| Trading Metrics calculated at close of trading on 09-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2024 |
09-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,985.0 |
17,022.0 |
37.0 |
0.2% |
17,281.0 |
| High |
17,106.0 |
17,061.0 |
-45.0 |
-0.3% |
17,281.0 |
| Low |
16,974.0 |
17,022.0 |
48.0 |
0.3% |
16,835.0 |
| Close |
17,082.0 |
17,061.0 |
-21.0 |
-0.1% |
16,970.0 |
| Range |
132.0 |
39.0 |
-93.0 |
-70.5% |
446.0 |
| ATR |
104.3 |
101.1 |
-3.2 |
-3.0% |
0.0 |
| Volume |
8 |
3 |
-5 |
-62.5% |
43 |
|
| Daily Pivots for day following 09-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,165.0 |
17,152.0 |
17,082.5 |
|
| R3 |
17,126.0 |
17,113.0 |
17,071.7 |
|
| R2 |
17,087.0 |
17,087.0 |
17,068.2 |
|
| R1 |
17,074.0 |
17,074.0 |
17,064.6 |
17,080.5 |
| PP |
17,048.0 |
17,048.0 |
17,048.0 |
17,051.3 |
| S1 |
17,035.0 |
17,035.0 |
17,057.4 |
17,041.5 |
| S2 |
17,009.0 |
17,009.0 |
17,053.9 |
|
| S3 |
16,970.0 |
16,996.0 |
17,050.3 |
|
| S4 |
16,931.0 |
16,957.0 |
17,039.6 |
|
|
| 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 |
17,171.0 |
16,835.0 |
336.0 |
2.0% |
116.6 |
0.7% |
67% |
False |
False |
7 |
| 10 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
84.8 |
0.5% |
51% |
False |
False |
7 |
| 20 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
51.6 |
0.3% |
51% |
False |
False |
5 |
| 40 |
17,281.0 |
15,684.0 |
1,597.0 |
9.4% |
31.1 |
0.2% |
86% |
False |
False |
2 |
| 60 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
28.3 |
0.2% |
90% |
False |
False |
2 |
| 80 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
21.2 |
0.1% |
90% |
False |
False |
1 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
17.0 |
0.1% |
90% |
False |
False |
1 |
| 120 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
14.1 |
0.1% |
90% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,226.8 |
|
2.618 |
17,163.1 |
|
1.618 |
17,124.1 |
|
1.000 |
17,100.0 |
|
0.618 |
17,085.1 |
|
HIGH |
17,061.0 |
|
0.618 |
17,046.1 |
|
0.500 |
17,041.5 |
|
0.382 |
17,036.9 |
|
LOW |
17,022.0 |
|
0.618 |
16,997.9 |
|
1.000 |
16,983.0 |
|
1.618 |
16,958.9 |
|
2.618 |
16,919.9 |
|
4.250 |
16,856.3 |
|
|
| Fisher Pivots for day following 09-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,054.5 |
17,030.8 |
| PP |
17,048.0 |
17,000.7 |
| S1 |
17,041.5 |
16,970.5 |
|