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 |
4,871.00 |
4,865.50 |
-5.50 |
-0.1% |
4,789.50 |
High |
4,890.25 |
4,888.50 |
-1.75 |
0.0% |
4,890.25 |
Low |
4,825.50 |
4,844.50 |
19.00 |
0.4% |
4,767.25 |
Close |
4,868.00 |
4,868.25 |
0.25 |
0.0% |
4,868.25 |
Range |
64.75 |
44.00 |
-20.75 |
-32.0% |
123.00 |
ATR |
46.52 |
46.34 |
-0.18 |
-0.4% |
0.00 |
Volume |
2,615 |
2,073 |
-542 |
-20.7% |
12,632 |
|
Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,999.00 |
4,977.75 |
4,892.50 |
|
R3 |
4,955.00 |
4,933.75 |
4,880.25 |
|
R2 |
4,911.00 |
4,911.00 |
4,876.25 |
|
R1 |
4,889.75 |
4,889.75 |
4,872.25 |
4,900.50 |
PP |
4,867.00 |
4,867.00 |
4,867.00 |
4,872.50 |
S1 |
4,845.75 |
4,845.75 |
4,864.25 |
4,856.50 |
S2 |
4,823.00 |
4,823.00 |
4,860.25 |
|
S3 |
4,779.00 |
4,801.75 |
4,856.25 |
|
S4 |
4,735.00 |
4,757.75 |
4,844.00 |
|
|
Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,211.00 |
5,162.50 |
4,936.00 |
|
R3 |
5,088.00 |
5,039.50 |
4,902.00 |
|
R2 |
4,965.00 |
4,965.00 |
4,890.75 |
|
R1 |
4,916.50 |
4,916.50 |
4,879.50 |
4,940.75 |
PP |
4,842.00 |
4,842.00 |
4,842.00 |
4,854.00 |
S1 |
4,793.50 |
4,793.50 |
4,857.00 |
4,817.75 |
S2 |
4,719.00 |
4,719.00 |
4,845.75 |
|
S3 |
4,596.00 |
4,670.50 |
4,834.50 |
|
S4 |
4,473.00 |
4,547.50 |
4,800.50 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,890.25 |
4,767.25 |
123.00 |
2.5% |
54.75 |
1.1% |
82% |
False |
False |
2,526 |
10 |
4,891.75 |
4,754.50 |
137.25 |
2.8% |
52.50 |
1.1% |
83% |
False |
False |
4,364 |
20 |
4,892.25 |
4,754.50 |
137.75 |
2.8% |
45.00 |
0.9% |
83% |
False |
False |
2,936 |
40 |
4,892.25 |
4,602.75 |
289.50 |
5.9% |
40.25 |
0.8% |
92% |
False |
False |
1,661 |
60 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
45.25 |
0.9% |
96% |
False |
False |
1,201 |
80 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
48.75 |
1.0% |
96% |
False |
False |
928 |
100 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
45.00 |
0.9% |
96% |
False |
False |
771 |
120 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
39.75 |
0.8% |
96% |
False |
False |
648 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,075.50 |
2.618 |
5,003.75 |
1.618 |
4,959.75 |
1.000 |
4,932.50 |
0.618 |
4,915.75 |
HIGH |
4,888.50 |
0.618 |
4,871.75 |
0.500 |
4,866.50 |
0.382 |
4,861.25 |
LOW |
4,844.50 |
0.618 |
4,817.25 |
1.000 |
4,800.50 |
1.618 |
4,773.25 |
2.618 |
4,729.25 |
4.250 |
4,657.50 |
|
|
Fisher Pivots for day following 12-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,867.75 |
4,864.75 |
PP |
4,867.00 |
4,861.25 |
S1 |
4,866.50 |
4,858.00 |
|