| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,022.0 |
17,047.0 |
25.0 |
0.1% |
17,281.0 |
| High |
17,061.0 |
17,074.0 |
13.0 |
0.1% |
17,281.0 |
| Low |
17,022.0 |
17,047.0 |
25.0 |
0.1% |
16,835.0 |
| Close |
17,061.0 |
17,074.0 |
13.0 |
0.1% |
16,970.0 |
| Range |
39.0 |
27.0 |
-12.0 |
-30.8% |
446.0 |
| ATR |
101.1 |
95.8 |
-5.3 |
-5.2% |
0.0 |
| Volume |
3 |
18 |
15 |
500.0% |
43 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,146.0 |
17,137.0 |
17,088.9 |
|
| R3 |
17,119.0 |
17,110.0 |
17,081.4 |
|
| R2 |
17,092.0 |
17,092.0 |
17,079.0 |
|
| R1 |
17,083.0 |
17,083.0 |
17,076.5 |
17,087.5 |
| PP |
17,065.0 |
17,065.0 |
17,065.0 |
17,067.3 |
| S1 |
17,056.0 |
17,056.0 |
17,071.5 |
17,060.5 |
| S2 |
17,038.0 |
17,038.0 |
17,069.1 |
|
| S3 |
17,011.0 |
17,029.0 |
17,066.6 |
|
| S4 |
16,984.0 |
17,002.0 |
17,059.2 |
|
|
| 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 |
17,106.0 |
16,835.0 |
271.0 |
1.6% |
67.8 |
0.4% |
88% |
False |
False |
8 |
| 10 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
87.5 |
0.5% |
54% |
False |
False |
9 |
| 20 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
53.0 |
0.3% |
54% |
False |
False |
6 |
| 40 |
17,281.0 |
15,700.0 |
1,581.0 |
9.3% |
31.7 |
0.2% |
87% |
False |
False |
3 |
| 60 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
28.7 |
0.2% |
90% |
False |
False |
2 |
| 80 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
21.5 |
0.1% |
90% |
False |
False |
1 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
17.2 |
0.1% |
90% |
False |
False |
1 |
| 120 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
14.4 |
0.1% |
90% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,188.8 |
|
2.618 |
17,144.7 |
|
1.618 |
17,117.7 |
|
1.000 |
17,101.0 |
|
0.618 |
17,090.7 |
|
HIGH |
17,074.0 |
|
0.618 |
17,063.7 |
|
0.500 |
17,060.5 |
|
0.382 |
17,057.3 |
|
LOW |
17,047.0 |
|
0.618 |
17,030.3 |
|
1.000 |
17,020.0 |
|
1.618 |
17,003.3 |
|
2.618 |
16,976.3 |
|
4.250 |
16,932.3 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,069.5 |
17,062.7 |
| PP |
17,065.0 |
17,051.3 |
| S1 |
17,060.5 |
17,040.0 |
|