| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,686.00 |
16,991.00 |
305.00 |
1.8% |
17,224.00 |
| High |
17,017.00 |
17,074.50 |
57.50 |
0.3% |
17,245.25 |
| Low |
16,584.75 |
16,866.00 |
281.25 |
1.7% |
16,541.50 |
| Close |
17,010.25 |
17,036.75 |
26.50 |
0.2% |
16,665.25 |
| Range |
432.25 |
208.50 |
-223.75 |
-51.8% |
703.75 |
| ATR |
216.07 |
215.53 |
-0.54 |
-0.3% |
0.00 |
| Volume |
807 |
637 |
-170 |
-21.1% |
3,694 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,618.00 |
17,535.75 |
17,151.50 |
|
| R3 |
17,409.50 |
17,327.25 |
17,094.00 |
|
| R2 |
17,201.00 |
17,201.00 |
17,075.00 |
|
| R1 |
17,118.75 |
17,118.75 |
17,055.75 |
17,160.00 |
| PP |
16,992.50 |
16,992.50 |
16,992.50 |
17,013.00 |
| S1 |
16,910.25 |
16,910.25 |
17,017.75 |
16,951.50 |
| S2 |
16,784.00 |
16,784.00 |
16,998.50 |
|
| S3 |
16,575.50 |
16,701.75 |
16,979.50 |
|
| S4 |
16,367.00 |
16,493.25 |
16,922.00 |
|
|
| 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 |
17,074.50 |
16,541.50 |
533.00 |
3.1% |
247.75 |
1.5% |
93% |
True |
False |
870 |
| 10 |
17,371.75 |
16,541.50 |
830.25 |
4.9% |
213.25 |
1.3% |
60% |
False |
False |
634 |
| 20 |
17,371.75 |
16,465.50 |
906.25 |
5.3% |
204.50 |
1.2% |
63% |
False |
False |
496 |
| 40 |
17,371.75 |
15,608.75 |
1,763.00 |
10.3% |
201.75 |
1.2% |
81% |
False |
False |
267 |
| 60 |
17,371.75 |
14,513.75 |
2,858.00 |
16.8% |
210.75 |
1.2% |
88% |
False |
False |
182 |
| 80 |
17,371.75 |
14,513.75 |
2,858.00 |
16.8% |
208.00 |
1.2% |
88% |
False |
False |
138 |
| 100 |
17,371.75 |
14,513.75 |
2,858.00 |
16.8% |
172.50 |
1.0% |
88% |
False |
False |
111 |
| 120 |
17,371.75 |
14,513.75 |
2,858.00 |
16.8% |
149.25 |
0.9% |
88% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,960.50 |
|
2.618 |
17,620.25 |
|
1.618 |
17,411.75 |
|
1.000 |
17,283.00 |
|
0.618 |
17,203.25 |
|
HIGH |
17,074.50 |
|
0.618 |
16,994.75 |
|
0.500 |
16,970.25 |
|
0.382 |
16,945.75 |
|
LOW |
16,866.00 |
|
0.618 |
16,737.25 |
|
1.000 |
16,657.50 |
|
1.618 |
16,528.75 |
|
2.618 |
16,320.25 |
|
4.250 |
15,980.00 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,014.50 |
16,960.50 |
| PP |
16,992.50 |
16,884.25 |
| S1 |
16,970.25 |
16,808.00 |
|