| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,940.4 |
1,925.0 |
-15.4 |
-0.8% |
1,969.2 |
| High |
1,942.1 |
1,941.8 |
-0.3 |
0.0% |
2,004.6 |
| Low |
1,904.8 |
1,911.2 |
6.4 |
0.3% |
1,944.7 |
| Close |
1,925.0 |
1,936.2 |
11.2 |
0.6% |
1,963.9 |
| Range |
37.3 |
30.6 |
-6.7 |
-18.0% |
59.9 |
| ATR |
40.6 |
39.9 |
-0.7 |
-1.8% |
0.0 |
| Volume |
210,028 |
217,256 |
7,228 |
3.4% |
1,026,032 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,021.5 |
2,009.5 |
1,953.0 |
|
| R3 |
1,990.9 |
1,978.9 |
1,944.6 |
|
| R2 |
1,960.3 |
1,960.3 |
1,941.8 |
|
| R1 |
1,948.3 |
1,948.3 |
1,939.0 |
1,954.3 |
| PP |
1,929.7 |
1,929.7 |
1,929.7 |
1,932.8 |
| S1 |
1,917.7 |
1,917.7 |
1,933.4 |
1,923.7 |
| S2 |
1,899.1 |
1,899.1 |
1,930.6 |
|
| S3 |
1,868.5 |
1,887.1 |
1,927.8 |
|
| S4 |
1,837.9 |
1,856.5 |
1,919.4 |
|
|
| 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% |
42.5 |
2.2% |
32% |
False |
False |
227,727 |
| 10 |
2,004.6 |
1,904.8 |
99.8 |
5.2% |
40.0 |
2.1% |
31% |
False |
False |
216,523 |
| 20 |
2,097.0 |
1,904.8 |
192.2 |
9.9% |
40.4 |
2.1% |
16% |
False |
False |
215,775 |
| 40 |
2,097.0 |
1,804.7 |
292.3 |
15.1% |
37.7 |
1.9% |
45% |
False |
False |
166,553 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
22.8% |
37.0 |
1.9% |
64% |
False |
False |
111,114 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.8% |
36.5 |
1.9% |
64% |
False |
False |
83,375 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.8% |
32.9 |
1.7% |
64% |
False |
False |
66,710 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.8% |
30.9 |
1.6% |
64% |
False |
False |
55,591 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,071.9 |
|
2.618 |
2,021.9 |
|
1.618 |
1,991.3 |
|
1.000 |
1,972.4 |
|
0.618 |
1,960.7 |
|
HIGH |
1,941.8 |
|
0.618 |
1,930.1 |
|
0.500 |
1,926.5 |
|
0.382 |
1,922.9 |
|
LOW |
1,911.2 |
|
0.618 |
1,892.3 |
|
1.000 |
1,880.6 |
|
1.618 |
1,861.7 |
|
2.618 |
1,831.1 |
|
4.250 |
1,781.2 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,933.0 |
1,938.0 |
| PP |
1,929.7 |
1,937.4 |
| S1 |
1,926.5 |
1,936.8 |
|