| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,961.0 |
16,743.0 |
-218.0 |
-1.3% |
16,985.0 |
| High |
16,961.0 |
16,787.0 |
-174.0 |
-1.0% |
17,106.0 |
| Low |
16,903.0 |
16,743.0 |
-160.0 |
-0.9% |
16,919.0 |
| Close |
16,929.0 |
16,787.0 |
-142.0 |
-0.8% |
17,066.0 |
| Range |
58.0 |
44.0 |
-14.0 |
-24.1% |
187.0 |
| ATR |
100.8 |
106.9 |
6.1 |
6.0% |
0.0 |
| Volume |
7 |
3 |
-4 |
-57.1% |
31 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
16,904.3 |
16,889.7 |
16,811.2 |
|
| R3 |
16,860.3 |
16,845.7 |
16,799.1 |
|
| R2 |
16,816.3 |
16,816.3 |
16,795.1 |
|
| R1 |
16,801.7 |
16,801.7 |
16,791.0 |
16,809.0 |
| PP |
16,772.3 |
16,772.3 |
16,772.3 |
16,776.0 |
| S1 |
16,757.7 |
16,757.7 |
16,783.0 |
16,765.0 |
| S2 |
16,728.3 |
16,728.3 |
16,778.9 |
|
| S3 |
16,684.3 |
16,713.7 |
16,774.9 |
|
| S4 |
16,640.3 |
16,669.7 |
16,762.8 |
|
|
| 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 |
17,071.0 |
16,743.0 |
328.0 |
2.0% |
41.4 |
0.2% |
13% |
False |
True |
2 |
| 10 |
17,106.0 |
16,743.0 |
363.0 |
2.2% |
54.6 |
0.3% |
12% |
False |
True |
5 |
| 20 |
17,281.0 |
16,743.0 |
538.0 |
3.2% |
63.3 |
0.4% |
8% |
False |
True |
6 |
| 40 |
17,281.0 |
16,359.0 |
922.0 |
5.5% |
34.2 |
0.2% |
46% |
False |
False |
3 |
| 60 |
17,281.0 |
15,154.0 |
2,127.0 |
12.7% |
27.9 |
0.2% |
77% |
False |
False |
2 |
| 80 |
17,281.0 |
15,154.0 |
2,127.0 |
12.7% |
24.1 |
0.1% |
77% |
False |
False |
1 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.7% |
19.3 |
0.1% |
77% |
False |
False |
1 |
| 120 |
17,281.0 |
15,154.0 |
2,127.0 |
12.7% |
16.1 |
0.1% |
77% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
16,974.0 |
|
2.618 |
16,902.2 |
|
1.618 |
16,858.2 |
|
1.000 |
16,831.0 |
|
0.618 |
16,814.2 |
|
HIGH |
16,787.0 |
|
0.618 |
16,770.2 |
|
0.500 |
16,765.0 |
|
0.382 |
16,759.8 |
|
LOW |
16,743.0 |
|
0.618 |
16,715.8 |
|
1.000 |
16,699.0 |
|
1.618 |
16,671.8 |
|
2.618 |
16,627.8 |
|
4.250 |
16,556.0 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,779.7 |
16,903.5 |
| PP |
16,772.3 |
16,864.7 |
| S1 |
16,765.0 |
16,825.8 |
|