| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,796.0 |
16,963.0 |
167.0 |
1.0% |
16,742.0 |
| High |
17,037.0 |
17,023.0 |
-14.0 |
-0.1% |
16,770.0 |
| Low |
16,785.0 |
16,889.0 |
104.0 |
0.6% |
16,464.0 |
| Close |
17,005.0 |
17,016.0 |
11.0 |
0.1% |
16,664.0 |
| Range |
252.0 |
134.0 |
-118.0 |
-46.8% |
306.0 |
| ATR |
187.1 |
183.3 |
-3.8 |
-2.0% |
0.0 |
| Volume |
71,565 |
57,139 |
-14,426 |
-20.2% |
218,942 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,378.0 |
17,331.0 |
17,089.7 |
|
| R3 |
17,244.0 |
17,197.0 |
17,052.9 |
|
| R2 |
17,110.0 |
17,110.0 |
17,040.6 |
|
| R1 |
17,063.0 |
17,063.0 |
17,028.3 |
17,086.5 |
| PP |
16,976.0 |
16,976.0 |
16,976.0 |
16,987.8 |
| S1 |
16,929.0 |
16,929.0 |
17,003.7 |
16,952.5 |
| S2 |
16,842.0 |
16,842.0 |
16,991.4 |
|
| S3 |
16,708.0 |
16,795.0 |
16,979.2 |
|
| S4 |
16,574.0 |
16,661.0 |
16,942.3 |
|
|
| 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 |
16,626.0 |
411.0 |
2.4% |
154.0 |
0.9% |
95% |
False |
False |
54,546 |
| 10 |
17,037.0 |
16,464.0 |
573.0 |
3.4% |
176.9 |
1.0% |
96% |
False |
False |
56,258 |
| 20 |
17,123.0 |
16,464.0 |
659.0 |
3.9% |
183.0 |
1.1% |
84% |
False |
False |
53,203 |
| 40 |
17,200.0 |
16,133.0 |
1,067.0 |
6.3% |
160.8 |
0.9% |
83% |
False |
False |
38,478 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
142.2 |
0.8% |
92% |
False |
False |
25,663 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
131.5 |
0.8% |
92% |
False |
False |
19,256 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
117.9 |
0.7% |
92% |
False |
False |
15,406 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
104.5 |
0.6% |
92% |
False |
False |
12,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,592.5 |
|
2.618 |
17,373.8 |
|
1.618 |
17,239.8 |
|
1.000 |
17,157.0 |
|
0.618 |
17,105.8 |
|
HIGH |
17,023.0 |
|
0.618 |
16,971.8 |
|
0.500 |
16,956.0 |
|
0.382 |
16,940.2 |
|
LOW |
16,889.0 |
|
0.618 |
16,806.2 |
|
1.000 |
16,755.0 |
|
1.618 |
16,672.2 |
|
2.618 |
16,538.2 |
|
4.250 |
16,319.5 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,996.0 |
16,972.3 |
| PP |
16,976.0 |
16,928.7 |
| S1 |
16,956.0 |
16,885.0 |
|