| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,667.00 |
16,686.00 |
19.00 |
0.1% |
17,224.00 |
| High |
16,780.25 |
17,017.00 |
236.75 |
1.4% |
17,245.25 |
| Low |
16,541.50 |
16,584.75 |
43.25 |
0.3% |
16,541.50 |
| Close |
16,665.25 |
17,010.25 |
345.00 |
2.1% |
16,665.25 |
| Range |
238.75 |
432.25 |
193.50 |
81.0% |
703.75 |
| ATR |
199.44 |
216.07 |
16.63 |
8.3% |
0.00 |
| Volume |
1,122 |
807 |
-315 |
-28.1% |
3,694 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,167.50 |
18,021.00 |
17,248.00 |
|
| R3 |
17,735.25 |
17,588.75 |
17,129.00 |
|
| R2 |
17,303.00 |
17,303.00 |
17,089.50 |
|
| R1 |
17,156.50 |
17,156.50 |
17,049.75 |
17,229.75 |
| PP |
16,870.75 |
16,870.75 |
16,870.75 |
16,907.25 |
| S1 |
16,724.25 |
16,724.25 |
16,970.75 |
16,797.50 |
| S2 |
16,438.50 |
16,438.50 |
16,931.00 |
|
| S3 |
16,006.25 |
16,292.00 |
16,891.50 |
|
| S4 |
15,574.00 |
15,859.75 |
16,772.50 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,928.50 |
18,500.75 |
17,052.25 |
|
| R3 |
18,224.75 |
17,797.00 |
16,858.75 |
|
| R2 |
17,521.00 |
17,521.00 |
16,794.25 |
|
| R1 |
17,093.25 |
17,093.25 |
16,729.75 |
16,955.25 |
| PP |
16,817.25 |
16,817.25 |
16,817.25 |
16,748.50 |
| S1 |
16,389.50 |
16,389.50 |
16,600.75 |
16,251.50 |
| S2 |
16,113.50 |
16,113.50 |
16,536.25 |
|
| S3 |
15,409.75 |
15,685.75 |
16,471.75 |
|
| S4 |
14,706.00 |
14,982.00 |
16,278.25 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,245.25 |
16,541.50 |
703.75 |
4.1% |
289.00 |
1.7% |
67% |
False |
False |
900 |
| 10 |
17,371.75 |
16,541.50 |
830.25 |
4.9% |
206.75 |
1.2% |
56% |
False |
False |
593 |
| 20 |
17,371.75 |
16,325.75 |
1,046.00 |
6.1% |
204.75 |
1.2% |
65% |
False |
False |
466 |
| 40 |
17,371.75 |
15,608.75 |
1,763.00 |
10.4% |
201.75 |
1.2% |
79% |
False |
False |
251 |
| 60 |
17,371.75 |
14,513.75 |
2,858.00 |
16.8% |
211.00 |
1.2% |
87% |
False |
False |
172 |
| 80 |
17,371.75 |
14,513.75 |
2,858.00 |
16.8% |
205.50 |
1.2% |
87% |
False |
False |
130 |
| 100 |
17,371.75 |
14,513.75 |
2,858.00 |
16.8% |
170.25 |
1.0% |
87% |
False |
False |
104 |
| 120 |
17,371.75 |
14,513.75 |
2,858.00 |
16.8% |
147.50 |
0.9% |
87% |
False |
False |
87 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,854.00 |
|
2.618 |
18,148.75 |
|
1.618 |
17,716.50 |
|
1.000 |
17,449.25 |
|
0.618 |
17,284.25 |
|
HIGH |
17,017.00 |
|
0.618 |
16,852.00 |
|
0.500 |
16,801.00 |
|
0.382 |
16,749.75 |
|
LOW |
16,584.75 |
|
0.618 |
16,317.50 |
|
1.000 |
16,152.50 |
|
1.618 |
15,885.25 |
|
2.618 |
15,453.00 |
|
4.250 |
14,747.75 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,940.50 |
16,933.25 |
| PP |
16,870.75 |
16,856.25 |
| S1 |
16,801.00 |
16,779.25 |
|