| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,657.0 |
16,545.0 |
-112.0 |
-0.7% |
16,722.0 |
| High |
16,658.0 |
16,721.0 |
63.0 |
0.4% |
16,975.0 |
| Low |
16,464.0 |
16,523.0 |
59.0 |
0.4% |
16,653.0 |
| Close |
16,538.0 |
16,672.0 |
134.0 |
0.8% |
16,817.0 |
| Range |
194.0 |
198.0 |
4.0 |
2.1% |
322.0 |
| ATR |
186.3 |
187.2 |
0.8 |
0.4% |
0.0 |
| Volume |
60,411 |
54,043 |
-6,368 |
-10.5% |
261,467 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,232.7 |
17,150.3 |
16,780.9 |
|
| R3 |
17,034.7 |
16,952.3 |
16,726.5 |
|
| R2 |
16,836.7 |
16,836.7 |
16,708.3 |
|
| R1 |
16,754.3 |
16,754.3 |
16,690.2 |
16,795.5 |
| PP |
16,638.7 |
16,638.7 |
16,638.7 |
16,659.3 |
| S1 |
16,556.3 |
16,556.3 |
16,653.9 |
16,597.5 |
| S2 |
16,440.7 |
16,440.7 |
16,635.7 |
|
| S3 |
16,242.7 |
16,358.3 |
16,617.6 |
|
| S4 |
16,044.7 |
16,160.3 |
16,563.1 |
|
|
| 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 |
16,464.0 |
511.0 |
3.1% |
199.8 |
1.2% |
41% |
False |
False |
57,970 |
| 10 |
16,975.0 |
16,464.0 |
511.0 |
3.1% |
191.7 |
1.1% |
41% |
False |
False |
53,438 |
| 20 |
17,123.0 |
16,464.0 |
659.0 |
4.0% |
177.3 |
1.1% |
32% |
False |
False |
49,885 |
| 40 |
17,200.0 |
16,037.0 |
1,163.0 |
7.0% |
148.2 |
0.9% |
55% |
False |
False |
31,666 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
138.0 |
0.8% |
78% |
False |
False |
21,121 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
127.6 |
0.8% |
78% |
False |
False |
15,847 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
111.4 |
0.7% |
78% |
False |
False |
12,679 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
98.1 |
0.6% |
78% |
False |
False |
10,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,562.5 |
|
2.618 |
17,239.4 |
|
1.618 |
17,041.4 |
|
1.000 |
16,919.0 |
|
0.618 |
16,843.4 |
|
HIGH |
16,721.0 |
|
0.618 |
16,645.4 |
|
0.500 |
16,622.0 |
|
0.382 |
16,598.6 |
|
LOW |
16,523.0 |
|
0.618 |
16,400.6 |
|
1.000 |
16,325.0 |
|
1.618 |
16,202.6 |
|
2.618 |
16,004.6 |
|
4.250 |
15,681.5 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,655.3 |
16,649.0 |
| PP |
16,638.7 |
16,626.0 |
| S1 |
16,622.0 |
16,603.0 |
|