| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,156.00 |
17,152.00 |
-4.00 |
0.0% |
16,686.00 |
| High |
17,250.00 |
17,242.00 |
-8.00 |
0.0% |
17,260.00 |
| Low |
17,076.50 |
17,022.75 |
-53.75 |
-0.3% |
16,584.75 |
| Close |
17,177.25 |
17,176.25 |
-1.00 |
0.0% |
17,177.25 |
| Range |
173.50 |
219.25 |
45.75 |
26.4% |
675.25 |
| ATR |
215.90 |
216.14 |
0.24 |
0.1% |
0.00 |
| Volume |
884 |
752 |
-132 |
-14.9% |
3,587 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,804.75 |
17,709.75 |
17,296.75 |
|
| R3 |
17,585.50 |
17,490.50 |
17,236.50 |
|
| R2 |
17,366.25 |
17,366.25 |
17,216.50 |
|
| R1 |
17,271.25 |
17,271.25 |
17,196.25 |
17,318.75 |
| PP |
17,147.00 |
17,147.00 |
17,147.00 |
17,170.75 |
| S1 |
17,052.00 |
17,052.00 |
17,156.25 |
17,099.50 |
| S2 |
16,927.75 |
16,927.75 |
17,136.00 |
|
| S3 |
16,708.50 |
16,832.75 |
17,116.00 |
|
| S4 |
16,489.25 |
16,613.50 |
17,055.75 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,033.00 |
18,780.50 |
17,548.75 |
|
| R3 |
18,357.75 |
18,105.25 |
17,363.00 |
|
| R2 |
17,682.50 |
17,682.50 |
17,301.00 |
|
| R1 |
17,430.00 |
17,430.00 |
17,239.25 |
17,556.25 |
| PP |
17,007.25 |
17,007.25 |
17,007.25 |
17,070.50 |
| S1 |
16,754.75 |
16,754.75 |
17,115.25 |
16,881.00 |
| S2 |
16,332.00 |
16,332.00 |
17,053.50 |
|
| S3 |
15,656.75 |
16,079.50 |
16,991.50 |
|
| S4 |
14,981.50 |
15,404.25 |
16,805.75 |
|
|
| 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 |
16,866.00 |
394.00 |
2.3% |
216.25 |
1.3% |
79% |
False |
False |
706 |
| 10 |
17,260.00 |
16,541.50 |
718.50 |
4.2% |
252.50 |
1.5% |
88% |
False |
False |
803 |
| 20 |
17,371.75 |
16,541.50 |
830.25 |
4.8% |
204.00 |
1.2% |
76% |
False |
False |
581 |
| 40 |
17,371.75 |
16,124.25 |
1,247.50 |
7.3% |
199.00 |
1.2% |
84% |
False |
False |
337 |
| 60 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
209.00 |
1.2% |
93% |
False |
False |
230 |
| 80 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
213.50 |
1.2% |
93% |
False |
False |
174 |
| 100 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
180.25 |
1.0% |
93% |
False |
False |
139 |
| 120 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
156.00 |
0.9% |
93% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,173.75 |
|
2.618 |
17,816.00 |
|
1.618 |
17,596.75 |
|
1.000 |
17,461.25 |
|
0.618 |
17,377.50 |
|
HIGH |
17,242.00 |
|
0.618 |
17,158.25 |
|
0.500 |
17,132.50 |
|
0.382 |
17,106.50 |
|
LOW |
17,022.75 |
|
0.618 |
16,887.25 |
|
1.000 |
16,803.50 |
|
1.618 |
16,668.00 |
|
2.618 |
16,448.75 |
|
4.250 |
16,091.00 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,161.50 |
17,154.50 |
| PP |
17,147.00 |
17,132.75 |
| S1 |
17,132.50 |
17,111.00 |
|