| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,715.0 |
16,757.0 |
42.0 |
0.3% |
16,742.0 |
| High |
16,770.0 |
16,820.0 |
50.0 |
0.3% |
16,770.0 |
| Low |
16,626.0 |
16,718.0 |
92.0 |
0.6% |
16,464.0 |
| Close |
16,664.0 |
16,793.0 |
129.0 |
0.8% |
16,664.0 |
| Range |
144.0 |
102.0 |
-42.0 |
-29.2% |
306.0 |
| ATR |
184.1 |
182.1 |
-2.0 |
-1.1% |
0.0 |
| Volume |
50,701 |
47,637 |
-3,064 |
-6.0% |
218,942 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,083.0 |
17,040.0 |
16,849.1 |
|
| R3 |
16,981.0 |
16,938.0 |
16,821.1 |
|
| R2 |
16,879.0 |
16,879.0 |
16,811.7 |
|
| R1 |
16,836.0 |
16,836.0 |
16,802.4 |
16,857.5 |
| PP |
16,777.0 |
16,777.0 |
16,777.0 |
16,787.8 |
| S1 |
16,734.0 |
16,734.0 |
16,783.7 |
16,755.5 |
| S2 |
16,675.0 |
16,675.0 |
16,774.3 |
|
| S3 |
16,573.0 |
16,632.0 |
16,765.0 |
|
| S4 |
16,471.0 |
16,530.0 |
16,736.9 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,550.7 |
17,413.3 |
16,832.3 |
|
| R3 |
17,244.7 |
17,107.3 |
16,748.2 |
|
| R2 |
16,938.7 |
16,938.7 |
16,720.1 |
|
| R1 |
16,801.3 |
16,801.3 |
16,692.1 |
16,717.0 |
| PP |
16,632.7 |
16,632.7 |
16,632.7 |
16,590.5 |
| S1 |
16,495.3 |
16,495.3 |
16,636.0 |
16,411.0 |
| S2 |
16,326.7 |
16,326.7 |
16,607.9 |
|
| S3 |
16,020.7 |
16,189.3 |
16,579.9 |
|
| S4 |
15,714.7 |
15,883.3 |
16,495.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,820.0 |
16,464.0 |
356.0 |
2.1% |
157.2 |
0.9% |
92% |
True |
False |
53,315 |
| 10 |
16,975.0 |
16,464.0 |
511.0 |
3.0% |
182.3 |
1.1% |
64% |
False |
False |
52,804 |
| 20 |
17,123.0 |
16,464.0 |
659.0 |
3.9% |
176.9 |
1.1% |
50% |
False |
False |
50,745 |
| 40 |
17,200.0 |
16,124.0 |
1,076.0 |
6.4% |
151.1 |
0.9% |
62% |
False |
False |
34,123 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
137.7 |
0.8% |
83% |
False |
False |
22,758 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
129.3 |
0.8% |
83% |
False |
False |
17,076 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
113.0 |
0.7% |
83% |
False |
False |
13,662 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
100.1 |
0.6% |
83% |
False |
False |
11,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,253.5 |
|
2.618 |
17,087.0 |
|
1.618 |
16,985.0 |
|
1.000 |
16,922.0 |
|
0.618 |
16,883.0 |
|
HIGH |
16,820.0 |
|
0.618 |
16,781.0 |
|
0.500 |
16,769.0 |
|
0.382 |
16,757.0 |
|
LOW |
16,718.0 |
|
0.618 |
16,655.0 |
|
1.000 |
16,616.0 |
|
1.618 |
16,553.0 |
|
2.618 |
16,451.0 |
|
4.250 |
16,284.5 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,785.0 |
16,752.5 |
| PP |
16,777.0 |
16,712.0 |
| S1 |
16,769.0 |
16,671.5 |
|