| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,052.75 |
17,159.00 |
106.25 |
0.6% |
17,224.00 |
| High |
17,191.25 |
17,260.00 |
68.75 |
0.4% |
17,245.25 |
| Low |
17,010.00 |
16,961.75 |
-48.25 |
-0.3% |
16,541.50 |
| Close |
17,152.75 |
17,175.00 |
22.25 |
0.1% |
16,665.25 |
| Range |
181.25 |
298.25 |
117.00 |
64.6% |
703.75 |
| ATR |
213.08 |
219.16 |
6.08 |
2.9% |
0.00 |
| Volume |
482 |
777 |
295 |
61.2% |
3,694 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,027.00 |
17,899.25 |
17,339.00 |
|
| R3 |
17,728.75 |
17,601.00 |
17,257.00 |
|
| R2 |
17,430.50 |
17,430.50 |
17,229.75 |
|
| R1 |
17,302.75 |
17,302.75 |
17,202.25 |
17,366.50 |
| PP |
17,132.25 |
17,132.25 |
17,132.25 |
17,164.25 |
| S1 |
17,004.50 |
17,004.50 |
17,147.75 |
17,068.50 |
| S2 |
16,834.00 |
16,834.00 |
17,120.25 |
|
| S3 |
16,535.75 |
16,706.25 |
17,093.00 |
|
| S4 |
16,237.50 |
16,408.00 |
17,011.00 |
|
|
| 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 |
17,260.00 |
16,541.50 |
718.50 |
4.2% |
271.75 |
1.6% |
88% |
True |
False |
765 |
| 10 |
17,371.75 |
16,541.50 |
830.25 |
4.8% |
240.75 |
1.4% |
76% |
False |
False |
707 |
| 20 |
17,371.75 |
16,541.50 |
830.25 |
4.8% |
208.25 |
1.2% |
76% |
False |
False |
541 |
| 40 |
17,371.75 |
15,995.75 |
1,376.00 |
8.0% |
201.50 |
1.2% |
86% |
False |
False |
298 |
| 60 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
210.00 |
1.2% |
93% |
False |
False |
203 |
| 80 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
213.75 |
1.2% |
93% |
False |
False |
154 |
| 100 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
177.00 |
1.0% |
93% |
False |
False |
123 |
| 120 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
152.75 |
0.9% |
93% |
False |
False |
103 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,527.50 |
|
2.618 |
18,040.75 |
|
1.618 |
17,742.50 |
|
1.000 |
17,558.25 |
|
0.618 |
17,444.25 |
|
HIGH |
17,260.00 |
|
0.618 |
17,146.00 |
|
0.500 |
17,111.00 |
|
0.382 |
17,075.75 |
|
LOW |
16,961.75 |
|
0.618 |
16,777.50 |
|
1.000 |
16,663.50 |
|
1.618 |
16,479.25 |
|
2.618 |
16,181.00 |
|
4.250 |
15,694.25 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,153.50 |
17,137.75 |
| PP |
17,132.25 |
17,100.25 |
| S1 |
17,111.00 |
17,063.00 |
|