| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,991.00 |
17,052.75 |
61.75 |
0.4% |
17,224.00 |
| High |
17,074.50 |
17,191.25 |
116.75 |
0.7% |
17,245.25 |
| Low |
16,866.00 |
17,010.00 |
144.00 |
0.9% |
16,541.50 |
| Close |
17,036.75 |
17,152.75 |
116.00 |
0.7% |
16,665.25 |
| Range |
208.50 |
181.25 |
-27.25 |
-13.1% |
703.75 |
| ATR |
215.53 |
213.08 |
-2.45 |
-1.1% |
0.00 |
| Volume |
637 |
482 |
-155 |
-24.3% |
3,694 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,661.75 |
17,588.50 |
17,252.50 |
|
| R3 |
17,480.50 |
17,407.25 |
17,202.50 |
|
| R2 |
17,299.25 |
17,299.25 |
17,186.00 |
|
| R1 |
17,226.00 |
17,226.00 |
17,169.25 |
17,262.50 |
| PP |
17,118.00 |
17,118.00 |
17,118.00 |
17,136.25 |
| S1 |
17,044.75 |
17,044.75 |
17,136.25 |
17,081.50 |
| S2 |
16,936.75 |
16,936.75 |
17,119.50 |
|
| S3 |
16,755.50 |
16,863.50 |
17,103.00 |
|
| S4 |
16,574.25 |
16,682.25 |
17,053.00 |
|
|
| 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 |
17,191.25 |
16,541.50 |
649.75 |
3.8% |
241.75 |
1.4% |
94% |
True |
False |
764 |
| 10 |
17,371.75 |
16,541.50 |
830.25 |
4.8% |
218.00 |
1.3% |
74% |
False |
False |
662 |
| 20 |
17,371.75 |
16,541.50 |
830.25 |
4.8% |
203.00 |
1.2% |
74% |
False |
False |
517 |
| 40 |
17,371.75 |
15,870.00 |
1,501.75 |
8.8% |
196.50 |
1.1% |
85% |
False |
False |
279 |
| 60 |
17,371.75 |
14,513.75 |
2,858.00 |
16.7% |
209.00 |
1.2% |
92% |
False |
False |
190 |
| 80 |
17,371.75 |
14,513.75 |
2,858.00 |
16.7% |
210.50 |
1.2% |
92% |
False |
False |
144 |
| 100 |
17,371.75 |
14,513.75 |
2,858.00 |
16.7% |
174.25 |
1.0% |
92% |
False |
False |
115 |
| 120 |
17,371.75 |
14,513.75 |
2,858.00 |
16.7% |
150.75 |
0.9% |
92% |
False |
False |
96 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,961.50 |
|
2.618 |
17,665.75 |
|
1.618 |
17,484.50 |
|
1.000 |
17,372.50 |
|
0.618 |
17,303.25 |
|
HIGH |
17,191.25 |
|
0.618 |
17,122.00 |
|
0.500 |
17,100.50 |
|
0.382 |
17,079.25 |
|
LOW |
17,010.00 |
|
0.618 |
16,898.00 |
|
1.000 |
16,828.75 |
|
1.618 |
16,716.75 |
|
2.618 |
16,535.50 |
|
4.250 |
16,239.75 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,135.50 |
17,064.50 |
| PP |
17,118.00 |
16,976.25 |
| S1 |
17,100.50 |
16,888.00 |
|