| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,064.0 |
16,961.0 |
-103.0 |
-0.6% |
16,985.0 |
| High |
17,064.0 |
16,961.0 |
-103.0 |
-0.6% |
17,106.0 |
| Low |
17,003.0 |
16,903.0 |
-100.0 |
-0.6% |
16,919.0 |
| Close |
17,003.0 |
16,929.0 |
-74.0 |
-0.4% |
17,066.0 |
| Range |
61.0 |
58.0 |
-3.0 |
-4.9% |
187.0 |
| ATR |
100.9 |
100.8 |
-0.1 |
-0.1% |
0.0 |
| Volume |
1 |
7 |
6 |
600.0% |
31 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,105.0 |
17,075.0 |
16,960.9 |
|
| R3 |
17,047.0 |
17,017.0 |
16,945.0 |
|
| R2 |
16,989.0 |
16,989.0 |
16,939.6 |
|
| R1 |
16,959.0 |
16,959.0 |
16,934.3 |
16,945.0 |
| PP |
16,931.0 |
16,931.0 |
16,931.0 |
16,924.0 |
| S1 |
16,901.0 |
16,901.0 |
16,923.7 |
16,887.0 |
| S2 |
16,873.0 |
16,873.0 |
16,918.4 |
|
| S3 |
16,815.0 |
16,843.0 |
16,913.1 |
|
| S4 |
16,757.0 |
16,785.0 |
16,897.1 |
|
|
| 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 |
16,903.0 |
171.0 |
1.0% |
38.0 |
0.2% |
15% |
False |
True |
5 |
| 10 |
17,171.0 |
16,835.0 |
336.0 |
2.0% |
77.3 |
0.5% |
28% |
False |
False |
6 |
| 20 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
61.1 |
0.4% |
21% |
False |
False |
6 |
| 40 |
17,281.0 |
16,359.0 |
922.0 |
5.4% |
33.1 |
0.2% |
62% |
False |
False |
3 |
| 60 |
17,281.0 |
15,154.0 |
2,127.0 |
12.6% |
30.0 |
0.2% |
83% |
False |
False |
2 |
| 80 |
17,281.0 |
15,154.0 |
2,127.0 |
12.6% |
23.6 |
0.1% |
83% |
False |
False |
1 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.6% |
18.9 |
0.1% |
83% |
False |
False |
1 |
| 120 |
17,281.0 |
15,154.0 |
2,127.0 |
12.6% |
15.7 |
0.1% |
83% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,207.5 |
|
2.618 |
17,112.8 |
|
1.618 |
17,054.8 |
|
1.000 |
17,019.0 |
|
0.618 |
16,996.8 |
|
HIGH |
16,961.0 |
|
0.618 |
16,938.8 |
|
0.500 |
16,932.0 |
|
0.382 |
16,925.2 |
|
LOW |
16,903.0 |
|
0.618 |
16,867.2 |
|
1.000 |
16,845.0 |
|
1.618 |
16,809.2 |
|
2.618 |
16,751.2 |
|
4.250 |
16,656.5 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,932.0 |
16,987.0 |
| PP |
16,931.0 |
16,967.7 |
| S1 |
16,930.0 |
16,948.3 |
|