| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,835.0 |
16,985.0 |
150.0 |
0.9% |
17,281.0 |
| High |
16,970.0 |
17,106.0 |
136.0 |
0.8% |
17,281.0 |
| Low |
16,835.0 |
16,974.0 |
139.0 |
0.8% |
16,835.0 |
| Close |
16,970.0 |
17,082.0 |
112.0 |
0.7% |
16,970.0 |
| Range |
135.0 |
132.0 |
-3.0 |
-2.2% |
446.0 |
| ATR |
101.8 |
104.3 |
2.4 |
2.4% |
0.0 |
| Volume |
7 |
8 |
1 |
14.3% |
43 |
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,450.0 |
17,398.0 |
17,154.6 |
|
| R3 |
17,318.0 |
17,266.0 |
17,118.3 |
|
| R2 |
17,186.0 |
17,186.0 |
17,106.2 |
|
| R1 |
17,134.0 |
17,134.0 |
17,094.1 |
17,160.0 |
| PP |
17,054.0 |
17,054.0 |
17,054.0 |
17,067.0 |
| S1 |
17,002.0 |
17,002.0 |
17,069.9 |
17,028.0 |
| S2 |
16,922.0 |
16,922.0 |
17,057.8 |
|
| S3 |
16,790.0 |
16,870.0 |
17,045.7 |
|
| S4 |
16,658.0 |
16,738.0 |
17,009.4 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,366.7 |
18,114.3 |
17,215.3 |
|
| R3 |
17,920.7 |
17,668.3 |
17,092.7 |
|
| R2 |
17,474.7 |
17,474.7 |
17,051.8 |
|
| R1 |
17,222.3 |
17,222.3 |
17,010.9 |
17,125.5 |
| PP |
17,028.7 |
17,028.7 |
17,028.7 |
16,980.3 |
| S1 |
16,776.3 |
16,776.3 |
16,929.1 |
16,679.5 |
| S2 |
16,582.7 |
16,582.7 |
16,888.2 |
|
| S3 |
16,136.7 |
16,330.3 |
16,847.4 |
|
| S4 |
15,690.7 |
15,884.3 |
16,724.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
150.8 |
0.9% |
55% |
False |
False |
10 |
| 10 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
80.9 |
0.5% |
55% |
False |
False |
7 |
| 20 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
49.7 |
0.3% |
55% |
False |
False |
5 |
| 40 |
17,281.0 |
15,674.0 |
1,607.0 |
9.4% |
33.2 |
0.2% |
88% |
False |
False |
2 |
| 60 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
27.6 |
0.2% |
91% |
False |
False |
2 |
| 80 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
20.7 |
0.1% |
91% |
False |
False |
1 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
16.6 |
0.1% |
91% |
False |
False |
1 |
| 120 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
13.8 |
0.1% |
91% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,667.0 |
|
2.618 |
17,451.6 |
|
1.618 |
17,319.6 |
|
1.000 |
17,238.0 |
|
0.618 |
17,187.6 |
|
HIGH |
17,106.0 |
|
0.618 |
17,055.6 |
|
0.500 |
17,040.0 |
|
0.382 |
17,024.4 |
|
LOW |
16,974.0 |
|
0.618 |
16,892.4 |
|
1.000 |
16,842.0 |
|
1.618 |
16,760.4 |
|
2.618 |
16,628.4 |
|
4.250 |
16,413.0 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,068.0 |
17,044.8 |
| PP |
17,054.0 |
17,007.7 |
| S1 |
17,040.0 |
16,970.5 |
|