| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,699.00 |
17,677.25 |
-21.75 |
-0.1% |
17,152.00 |
| High |
17,805.00 |
17,780.00 |
-25.00 |
-0.1% |
17,687.75 |
| Low |
17,657.25 |
17,633.75 |
-23.50 |
-0.1% |
16,899.75 |
| Close |
17,680.50 |
17,755.00 |
74.50 |
0.4% |
17,657.25 |
| Range |
147.75 |
146.25 |
-1.50 |
-1.0% |
788.00 |
| ATR |
230.08 |
224.09 |
-5.99 |
-2.6% |
0.00 |
| Volume |
973 |
625 |
-348 |
-35.8% |
3,587 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,161.75 |
18,104.50 |
17,835.50 |
|
| R3 |
18,015.50 |
17,958.25 |
17,795.25 |
|
| R2 |
17,869.25 |
17,869.25 |
17,781.75 |
|
| R1 |
17,812.00 |
17,812.00 |
17,768.50 |
17,840.50 |
| PP |
17,723.00 |
17,723.00 |
17,723.00 |
17,737.25 |
| S1 |
17,665.75 |
17,665.75 |
17,741.50 |
17,694.50 |
| S2 |
17,576.75 |
17,576.75 |
17,728.25 |
|
| S3 |
17,430.50 |
17,519.50 |
17,714.75 |
|
| S4 |
17,284.25 |
17,373.25 |
17,674.50 |
|
|
| 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% |
248.25 |
1.4% |
94% |
False |
False |
886 |
| 10 |
17,805.00 |
16,866.00 |
939.00 |
5.3% |
232.25 |
1.3% |
95% |
False |
False |
796 |
| 20 |
17,805.00 |
16,541.50 |
1,263.50 |
7.1% |
219.50 |
1.2% |
96% |
False |
False |
695 |
| 40 |
17,805.00 |
16,124.25 |
1,680.75 |
9.5% |
207.75 |
1.2% |
97% |
False |
False |
444 |
| 60 |
17,805.00 |
14,513.75 |
3,291.25 |
18.5% |
207.00 |
1.2% |
98% |
False |
False |
302 |
| 80 |
17,805.00 |
14,513.75 |
3,291.25 |
18.5% |
219.50 |
1.2% |
98% |
False |
False |
229 |
| 100 |
17,805.00 |
14,513.75 |
3,291.25 |
18.5% |
188.00 |
1.1% |
98% |
False |
False |
184 |
| 120 |
17,805.00 |
14,513.75 |
3,291.25 |
18.5% |
163.75 |
0.9% |
98% |
False |
False |
153 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,401.50 |
|
2.618 |
18,163.00 |
|
1.618 |
18,016.75 |
|
1.000 |
17,926.25 |
|
0.618 |
17,870.50 |
|
HIGH |
17,780.00 |
|
0.618 |
17,724.25 |
|
0.500 |
17,707.00 |
|
0.382 |
17,689.50 |
|
LOW |
17,633.75 |
|
0.618 |
17,543.25 |
|
1.000 |
17,487.50 |
|
1.618 |
17,397.00 |
|
2.618 |
17,250.75 |
|
4.250 |
17,012.25 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,739.00 |
17,691.00 |
| PP |
17,723.00 |
17,627.25 |
| S1 |
17,707.00 |
17,563.25 |
|