| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,789.0 |
16,796.0 |
7.0 |
0.0% |
16,742.0 |
| High |
16,871.0 |
17,037.0 |
166.0 |
1.0% |
16,770.0 |
| Low |
16,733.0 |
16,785.0 |
52.0 |
0.3% |
16,464.0 |
| Close |
16,744.0 |
17,005.0 |
261.0 |
1.6% |
16,664.0 |
| Range |
138.0 |
252.0 |
114.0 |
82.6% |
306.0 |
| ATR |
178.9 |
187.1 |
8.1 |
4.6% |
0.0 |
| Volume |
45,690 |
71,565 |
25,875 |
56.6% |
218,942 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,698.3 |
17,603.7 |
17,143.6 |
|
| R3 |
17,446.3 |
17,351.7 |
17,074.3 |
|
| R2 |
17,194.3 |
17,194.3 |
17,051.2 |
|
| R1 |
17,099.7 |
17,099.7 |
17,028.1 |
17,147.0 |
| PP |
16,942.3 |
16,942.3 |
16,942.3 |
16,966.0 |
| S1 |
16,847.7 |
16,847.7 |
16,981.9 |
16,895.0 |
| S2 |
16,690.3 |
16,690.3 |
16,958.8 |
|
| S3 |
16,438.3 |
16,595.7 |
16,935.7 |
|
| S4 |
16,186.3 |
16,343.7 |
16,866.4 |
|
|
| 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 |
17,037.0 |
16,523.0 |
514.0 |
3.0% |
166.8 |
1.0% |
94% |
True |
False |
53,927 |
| 10 |
17,037.0 |
16,464.0 |
573.0 |
3.4% |
177.1 |
1.0% |
94% |
True |
False |
54,859 |
| 20 |
17,123.0 |
16,464.0 |
659.0 |
3.9% |
180.6 |
1.1% |
82% |
False |
False |
51,962 |
| 40 |
17,200.0 |
16,133.0 |
1,067.0 |
6.3% |
158.8 |
0.9% |
82% |
False |
False |
37,052 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
141.2 |
0.8% |
92% |
False |
False |
24,711 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
132.3 |
0.8% |
92% |
False |
False |
18,542 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
116.6 |
0.7% |
92% |
False |
False |
14,835 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
103.4 |
0.6% |
92% |
False |
False |
12,363 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,108.0 |
|
2.618 |
17,696.7 |
|
1.618 |
17,444.7 |
|
1.000 |
17,289.0 |
|
0.618 |
17,192.7 |
|
HIGH |
17,037.0 |
|
0.618 |
16,940.7 |
|
0.500 |
16,911.0 |
|
0.382 |
16,881.3 |
|
LOW |
16,785.0 |
|
0.618 |
16,629.3 |
|
1.000 |
16,533.0 |
|
1.618 |
16,377.3 |
|
2.618 |
16,125.3 |
|
4.250 |
15,714.0 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,973.7 |
16,962.5 |
| PP |
16,942.3 |
16,920.0 |
| S1 |
16,911.0 |
16,877.5 |
|