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 |
4,863.25 |
4,852.75 |
-10.50 |
-0.2% |
4,789.50 |
High |
4,874.50 |
4,852.75 |
-21.75 |
-0.4% |
4,890.25 |
Low |
4,831.75 |
4,799.25 |
-32.50 |
-0.7% |
4,767.25 |
Close |
4,851.00 |
4,824.00 |
-27.00 |
-0.6% |
4,868.25 |
Range |
42.75 |
53.50 |
10.75 |
25.1% |
123.00 |
ATR |
46.08 |
46.61 |
0.53 |
1.1% |
0.00 |
Volume |
1,767 |
2,360 |
593 |
33.6% |
12,632 |
|
Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,985.75 |
4,958.50 |
4,853.50 |
|
R3 |
4,932.25 |
4,905.00 |
4,838.75 |
|
R2 |
4,878.75 |
4,878.75 |
4,833.75 |
|
R1 |
4,851.50 |
4,851.50 |
4,829.00 |
4,838.50 |
PP |
4,825.25 |
4,825.25 |
4,825.25 |
4,818.75 |
S1 |
4,798.00 |
4,798.00 |
4,819.00 |
4,785.00 |
S2 |
4,771.75 |
4,771.75 |
4,814.25 |
|
S3 |
4,718.25 |
4,744.50 |
4,809.25 |
|
S4 |
4,664.75 |
4,691.00 |
4,794.50 |
|
|
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 |
4,799.25 |
91.00 |
1.9% |
49.25 |
1.0% |
27% |
False |
True |
2,093 |
10 |
4,890.25 |
4,754.50 |
135.75 |
2.8% |
51.50 |
1.1% |
51% |
False |
False |
4,270 |
20 |
4,892.25 |
4,754.50 |
137.75 |
2.9% |
46.25 |
1.0% |
50% |
False |
False |
2,861 |
40 |
4,892.25 |
4,614.25 |
278.00 |
5.8% |
41.50 |
0.9% |
75% |
False |
False |
1,756 |
60 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
45.00 |
0.9% |
90% |
False |
False |
1,267 |
80 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
48.50 |
1.0% |
90% |
False |
False |
973 |
100 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
45.50 |
0.9% |
90% |
False |
False |
812 |
120 |
4,892.25 |
4,215.25 |
677.00 |
14.0% |
40.50 |
0.8% |
90% |
False |
False |
681 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,080.00 |
2.618 |
4,992.75 |
1.618 |
4,939.25 |
1.000 |
4,906.25 |
0.618 |
4,885.75 |
HIGH |
4,852.75 |
0.618 |
4,832.25 |
0.500 |
4,826.00 |
0.382 |
4,819.75 |
LOW |
4,799.25 |
0.618 |
4,766.25 |
1.000 |
4,745.75 |
1.618 |
4,712.75 |
2.618 |
4,659.25 |
4.250 |
4,572.00 |
|
|
Fisher Pivots for day following 17-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,826.00 |
4,844.00 |
PP |
4,825.25 |
4,837.25 |
S1 |
4,824.75 |
4,830.50 |
|