| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,962.9 |
1,940.4 |
-22.5 |
-1.1% |
1,969.2 |
| High |
1,971.1 |
1,942.1 |
-29.0 |
-1.5% |
2,004.6 |
| Low |
1,931.5 |
1,904.8 |
-26.7 |
-1.4% |
1,944.7 |
| Close |
1,940.1 |
1,925.0 |
-15.1 |
-0.8% |
1,963.9 |
| Range |
39.6 |
37.3 |
-2.3 |
-5.8% |
59.9 |
| ATR |
40.9 |
40.6 |
-0.3 |
-0.6% |
0.0 |
| Volume |
235,625 |
210,028 |
-25,597 |
-10.9% |
1,026,032 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,035.9 |
2,017.7 |
1,945.5 |
|
| R3 |
1,998.6 |
1,980.4 |
1,935.3 |
|
| R2 |
1,961.3 |
1,961.3 |
1,931.8 |
|
| R1 |
1,943.1 |
1,943.1 |
1,928.4 |
1,933.6 |
| PP |
1,924.0 |
1,924.0 |
1,924.0 |
1,919.2 |
| S1 |
1,905.8 |
1,905.8 |
1,921.6 |
1,896.3 |
| S2 |
1,886.7 |
1,886.7 |
1,918.2 |
|
| S3 |
1,849.4 |
1,868.5 |
1,914.7 |
|
| S4 |
1,812.1 |
1,831.2 |
1,904.5 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,150.8 |
2,117.2 |
1,996.8 |
|
| R3 |
2,090.9 |
2,057.3 |
1,980.4 |
|
| R2 |
2,031.0 |
2,031.0 |
1,974.9 |
|
| R1 |
1,997.4 |
1,997.4 |
1,969.4 |
1,984.3 |
| PP |
1,971.1 |
1,971.1 |
1,971.1 |
1,964.5 |
| S1 |
1,937.5 |
1,937.5 |
1,958.4 |
1,924.4 |
| S2 |
1,911.2 |
1,911.2 |
1,952.9 |
|
| S3 |
1,851.3 |
1,877.6 |
1,947.4 |
|
| S4 |
1,791.4 |
1,817.7 |
1,931.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,003.8 |
1,904.8 |
99.0 |
5.1% |
41.5 |
2.2% |
20% |
False |
True |
221,375 |
| 10 |
2,037.3 |
1,904.8 |
132.5 |
6.9% |
43.3 |
2.2% |
15% |
False |
True |
225,226 |
| 20 |
2,097.0 |
1,904.8 |
192.2 |
10.0% |
39.9 |
2.1% |
11% |
False |
True |
215,031 |
| 40 |
2,097.0 |
1,799.2 |
297.8 |
15.5% |
37.6 |
2.0% |
42% |
False |
False |
161,129 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
22.9% |
36.9 |
1.9% |
61% |
False |
False |
107,497 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.9% |
36.3 |
1.9% |
61% |
False |
False |
80,660 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.9% |
32.9 |
1.7% |
61% |
False |
False |
64,537 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.9% |
31.0 |
1.6% |
61% |
False |
False |
53,781 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,100.6 |
|
2.618 |
2,039.8 |
|
1.618 |
2,002.5 |
|
1.000 |
1,979.4 |
|
0.618 |
1,965.2 |
|
HIGH |
1,942.1 |
|
0.618 |
1,927.9 |
|
0.500 |
1,923.5 |
|
0.382 |
1,919.0 |
|
LOW |
1,904.8 |
|
0.618 |
1,881.7 |
|
1.000 |
1,867.5 |
|
1.618 |
1,844.4 |
|
2.618 |
1,807.1 |
|
4.250 |
1,746.3 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,924.5 |
1,954.1 |
| PP |
1,924.0 |
1,944.4 |
| S1 |
1,923.5 |
1,934.7 |
|