Trading Metrics calculated at close of trading on 11-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
7,678.5 |
7,670.0 |
-8.5 |
-0.1% |
7,755.5 |
High |
7,686.5 |
7,698.0 |
11.5 |
0.1% |
7,785.5 |
Low |
7,648.5 |
7,574.5 |
-74.0 |
-1.0% |
7,647.5 |
Close |
7,657.0 |
7,581.5 |
-75.5 |
-1.0% |
7,695.5 |
Range |
38.0 |
123.5 |
85.5 |
225.0% |
138.0 |
ATR |
68.0 |
72.0 |
4.0 |
5.8% |
0.0 |
Volume |
62,280 |
102,631 |
40,351 |
64.8% |
347,615 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,988.5 |
7,908.5 |
7,649.5 |
|
R3 |
7,865.0 |
7,785.0 |
7,615.5 |
|
R2 |
7,741.5 |
7,741.5 |
7,604.0 |
|
R1 |
7,661.5 |
7,661.5 |
7,593.0 |
7,640.0 |
PP |
7,618.0 |
7,618.0 |
7,618.0 |
7,607.0 |
S1 |
7,538.0 |
7,538.0 |
7,570.0 |
7,516.0 |
S2 |
7,494.5 |
7,494.5 |
7,559.0 |
|
S3 |
7,371.0 |
7,414.5 |
7,547.5 |
|
S4 |
7,247.5 |
7,291.0 |
7,513.5 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,123.5 |
8,047.5 |
7,771.5 |
|
R3 |
7,985.5 |
7,909.5 |
7,733.5 |
|
R2 |
7,847.5 |
7,847.5 |
7,721.0 |
|
R1 |
7,771.5 |
7,771.5 |
7,708.0 |
7,740.5 |
PP |
7,709.5 |
7,709.5 |
7,709.5 |
7,694.0 |
S1 |
7,633.5 |
7,633.5 |
7,683.0 |
7,602.5 |
S2 |
7,571.5 |
7,571.5 |
7,670.0 |
|
S3 |
7,433.5 |
7,495.5 |
7,657.5 |
|
S4 |
7,295.5 |
7,357.5 |
7,619.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,732.5 |
7,574.5 |
158.0 |
2.1% |
74.5 |
1.0% |
4% |
False |
True |
75,871 |
10 |
7,785.5 |
7,574.5 |
211.0 |
2.8% |
69.5 |
0.9% |
3% |
False |
True |
75,806 |
20 |
7,795.0 |
7,572.5 |
222.5 |
2.9% |
74.0 |
1.0% |
4% |
False |
False |
96,937 |
40 |
7,795.0 |
7,441.0 |
354.0 |
4.7% |
57.0 |
0.8% |
40% |
False |
False |
61,351 |
60 |
7,795.0 |
7,319.0 |
476.0 |
6.3% |
50.5 |
0.7% |
55% |
False |
False |
40,905 |
80 |
7,829.5 |
7,319.0 |
510.5 |
6.7% |
41.5 |
0.5% |
51% |
False |
False |
30,729 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
33.0 |
0.4% |
51% |
False |
False |
24,603 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
27.5 |
0.4% |
51% |
False |
False |
20,505 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,223.0 |
2.618 |
8,021.5 |
1.618 |
7,898.0 |
1.000 |
7,821.5 |
0.618 |
7,774.5 |
HIGH |
7,698.0 |
0.618 |
7,651.0 |
0.500 |
7,636.0 |
0.382 |
7,621.5 |
LOW |
7,574.5 |
0.618 |
7,498.0 |
1.000 |
7,451.0 |
1.618 |
7,374.5 |
2.618 |
7,251.0 |
4.250 |
7,049.5 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
7,636.0 |
7,651.0 |
PP |
7,618.0 |
7,628.0 |
S1 |
7,600.0 |
7,604.5 |
|