Trading Metrics calculated at close of trading on 11-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
47,095 |
47,725 |
630 |
1.3% |
44,870 |
High |
47,685 |
50,020 |
2,335 |
4.9% |
47,980 |
Low |
45,220 |
46,140 |
920 |
2.0% |
42,075 |
Close |
46,995 |
46,820 |
-175 |
-0.4% |
45,055 |
Range |
2,465 |
3,880 |
1,415 |
57.4% |
5,905 |
ATR |
2,328 |
2,439 |
111 |
4.8% |
0 |
Volume |
245 |
435 |
190 |
77.6% |
1,008 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59,300 |
56,940 |
48,954 |
|
R3 |
55,420 |
53,060 |
47,887 |
|
R2 |
51,540 |
51,540 |
47,531 |
|
R1 |
49,180 |
49,180 |
47,176 |
48,420 |
PP |
47,660 |
47,660 |
47,660 |
47,280 |
S1 |
45,300 |
45,300 |
46,464 |
44,540 |
S2 |
43,780 |
43,780 |
46,109 |
|
S3 |
39,900 |
41,420 |
45,753 |
|
S4 |
36,020 |
37,540 |
44,686 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,752 |
59,808 |
48,303 |
|
R3 |
56,847 |
53,903 |
46,679 |
|
R2 |
50,942 |
50,942 |
46,138 |
|
R1 |
47,998 |
47,998 |
45,596 |
49,470 |
PP |
45,037 |
45,037 |
45,037 |
45,773 |
S1 |
42,093 |
42,093 |
44,514 |
43,565 |
S2 |
39,132 |
39,132 |
43,972 |
|
S3 |
33,227 |
36,188 |
43,431 |
|
S4 |
27,322 |
30,283 |
41,807 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50,020 |
44,090 |
5,930 |
12.7% |
3,052 |
6.5% |
46% |
True |
False |
269 |
10 |
50,020 |
42,075 |
7,945 |
17.0% |
2,871 |
6.1% |
60% |
True |
False |
251 |
20 |
50,020 |
41,915 |
8,105 |
17.3% |
2,191 |
4.7% |
61% |
True |
False |
206 |
40 |
50,020 |
36,300 |
13,720 |
29.3% |
1,765 |
3.8% |
77% |
True |
False |
127 |
60 |
50,020 |
29,195 |
20,825 |
44.5% |
1,498 |
3.2% |
85% |
True |
False |
88 |
80 |
50,020 |
27,100 |
22,920 |
49.0% |
1,249 |
2.7% |
86% |
True |
False |
66 |
100 |
50,020 |
26,025 |
23,995 |
51.2% |
1,080 |
2.3% |
87% |
True |
False |
53 |
120 |
50,020 |
26,025 |
23,995 |
51.2% |
927 |
2.0% |
87% |
True |
False |
44 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66,510 |
2.618 |
60,178 |
1.618 |
56,298 |
1.000 |
53,900 |
0.618 |
52,418 |
HIGH |
50,020 |
0.618 |
48,538 |
0.500 |
48,080 |
0.382 |
47,622 |
LOW |
46,140 |
0.618 |
43,742 |
1.000 |
42,260 |
1.618 |
39,862 |
2.618 |
35,982 |
4.250 |
29,650 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
48,080 |
47,620 |
PP |
47,660 |
47,353 |
S1 |
47,240 |
47,087 |
|