| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,749.0 |
16,742.0 |
-7.0 |
0.0% |
16,722.0 |
| High |
16,880.0 |
16,742.0 |
-138.0 |
-0.8% |
16,975.0 |
| Low |
16,733.0 |
16,594.0 |
-139.0 |
-0.8% |
16,653.0 |
| Close |
16,817.0 |
16,680.0 |
-137.0 |
-0.8% |
16,817.0 |
| Range |
147.0 |
148.0 |
1.0 |
0.7% |
322.0 |
| ATR |
181.0 |
184.0 |
3.0 |
1.7% |
0.0 |
| Volume |
54,973 |
53,787 |
-1,186 |
-2.2% |
261,467 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,116.0 |
17,046.0 |
16,761.4 |
|
| R3 |
16,968.0 |
16,898.0 |
16,720.7 |
|
| R2 |
16,820.0 |
16,820.0 |
16,707.1 |
|
| R1 |
16,750.0 |
16,750.0 |
16,693.6 |
16,711.0 |
| PP |
16,672.0 |
16,672.0 |
16,672.0 |
16,652.5 |
| S1 |
16,602.0 |
16,602.0 |
16,666.4 |
16,563.0 |
| S2 |
16,524.0 |
16,524.0 |
16,652.9 |
|
| S3 |
16,376.0 |
16,454.0 |
16,639.3 |
|
| S4 |
16,228.0 |
16,306.0 |
16,598.6 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,781.0 |
17,621.0 |
16,994.1 |
|
| R3 |
17,459.0 |
17,299.0 |
16,905.6 |
|
| R2 |
17,137.0 |
17,137.0 |
16,876.0 |
|
| R1 |
16,977.0 |
16,977.0 |
16,846.5 |
17,057.0 |
| PP |
16,815.0 |
16,815.0 |
16,815.0 |
16,855.0 |
| S1 |
16,655.0 |
16,655.0 |
16,787.5 |
16,735.0 |
| S2 |
16,493.0 |
16,493.0 |
16,758.0 |
|
| S3 |
16,171.0 |
16,333.0 |
16,728.5 |
|
| S4 |
15,849.0 |
16,011.0 |
16,639.9 |
|
|
| 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 |
16,594.0 |
381.0 |
2.3% |
182.8 |
1.1% |
23% |
False |
True |
53,057 |
| 10 |
17,123.0 |
16,584.0 |
539.0 |
3.2% |
216.6 |
1.3% |
18% |
False |
False |
55,427 |
| 20 |
17,200.0 |
16,584.0 |
616.0 |
3.7% |
183.8 |
1.1% |
16% |
False |
False |
51,319 |
| 40 |
17,200.0 |
15,836.0 |
1,364.0 |
8.2% |
143.1 |
0.9% |
62% |
False |
False |
28,807 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
134.0 |
0.8% |
78% |
False |
False |
19,213 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
125.0 |
0.7% |
78% |
False |
False |
14,417 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
107.4 |
0.6% |
78% |
False |
False |
11,535 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
94.8 |
0.6% |
78% |
False |
False |
9,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,371.0 |
|
2.618 |
17,129.5 |
|
1.618 |
16,981.5 |
|
1.000 |
16,890.0 |
|
0.618 |
16,833.5 |
|
HIGH |
16,742.0 |
|
0.618 |
16,685.5 |
|
0.500 |
16,668.0 |
|
0.382 |
16,650.5 |
|
LOW |
16,594.0 |
|
0.618 |
16,502.5 |
|
1.000 |
16,446.0 |
|
1.618 |
16,354.5 |
|
2.618 |
16,206.5 |
|
4.250 |
15,965.0 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,676.0 |
16,784.5 |
| PP |
16,672.0 |
16,749.7 |
| S1 |
16,668.0 |
16,714.8 |
|