Trading Metrics calculated at close of trading on 16-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,865.50 |
4,863.25 |
-2.25 |
0.0% |
4,789.50 |
High |
4,888.50 |
4,874.50 |
-14.00 |
-0.3% |
4,890.25 |
Low |
4,844.50 |
4,831.75 |
-12.75 |
-0.3% |
4,767.25 |
Close |
4,868.25 |
4,851.00 |
-17.25 |
-0.4% |
4,868.25 |
Range |
44.00 |
42.75 |
-1.25 |
-2.8% |
123.00 |
ATR |
46.34 |
46.08 |
-0.26 |
-0.6% |
0.00 |
Volume |
2,073 |
1,767 |
-306 |
-14.8% |
12,632 |
|
Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,980.75 |
4,958.50 |
4,874.50 |
|
R3 |
4,938.00 |
4,915.75 |
4,862.75 |
|
R2 |
4,895.25 |
4,895.25 |
4,858.75 |
|
R1 |
4,873.00 |
4,873.00 |
4,855.00 |
4,862.75 |
PP |
4,852.50 |
4,852.50 |
4,852.50 |
4,847.25 |
S1 |
4,830.25 |
4,830.25 |
4,847.00 |
4,820.00 |
S2 |
4,809.75 |
4,809.75 |
4,843.25 |
|
S3 |
4,767.00 |
4,787.50 |
4,839.25 |
|
S4 |
4,724.25 |
4,744.75 |
4,827.50 |
|
|
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 |
4,820.00 |
70.25 |
1.4% |
45.75 |
0.9% |
44% |
False |
False |
1,823 |
10 |
4,890.25 |
4,754.50 |
135.75 |
2.8% |
52.50 |
1.1% |
71% |
False |
False |
4,400 |
20 |
4,892.25 |
4,754.50 |
137.75 |
2.8% |
45.00 |
0.9% |
70% |
False |
False |
2,905 |
40 |
4,892.25 |
4,602.75 |
289.50 |
6.0% |
40.75 |
0.8% |
86% |
False |
False |
1,703 |
60 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
45.25 |
0.9% |
94% |
False |
False |
1,229 |
80 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
48.50 |
1.0% |
94% |
False |
False |
947 |
100 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
45.25 |
0.9% |
94% |
False |
False |
789 |
120 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
40.25 |
0.8% |
94% |
False |
False |
662 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,056.25 |
2.618 |
4,986.50 |
1.618 |
4,943.75 |
1.000 |
4,917.25 |
0.618 |
4,901.00 |
HIGH |
4,874.50 |
0.618 |
4,858.25 |
0.500 |
4,853.00 |
0.382 |
4,848.00 |
LOW |
4,831.75 |
0.618 |
4,805.25 |
1.000 |
4,789.00 |
1.618 |
4,762.50 |
2.618 |
4,719.75 |
4.250 |
4,650.00 |
|
|
Fisher Pivots for day following 16-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,853.00 |
4,858.00 |
PP |
4,852.50 |
4,855.50 |
S1 |
4,851.75 |
4,853.25 |
|