| Trading Metrics calculated at close of trading on 15-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
15-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,071.0 |
17,064.0 |
-7.0 |
0.0% |
16,985.0 |
| High |
17,071.0 |
17,064.0 |
-7.0 |
0.0% |
17,106.0 |
| Low |
17,066.0 |
17,003.0 |
-63.0 |
-0.4% |
16,919.0 |
| Close |
17,066.0 |
17,003.0 |
-63.0 |
-0.4% |
17,066.0 |
| Range |
5.0 |
61.0 |
56.0 |
1,120.0% |
187.0 |
| ATR |
103.8 |
100.9 |
-2.9 |
-2.8% |
0.0 |
| Volume |
1 |
1 |
0 |
0.0% |
31 |
|
| Daily Pivots for day following 15-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,206.3 |
17,165.7 |
17,036.6 |
|
| R3 |
17,145.3 |
17,104.7 |
17,019.8 |
|
| R2 |
17,084.3 |
17,084.3 |
17,014.2 |
|
| R1 |
17,043.7 |
17,043.7 |
17,008.6 |
17,033.5 |
| PP |
17,023.3 |
17,023.3 |
17,023.3 |
17,018.3 |
| S1 |
16,982.7 |
16,982.7 |
16,997.4 |
16,972.5 |
| S2 |
16,962.3 |
16,962.3 |
16,991.8 |
|
| S3 |
16,901.3 |
16,921.7 |
16,986.2 |
|
| S4 |
16,840.3 |
16,860.7 |
16,969.5 |
|
|
| 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 |
17,074.0 |
16,919.0 |
155.0 |
0.9% |
34.2 |
0.2% |
54% |
False |
False |
4 |
| 10 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
92.5 |
0.5% |
38% |
False |
False |
7 |
| 20 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
58.2 |
0.3% |
38% |
False |
False |
6 |
| 40 |
17,281.0 |
16,238.0 |
1,043.0 |
6.1% |
32.2 |
0.2% |
73% |
False |
False |
3 |
| 60 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
29.0 |
0.2% |
87% |
False |
False |
2 |
| 80 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
22.8 |
0.1% |
87% |
False |
False |
1 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
18.3 |
0.1% |
87% |
False |
False |
1 |
| 120 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
15.2 |
0.1% |
87% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,323.3 |
|
2.618 |
17,223.7 |
|
1.618 |
17,162.7 |
|
1.000 |
17,125.0 |
|
0.618 |
17,101.7 |
|
HIGH |
17,064.0 |
|
0.618 |
17,040.7 |
|
0.500 |
17,033.5 |
|
0.382 |
17,026.3 |
|
LOW |
17,003.0 |
|
0.618 |
16,965.3 |
|
1.000 |
16,942.0 |
|
1.618 |
16,904.3 |
|
2.618 |
16,843.3 |
|
4.250 |
16,743.8 |
|
|
| Fisher Pivots for day following 15-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,033.5 |
17,000.3 |
| PP |
17,023.3 |
16,997.7 |
| S1 |
17,013.2 |
16,995.0 |
|