Trading Metrics calculated at close of trading on 16-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
7,638.5 |
7,575.0 |
-63.5 |
-0.8% |
7,690.0 |
High |
7,643.0 |
7,585.0 |
-58.0 |
-0.8% |
7,732.5 |
Low |
7,576.5 |
7,527.5 |
-49.0 |
-0.6% |
7,574.5 |
Close |
7,589.0 |
7,553.0 |
-36.0 |
-0.5% |
7,627.0 |
Range |
66.5 |
57.5 |
-9.0 |
-13.5% |
158.0 |
ATR |
71.9 |
71.2 |
-0.7 |
-1.0% |
0.0 |
Volume |
54,425 |
92,166 |
37,741 |
69.3% |
389,932 |
|
Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,727.5 |
7,698.0 |
7,584.5 |
|
R3 |
7,670.0 |
7,640.5 |
7,569.0 |
|
R2 |
7,612.5 |
7,612.5 |
7,563.5 |
|
R1 |
7,583.0 |
7,583.0 |
7,558.5 |
7,569.0 |
PP |
7,555.0 |
7,555.0 |
7,555.0 |
7,548.0 |
S1 |
7,525.5 |
7,525.5 |
7,547.5 |
7,511.5 |
S2 |
7,497.5 |
7,497.5 |
7,542.5 |
|
S3 |
7,440.0 |
7,468.0 |
7,537.0 |
|
S4 |
7,382.5 |
7,410.5 |
7,521.5 |
|
|
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 |
7,698.0 |
7,527.5 |
170.5 |
2.3% |
69.5 |
0.9% |
15% |
False |
True |
80,163 |
10 |
7,759.0 |
7,527.5 |
231.5 |
3.1% |
71.5 |
0.9% |
11% |
False |
True |
78,601 |
20 |
7,795.0 |
7,527.5 |
267.5 |
3.5% |
71.0 |
0.9% |
10% |
False |
True |
81,320 |
40 |
7,795.0 |
7,441.0 |
354.0 |
4.7% |
60.0 |
0.8% |
32% |
False |
False |
67,247 |
60 |
7,795.0 |
7,319.0 |
476.0 |
6.3% |
49.5 |
0.7% |
49% |
False |
False |
44,836 |
80 |
7,795.0 |
7,319.0 |
476.0 |
6.3% |
43.5 |
0.6% |
49% |
False |
False |
33,678 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
35.0 |
0.5% |
46% |
False |
False |
26,963 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
29.0 |
0.4% |
46% |
False |
False |
22,471 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,829.5 |
2.618 |
7,735.5 |
1.618 |
7,678.0 |
1.000 |
7,642.5 |
0.618 |
7,620.5 |
HIGH |
7,585.0 |
0.618 |
7,563.0 |
0.500 |
7,556.0 |
0.382 |
7,549.5 |
LOW |
7,527.5 |
0.618 |
7,492.0 |
1.000 |
7,470.0 |
1.618 |
7,434.5 |
2.618 |
7,377.0 |
4.250 |
7,283.0 |
|
|
Fisher Pivots for day following 16-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
7,556.0 |
7,593.0 |
PP |
7,555.0 |
7,579.5 |
S1 |
7,554.0 |
7,566.0 |
|