| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,958.0 |
17,071.0 |
113.0 |
0.7% |
16,985.0 |
| High |
16,958.0 |
17,071.0 |
113.0 |
0.7% |
17,106.0 |
| Low |
16,919.0 |
17,066.0 |
147.0 |
0.9% |
16,919.0 |
| Close |
16,919.0 |
17,066.0 |
147.0 |
0.9% |
17,066.0 |
| Range |
39.0 |
5.0 |
-34.0 |
-87.2% |
187.0 |
| ATR |
100.1 |
103.8 |
3.7 |
3.7% |
0.0 |
| Volume |
1 |
1 |
0 |
0.0% |
31 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,082.7 |
17,079.3 |
17,068.8 |
|
| R3 |
17,077.7 |
17,074.3 |
17,067.4 |
|
| R2 |
17,072.7 |
17,072.7 |
17,066.9 |
|
| R1 |
17,069.3 |
17,069.3 |
17,066.5 |
17,068.5 |
| PP |
17,067.7 |
17,067.7 |
17,067.7 |
17,067.3 |
| S1 |
17,064.3 |
17,064.3 |
17,065.5 |
17,063.5 |
| S2 |
17,062.7 |
17,062.7 |
17,065.1 |
|
| S3 |
17,057.7 |
17,059.3 |
17,064.6 |
|
| S4 |
17,052.7 |
17,054.3 |
17,063.3 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,591.3 |
17,515.7 |
17,168.9 |
|
| R3 |
17,404.3 |
17,328.7 |
17,117.4 |
|
| R2 |
17,217.3 |
17,217.3 |
17,100.3 |
|
| R1 |
17,141.7 |
17,141.7 |
17,083.1 |
17,179.5 |
| PP |
17,030.3 |
17,030.3 |
17,030.3 |
17,049.3 |
| S1 |
16,954.7 |
16,954.7 |
17,048.9 |
16,992.5 |
| S2 |
16,843.3 |
16,843.3 |
17,031.7 |
|
| S3 |
16,656.3 |
16,767.7 |
17,014.6 |
|
| S4 |
16,469.3 |
16,580.7 |
16,963.2 |
|
|
| 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 |
16,919.0 |
187.0 |
1.1% |
48.4 |
0.3% |
79% |
False |
False |
6 |
| 10 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
89.0 |
0.5% |
52% |
False |
False |
8 |
| 20 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
55.2 |
0.3% |
52% |
False |
False |
6 |
| 40 |
17,281.0 |
16,206.0 |
1,075.0 |
6.3% |
30.7 |
0.2% |
80% |
False |
False |
3 |
| 60 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
28.0 |
0.2% |
90% |
False |
False |
2 |
| 80 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
22.1 |
0.1% |
90% |
False |
False |
1 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
17.7 |
0.1% |
90% |
False |
False |
1 |
| 120 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
14.7 |
0.1% |
90% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,092.3 |
|
2.618 |
17,084.1 |
|
1.618 |
17,079.1 |
|
1.000 |
17,076.0 |
|
0.618 |
17,074.1 |
|
HIGH |
17,071.0 |
|
0.618 |
17,069.1 |
|
0.500 |
17,068.5 |
|
0.382 |
17,067.9 |
|
LOW |
17,066.0 |
|
0.618 |
17,062.9 |
|
1.000 |
17,061.0 |
|
1.618 |
17,057.9 |
|
2.618 |
17,052.9 |
|
4.250 |
17,044.8 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,068.5 |
17,042.8 |
| PP |
17,067.7 |
17,019.7 |
| S1 |
17,066.8 |
16,996.5 |
|