| Trading Metrics calculated at close of trading on 15-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
15-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
7,597.0 |
7,638.5 |
41.5 |
0.5% |
7,690.0 |
| High |
7,658.0 |
7,643.0 |
-15.0 |
-0.2% |
7,732.5 |
| Low |
7,595.5 |
7,576.5 |
-19.0 |
-0.3% |
7,574.5 |
| Close |
7,627.0 |
7,589.0 |
-38.0 |
-0.5% |
7,627.0 |
| Range |
62.5 |
66.5 |
4.0 |
6.4% |
158.0 |
| ATR |
72.3 |
71.9 |
-0.4 |
-0.6% |
0.0 |
| Volume |
89,314 |
54,425 |
-34,889 |
-39.1% |
389,932 |
|
| Daily Pivots for day following 15-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,802.5 |
7,762.0 |
7,625.5 |
|
| R3 |
7,736.0 |
7,695.5 |
7,607.5 |
|
| R2 |
7,669.5 |
7,669.5 |
7,601.0 |
|
| R1 |
7,629.0 |
7,629.0 |
7,595.0 |
7,616.0 |
| PP |
7,603.0 |
7,603.0 |
7,603.0 |
7,596.0 |
| S1 |
7,562.5 |
7,562.5 |
7,583.0 |
7,549.5 |
| S2 |
7,536.5 |
7,536.5 |
7,577.0 |
|
| S3 |
7,470.0 |
7,496.0 |
7,570.5 |
|
| S4 |
7,403.5 |
7,429.5 |
7,552.5 |
|
|
| 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 |
7,727.5 |
7,574.5 |
153.0 |
2.0% |
69.0 |
0.9% |
9% |
False |
False |
74,189 |
| 10 |
7,785.5 |
7,574.5 |
211.0 |
2.8% |
74.0 |
1.0% |
7% |
False |
False |
79,197 |
| 20 |
7,795.0 |
7,574.5 |
220.5 |
2.9% |
74.0 |
1.0% |
7% |
False |
False |
83,906 |
| 40 |
7,795.0 |
7,441.0 |
354.0 |
4.7% |
59.5 |
0.8% |
42% |
False |
False |
64,943 |
| 60 |
7,795.0 |
7,319.0 |
476.0 |
6.3% |
49.5 |
0.7% |
57% |
False |
False |
43,300 |
| 80 |
7,795.0 |
7,319.0 |
476.0 |
6.3% |
43.0 |
0.6% |
57% |
False |
False |
32,526 |
| 100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
34.5 |
0.5% |
53% |
False |
False |
26,041 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
28.5 |
0.4% |
53% |
False |
False |
21,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,925.5 |
|
2.618 |
7,817.0 |
|
1.618 |
7,750.5 |
|
1.000 |
7,709.5 |
|
0.618 |
7,684.0 |
|
HIGH |
7,643.0 |
|
0.618 |
7,617.5 |
|
0.500 |
7,610.0 |
|
0.382 |
7,602.0 |
|
LOW |
7,576.5 |
|
0.618 |
7,535.5 |
|
1.000 |
7,510.0 |
|
1.618 |
7,469.0 |
|
2.618 |
7,402.5 |
|
4.250 |
7,294.0 |
|
|
| Fisher Pivots for day following 15-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,610.0 |
7,636.0 |
| PP |
7,603.0 |
7,620.5 |
| S1 |
7,596.0 |
7,605.0 |
|