| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
7,670.0 |
7,597.0 |
-73.0 |
-1.0% |
7,690.0 |
| High |
7,698.0 |
7,658.0 |
-40.0 |
-0.5% |
7,732.5 |
| Low |
7,574.5 |
7,595.5 |
21.0 |
0.3% |
7,574.5 |
| Close |
7,581.5 |
7,627.0 |
45.5 |
0.6% |
7,627.0 |
| Range |
123.5 |
62.5 |
-61.0 |
-49.4% |
158.0 |
| ATR |
72.0 |
72.3 |
0.3 |
0.4% |
0.0 |
| Volume |
102,631 |
89,314 |
-13,317 |
-13.0% |
389,932 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,814.5 |
7,783.0 |
7,661.5 |
|
| R3 |
7,752.0 |
7,720.5 |
7,644.0 |
|
| R2 |
7,689.5 |
7,689.5 |
7,638.5 |
|
| R1 |
7,658.0 |
7,658.0 |
7,632.5 |
7,674.0 |
| PP |
7,627.0 |
7,627.0 |
7,627.0 |
7,634.5 |
| S1 |
7,595.5 |
7,595.5 |
7,621.5 |
7,611.0 |
| S2 |
7,564.5 |
7,564.5 |
7,615.5 |
|
| S3 |
7,502.0 |
7,533.0 |
7,610.0 |
|
| S4 |
7,439.5 |
7,470.5 |
7,592.5 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,118.5 |
8,031.0 |
7,714.0 |
|
| R3 |
7,960.5 |
7,873.0 |
7,670.5 |
|
| R2 |
7,802.5 |
7,802.5 |
7,656.0 |
|
| R1 |
7,715.0 |
7,715.0 |
7,641.5 |
7,680.0 |
| PP |
7,644.5 |
7,644.5 |
7,644.5 |
7,627.0 |
| S1 |
7,557.0 |
7,557.0 |
7,612.5 |
7,522.0 |
| S2 |
7,486.5 |
7,486.5 |
7,598.0 |
|
| S3 |
7,328.5 |
7,399.0 |
7,583.5 |
|
| S4 |
7,170.5 |
7,241.0 |
7,540.0 |
|
|
| 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% |
74.0 |
1.0% |
33% |
False |
False |
77,986 |
| 10 |
7,785.5 |
7,574.5 |
211.0 |
2.8% |
70.5 |
0.9% |
25% |
False |
False |
79,246 |
| 20 |
7,795.0 |
7,573.5 |
221.5 |
2.9% |
74.0 |
1.0% |
24% |
False |
False |
89,982 |
| 40 |
7,795.0 |
7,441.0 |
354.0 |
4.6% |
58.0 |
0.8% |
53% |
False |
False |
63,583 |
| 60 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
50.5 |
0.7% |
65% |
False |
False |
42,393 |
| 80 |
7,829.5 |
7,319.0 |
510.5 |
6.7% |
42.0 |
0.6% |
60% |
False |
False |
31,846 |
| 100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
33.5 |
0.4% |
60% |
False |
False |
25,497 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
28.0 |
0.4% |
60% |
False |
False |
21,249 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,923.5 |
|
2.618 |
7,821.5 |
|
1.618 |
7,759.0 |
|
1.000 |
7,720.5 |
|
0.618 |
7,696.5 |
|
HIGH |
7,658.0 |
|
0.618 |
7,634.0 |
|
0.500 |
7,627.0 |
|
0.382 |
7,619.5 |
|
LOW |
7,595.5 |
|
0.618 |
7,557.0 |
|
1.000 |
7,533.0 |
|
1.618 |
7,494.5 |
|
2.618 |
7,432.0 |
|
4.250 |
7,330.0 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,627.0 |
7,636.0 |
| PP |
7,627.0 |
7,633.0 |
| S1 |
7,627.0 |
7,630.0 |
|