| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,757.0 |
16,789.0 |
32.0 |
0.2% |
16,742.0 |
| High |
16,820.0 |
16,871.0 |
51.0 |
0.3% |
16,770.0 |
| Low |
16,718.0 |
16,733.0 |
15.0 |
0.1% |
16,464.0 |
| Close |
16,793.0 |
16,744.0 |
-49.0 |
-0.3% |
16,664.0 |
| Range |
102.0 |
138.0 |
36.0 |
35.3% |
306.0 |
| ATR |
182.1 |
178.9 |
-3.1 |
-1.7% |
0.0 |
| Volume |
47,637 |
45,690 |
-1,947 |
-4.1% |
218,942 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,196.7 |
17,108.3 |
16,819.9 |
|
| R3 |
17,058.7 |
16,970.3 |
16,782.0 |
|
| R2 |
16,920.7 |
16,920.7 |
16,769.3 |
|
| R1 |
16,832.3 |
16,832.3 |
16,756.7 |
16,807.5 |
| PP |
16,782.7 |
16,782.7 |
16,782.7 |
16,770.3 |
| S1 |
16,694.3 |
16,694.3 |
16,731.4 |
16,669.5 |
| S2 |
16,644.7 |
16,644.7 |
16,718.7 |
|
| S3 |
16,506.7 |
16,556.3 |
16,706.1 |
|
| S4 |
16,368.7 |
16,418.3 |
16,668.1 |
|
|
| 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 |
16,871.0 |
16,464.0 |
407.0 |
2.4% |
155.2 |
0.9% |
69% |
True |
False |
51,696 |
| 10 |
16,975.0 |
16,464.0 |
511.0 |
3.1% |
169.0 |
1.0% |
55% |
False |
False |
52,376 |
| 20 |
17,123.0 |
16,464.0 |
659.0 |
3.9% |
173.6 |
1.0% |
42% |
False |
False |
50,539 |
| 40 |
17,200.0 |
16,133.0 |
1,067.0 |
6.4% |
153.8 |
0.9% |
57% |
False |
False |
35,265 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
138.5 |
0.8% |
81% |
False |
False |
23,519 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
129.2 |
0.8% |
81% |
False |
False |
17,647 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
114.1 |
0.7% |
81% |
False |
False |
14,119 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
101.3 |
0.6% |
81% |
False |
False |
11,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,457.5 |
|
2.618 |
17,232.3 |
|
1.618 |
17,094.3 |
|
1.000 |
17,009.0 |
|
0.618 |
16,956.3 |
|
HIGH |
16,871.0 |
|
0.618 |
16,818.3 |
|
0.500 |
16,802.0 |
|
0.382 |
16,785.7 |
|
LOW |
16,733.0 |
|
0.618 |
16,647.7 |
|
1.000 |
16,595.0 |
|
1.618 |
16,509.7 |
|
2.618 |
16,371.7 |
|
4.250 |
16,146.5 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,802.0 |
16,748.5 |
| PP |
16,782.7 |
16,747.0 |
| S1 |
16,763.3 |
16,745.5 |
|