| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,321.50 |
17,699.00 |
377.50 |
2.2% |
17,152.00 |
| High |
17,687.75 |
17,805.00 |
117.25 |
0.7% |
17,687.75 |
| Low |
17,321.50 |
17,657.25 |
335.75 |
1.9% |
16,899.75 |
| Close |
17,657.25 |
17,680.50 |
23.25 |
0.1% |
17,657.25 |
| Range |
366.25 |
147.75 |
-218.50 |
-59.7% |
788.00 |
| ATR |
236.41 |
230.08 |
-6.33 |
-2.7% |
0.00 |
| Volume |
1,106 |
973 |
-133 |
-12.0% |
3,587 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,157.50 |
18,066.75 |
17,761.75 |
|
| R3 |
18,009.75 |
17,919.00 |
17,721.25 |
|
| R2 |
17,862.00 |
17,862.00 |
17,707.50 |
|
| R1 |
17,771.25 |
17,771.25 |
17,694.00 |
17,742.75 |
| PP |
17,714.25 |
17,714.25 |
17,714.25 |
17,700.00 |
| S1 |
17,623.50 |
17,623.50 |
17,667.00 |
17,595.00 |
| S2 |
17,566.50 |
17,566.50 |
17,653.50 |
|
| S3 |
17,418.75 |
17,475.75 |
17,639.75 |
|
| S4 |
17,271.00 |
17,328.00 |
17,599.25 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,779.00 |
19,506.00 |
18,090.75 |
|
| R3 |
18,991.00 |
18,718.00 |
17,874.00 |
|
| R2 |
18,203.00 |
18,203.00 |
17,801.75 |
|
| R1 |
17,930.00 |
17,930.00 |
17,729.50 |
18,066.50 |
| PP |
17,415.00 |
17,415.00 |
17,415.00 |
17,483.00 |
| S1 |
17,142.00 |
17,142.00 |
17,585.00 |
17,278.50 |
| S2 |
16,627.00 |
16,627.00 |
17,512.75 |
|
| S3 |
15,839.00 |
16,354.00 |
17,440.50 |
|
| S4 |
15,051.00 |
15,566.00 |
17,223.75 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,805.00 |
16,899.75 |
905.25 |
5.1% |
263.00 |
1.5% |
86% |
True |
False |
912 |
| 10 |
17,805.00 |
16,584.75 |
1,220.25 |
6.9% |
260.75 |
1.5% |
90% |
True |
False |
814 |
| 20 |
17,805.00 |
16,541.50 |
1,263.50 |
7.1% |
220.75 |
1.2% |
90% |
True |
False |
683 |
| 40 |
17,805.00 |
16,124.25 |
1,680.75 |
9.5% |
209.50 |
1.2% |
93% |
True |
False |
429 |
| 60 |
17,805.00 |
14,513.75 |
3,291.25 |
18.6% |
210.25 |
1.2% |
96% |
True |
False |
293 |
| 80 |
17,805.00 |
14,513.75 |
3,291.25 |
18.6% |
220.25 |
1.2% |
96% |
True |
False |
221 |
| 100 |
17,805.00 |
14,513.75 |
3,291.25 |
18.6% |
186.50 |
1.1% |
96% |
True |
False |
177 |
| 120 |
17,805.00 |
14,513.75 |
3,291.25 |
18.6% |
163.25 |
0.9% |
96% |
True |
False |
148 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,433.00 |
|
2.618 |
18,191.75 |
|
1.618 |
18,044.00 |
|
1.000 |
17,952.75 |
|
0.618 |
17,896.25 |
|
HIGH |
17,805.00 |
|
0.618 |
17,748.50 |
|
0.500 |
17,731.00 |
|
0.382 |
17,713.75 |
|
LOW |
17,657.25 |
|
0.618 |
17,566.00 |
|
1.000 |
17,509.50 |
|
1.618 |
17,418.25 |
|
2.618 |
17,270.50 |
|
4.250 |
17,029.25 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,731.00 |
17,595.50 |
| PP |
17,714.25 |
17,510.50 |
| S1 |
17,697.50 |
17,425.50 |
|