| 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 |
2,073.2 |
2,051.2 |
-22.0 |
-1.1% |
2,071.9 |
| High |
2,082.2 |
2,055.6 |
-26.6 |
-1.3% |
2,086.8 |
| Low |
2,047.4 |
2,024.2 |
-23.2 |
-1.1% |
2,037.2 |
| Close |
2,049.9 |
2,026.0 |
-23.9 |
-1.2% |
2,071.4 |
| Range |
34.8 |
31.4 |
-3.4 |
-9.8% |
49.6 |
| ATR |
29.0 |
29.2 |
0.2 |
0.6% |
0.0 |
| Volume |
25,500 |
26,641 |
1,141 |
4.5% |
289,586 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.5 |
2,109.1 |
2,043.3 |
|
| R3 |
2,098.1 |
2,077.7 |
2,034.6 |
|
| R2 |
2,066.7 |
2,066.7 |
2,031.8 |
|
| R1 |
2,046.3 |
2,046.3 |
2,028.9 |
2,040.8 |
| PP |
2,035.3 |
2,035.3 |
2,035.3 |
2,032.5 |
| S1 |
2,014.9 |
2,014.9 |
2,023.1 |
2,009.4 |
| S2 |
2,003.9 |
2,003.9 |
2,020.2 |
|
| S3 |
1,972.5 |
1,983.5 |
2,017.4 |
|
| S4 |
1,941.1 |
1,952.1 |
2,008.7 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.9 |
2,192.3 |
2,098.7 |
|
| R3 |
2,164.3 |
2,142.7 |
2,085.0 |
|
| R2 |
2,114.7 |
2,114.7 |
2,080.5 |
|
| R1 |
2,093.1 |
2,093.1 |
2,075.9 |
2,079.1 |
| PP |
2,065.1 |
2,065.1 |
2,065.1 |
2,058.2 |
| S1 |
2,043.5 |
2,043.5 |
2,066.9 |
2,029.5 |
| S2 |
2,015.5 |
2,015.5 |
2,062.3 |
|
| S3 |
1,965.9 |
1,993.9 |
2,057.8 |
|
| S4 |
1,916.3 |
1,944.3 |
2,044.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,086.8 |
2,024.2 |
62.6 |
3.1% |
31.6 |
1.6% |
3% |
False |
True |
46,500 |
| 10 |
2,094.2 |
2,024.2 |
70.0 |
3.5% |
29.5 |
1.5% |
3% |
False |
True |
39,701 |
| 20 |
2,118.0 |
2,024.2 |
93.8 |
4.6% |
24.7 |
1.2% |
2% |
False |
True |
23,254 |
| 40 |
2,171.5 |
2,006.7 |
164.8 |
8.1% |
27.4 |
1.4% |
12% |
False |
False |
15,387 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.7% |
25.8 |
1.3% |
26% |
False |
False |
11,303 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.3% |
24.9 |
1.2% |
53% |
False |
False |
9,044 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.3% |
22.6 |
1.1% |
53% |
False |
False |
7,379 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.3% |
21.7 |
1.1% |
53% |
False |
False |
6,235 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,189.1 |
|
2.618 |
2,137.8 |
|
1.618 |
2,106.4 |
|
1.000 |
2,087.0 |
|
0.618 |
2,075.0 |
|
HIGH |
2,055.6 |
|
0.618 |
2,043.6 |
|
0.500 |
2,039.9 |
|
0.382 |
2,036.2 |
|
LOW |
2,024.2 |
|
0.618 |
2,004.8 |
|
1.000 |
1,992.8 |
|
1.618 |
1,973.4 |
|
2.618 |
1,942.0 |
|
4.250 |
1,890.8 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,039.9 |
2,055.5 |
| PP |
2,035.3 |
2,045.7 |
| S1 |
2,030.6 |
2,035.8 |
|