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 |
45,510 |
47,195 |
1,685 |
3.7% |
47,720 |
High |
47,885 |
50,250 |
2,365 |
4.9% |
48,120 |
Low |
45,475 |
46,400 |
925 |
2.0% |
42,380 |
Close |
47,240 |
47,020 |
-220 |
-0.5% |
45,300 |
Range |
2,410 |
3,850 |
1,440 |
59.8% |
5,740 |
ATR |
2,233 |
2,348 |
116 |
5.2% |
0 |
Volume |
26 |
96 |
70 |
269.2% |
155 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
59,440 |
57,080 |
49,138 |
|
R3 |
55,590 |
53,230 |
48,079 |
|
R2 |
51,740 |
51,740 |
47,726 |
|
R1 |
49,380 |
49,380 |
47,373 |
48,635 |
PP |
47,890 |
47,890 |
47,890 |
47,518 |
S1 |
45,530 |
45,530 |
46,667 |
44,785 |
S2 |
44,040 |
44,040 |
46,314 |
|
S3 |
40,190 |
41,680 |
45,961 |
|
S4 |
36,340 |
37,830 |
44,903 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
62,487 |
59,633 |
48,457 |
|
R3 |
56,747 |
53,893 |
46,879 |
|
R2 |
51,007 |
51,007 |
46,352 |
|
R1 |
48,153 |
48,153 |
45,826 |
46,710 |
PP |
45,267 |
45,267 |
45,267 |
44,545 |
S1 |
42,413 |
42,413 |
44,774 |
40,970 |
S2 |
39,527 |
39,527 |
44,248 |
|
S3 |
33,787 |
36,673 |
43,722 |
|
S4 |
28,047 |
30,933 |
42,143 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
50,250 |
44,430 |
5,820 |
12.4% |
2,987 |
6.4% |
45% |
True |
False |
36 |
10 |
50,250 |
42,380 |
7,870 |
16.7% |
2,656 |
5.6% |
59% |
True |
False |
34 |
20 |
50,250 |
42,235 |
8,015 |
17.0% |
1,927 |
4.1% |
60% |
True |
False |
25 |
40 |
50,250 |
36,720 |
13,530 |
28.8% |
1,462 |
3.1% |
76% |
True |
False |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
66,613 |
2.618 |
60,329 |
1.618 |
56,479 |
1.000 |
54,100 |
0.618 |
52,629 |
HIGH |
50,250 |
0.618 |
48,779 |
0.500 |
48,325 |
0.382 |
47,871 |
LOW |
46,400 |
0.618 |
44,021 |
1.000 |
42,550 |
1.618 |
40,171 |
2.618 |
36,321 |
4.250 |
30,038 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
48,325 |
47,863 |
PP |
47,890 |
47,582 |
S1 |
47,455 |
47,301 |
|