Trading Metrics calculated at close of trading on 12-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
47,725 |
46,950 |
-775 |
-1.6% |
44,905 |
High |
50,020 |
47,145 |
-2,875 |
-5.7% |
50,020 |
Low |
46,140 |
43,625 |
-2,515 |
-5.5% |
43,625 |
Close |
46,820 |
44,145 |
-2,675 |
-5.7% |
44,145 |
Range |
3,880 |
3,520 |
-360 |
-9.3% |
6,395 |
ATR |
2,439 |
2,516 |
77 |
3.2% |
0 |
Volume |
435 |
205 |
-230 |
-52.9% |
1,412 |
|
Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
55,532 |
53,358 |
46,081 |
|
R3 |
52,012 |
49,838 |
45,113 |
|
R2 |
48,492 |
48,492 |
44,790 |
|
R1 |
46,318 |
46,318 |
44,468 |
45,645 |
PP |
44,972 |
44,972 |
44,972 |
44,635 |
S1 |
42,798 |
42,798 |
43,822 |
42,125 |
S2 |
41,452 |
41,452 |
43,500 |
|
S3 |
37,932 |
39,278 |
43,177 |
|
S4 |
34,412 |
35,758 |
42,209 |
|
|
Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
65,115 |
61,025 |
47,662 |
|
R3 |
58,720 |
54,630 |
45,904 |
|
R2 |
52,325 |
52,325 |
45,317 |
|
R1 |
48,235 |
48,235 |
44,731 |
47,083 |
PP |
45,930 |
45,930 |
45,930 |
45,354 |
S1 |
41,840 |
41,840 |
43,559 |
40,688 |
S2 |
39,535 |
39,535 |
42,973 |
|
S3 |
33,140 |
35,445 |
42,386 |
|
S4 |
26,745 |
29,050 |
40,628 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50,020 |
43,625 |
6,395 |
14.5% |
3,460 |
7.8% |
8% |
False |
True |
282 |
10 |
50,020 |
42,075 |
7,945 |
18.0% |
3,057 |
6.9% |
26% |
False |
False |
254 |
20 |
50,020 |
41,915 |
8,105 |
18.4% |
2,237 |
5.1% |
28% |
False |
False |
211 |
40 |
50,020 |
37,315 |
12,705 |
28.8% |
1,816 |
4.1% |
54% |
False |
False |
131 |
60 |
50,020 |
29,195 |
20,825 |
47.2% |
1,551 |
3.5% |
72% |
False |
False |
92 |
80 |
50,020 |
27,100 |
22,920 |
51.9% |
1,285 |
2.9% |
74% |
False |
False |
69 |
100 |
50,020 |
26,025 |
23,995 |
54.4% |
1,112 |
2.5% |
76% |
False |
False |
55 |
120 |
50,020 |
26,025 |
23,995 |
54.4% |
956 |
2.2% |
76% |
False |
False |
46 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
62,105 |
2.618 |
56,360 |
1.618 |
52,840 |
1.000 |
50,665 |
0.618 |
49,320 |
HIGH |
47,145 |
0.618 |
45,800 |
0.500 |
45,385 |
0.382 |
44,970 |
LOW |
43,625 |
0.618 |
41,450 |
1.000 |
40,105 |
1.618 |
37,930 |
2.618 |
34,410 |
4.250 |
28,665 |
|
|
Fisher Pivots for day following 12-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
45,385 |
46,823 |
PP |
44,972 |
45,930 |
S1 |
44,558 |
45,038 |
|