| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,189.75 |
17,065.00 |
-124.75 |
-0.7% |
16,686.00 |
| High |
17,189.75 |
17,337.50 |
147.75 |
0.9% |
17,260.00 |
| Low |
16,899.75 |
17,046.00 |
146.25 |
0.9% |
16,584.75 |
| Close |
17,080.00 |
17,323.25 |
243.25 |
1.4% |
17,177.25 |
| Range |
290.00 |
291.50 |
1.50 |
0.5% |
675.25 |
| ATR |
221.42 |
226.42 |
5.01 |
2.3% |
0.00 |
| Volume |
723 |
1,006 |
283 |
39.1% |
3,587 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,110.00 |
18,008.25 |
17,483.50 |
|
| R3 |
17,818.50 |
17,716.75 |
17,403.50 |
|
| R2 |
17,527.00 |
17,527.00 |
17,376.75 |
|
| R1 |
17,425.25 |
17,425.25 |
17,350.00 |
17,476.00 |
| PP |
17,235.50 |
17,235.50 |
17,235.50 |
17,261.00 |
| S1 |
17,133.75 |
17,133.75 |
17,296.50 |
17,184.50 |
| S2 |
16,944.00 |
16,944.00 |
17,269.75 |
|
| S3 |
16,652.50 |
16,842.25 |
17,243.00 |
|
| S4 |
16,361.00 |
16,550.75 |
17,163.00 |
|
|
| 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 |
17,337.50 |
16,899.75 |
437.75 |
2.5% |
254.50 |
1.5% |
97% |
True |
False |
828 |
| 10 |
17,337.50 |
16,541.50 |
796.00 |
4.6% |
248.25 |
1.4% |
98% |
True |
False |
796 |
| 20 |
17,371.75 |
16,541.50 |
830.25 |
4.8% |
216.50 |
1.2% |
94% |
False |
False |
624 |
| 40 |
17,371.75 |
16,124.25 |
1,247.50 |
7.2% |
208.50 |
1.2% |
96% |
False |
False |
379 |
| 60 |
17,371.75 |
14,513.75 |
2,858.00 |
16.5% |
210.75 |
1.2% |
98% |
False |
False |
258 |
| 80 |
17,371.75 |
14,513.75 |
2,858.00 |
16.5% |
217.50 |
1.3% |
98% |
False |
False |
195 |
| 100 |
17,371.75 |
14,513.75 |
2,858.00 |
16.5% |
181.50 |
1.0% |
98% |
False |
False |
157 |
| 120 |
17,371.75 |
14,513.75 |
2,858.00 |
16.5% |
159.00 |
0.9% |
98% |
False |
False |
131 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,576.50 |
|
2.618 |
18,100.75 |
|
1.618 |
17,809.25 |
|
1.000 |
17,629.00 |
|
0.618 |
17,517.75 |
|
HIGH |
17,337.50 |
|
0.618 |
17,226.25 |
|
0.500 |
17,191.75 |
|
0.382 |
17,157.25 |
|
LOW |
17,046.00 |
|
0.618 |
16,865.75 |
|
1.000 |
16,754.50 |
|
1.618 |
16,574.25 |
|
2.618 |
16,282.75 |
|
4.250 |
15,807.00 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,279.50 |
17,255.00 |
| PP |
17,235.50 |
17,186.75 |
| S1 |
17,191.75 |
17,118.50 |
|