| 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 |
2,051.2 |
2,028.6 |
-22.6 |
-1.1% |
2,071.9 |
| High |
2,055.6 |
2,044.9 |
-10.7 |
-0.5% |
2,086.8 |
| Low |
2,024.2 |
2,027.2 |
3.0 |
0.1% |
2,037.2 |
| Close |
2,026.0 |
2,041.1 |
15.1 |
0.7% |
2,071.4 |
| Range |
31.4 |
17.7 |
-13.7 |
-43.6% |
49.6 |
| ATR |
29.2 |
28.5 |
-0.7 |
-2.5% |
0.0 |
| Volume |
26,641 |
28,971 |
2,330 |
8.7% |
289,586 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.8 |
2,083.7 |
2,050.8 |
|
| R3 |
2,073.1 |
2,066.0 |
2,046.0 |
|
| R2 |
2,055.4 |
2,055.4 |
2,044.3 |
|
| R1 |
2,048.3 |
2,048.3 |
2,042.7 |
2,051.9 |
| PP |
2,037.7 |
2,037.7 |
2,037.7 |
2,039.5 |
| S1 |
2,030.6 |
2,030.6 |
2,039.5 |
2,034.2 |
| S2 |
2,020.0 |
2,020.0 |
2,037.9 |
|
| S3 |
2,002.3 |
2,012.9 |
2,036.2 |
|
| S4 |
1,984.6 |
1,995.2 |
2,031.4 |
|
|
| 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% |
31.1 |
1.5% |
27% |
False |
False |
41,333 |
| 10 |
2,090.7 |
2,024.2 |
66.5 |
3.3% |
27.7 |
1.4% |
25% |
False |
False |
40,156 |
| 20 |
2,118.0 |
2,024.2 |
93.8 |
4.6% |
24.7 |
1.2% |
18% |
False |
False |
24,352 |
| 40 |
2,171.5 |
2,006.7 |
164.8 |
8.1% |
27.5 |
1.3% |
21% |
False |
False |
16,048 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.7 |
1.3% |
34% |
False |
False |
11,744 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
25.0 |
1.2% |
58% |
False |
False |
9,397 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.7 |
1.1% |
58% |
False |
False |
7,665 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
21.6 |
1.1% |
58% |
False |
False |
6,472 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,120.1 |
|
2.618 |
2,091.2 |
|
1.618 |
2,073.5 |
|
1.000 |
2,062.6 |
|
0.618 |
2,055.8 |
|
HIGH |
2,044.9 |
|
0.618 |
2,038.1 |
|
0.500 |
2,036.1 |
|
0.382 |
2,034.0 |
|
LOW |
2,027.2 |
|
0.618 |
2,016.3 |
|
1.000 |
2,009.5 |
|
1.618 |
1,998.6 |
|
2.618 |
1,980.9 |
|
4.250 |
1,952.0 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,039.4 |
2,053.2 |
| PP |
2,037.7 |
2,049.2 |
| S1 |
2,036.1 |
2,045.1 |
|