|
LOW |
16,663.0 |
|
0.618 |
16,470.2 |
|
1.000 |
16,351.0 |
|
1.618 |
16,158.2 |
|
2.618 |
15,846.2 |
|
4.250 |
15,337.0 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,819.0 |
16,819.0 |
| PP |
16,770.0 |
16,770.0 |
| S1 |
16,721.0 |
16,721.0 |
|