| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,743.0 |
16,879.0 |
136.0 |
0.8% |
16,985.0 |
| High |
16,787.0 |
16,922.0 |
135.0 |
0.8% |
17,106.0 |
| Low |
16,743.0 |
16,796.0 |
53.0 |
0.3% |
16,919.0 |
| Close |
16,787.0 |
16,922.0 |
135.0 |
0.8% |
17,066.0 |
| Range |
44.0 |
126.0 |
82.0 |
186.4% |
187.0 |
| ATR |
106.9 |
108.9 |
2.0 |
1.9% |
0.0 |
| Volume |
3 |
9 |
6 |
200.0% |
31 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,258.0 |
17,216.0 |
16,991.3 |
|
| R3 |
17,132.0 |
17,090.0 |
16,956.7 |
|
| R2 |
17,006.0 |
17,006.0 |
16,945.1 |
|
| R1 |
16,964.0 |
16,964.0 |
16,933.6 |
16,985.0 |
| PP |
16,880.0 |
16,880.0 |
16,880.0 |
16,890.5 |
| S1 |
16,838.0 |
16,838.0 |
16,910.5 |
16,859.0 |
| S2 |
16,754.0 |
16,754.0 |
16,898.9 |
|
| S3 |
16,628.0 |
16,712.0 |
16,887.4 |
|
| S4 |
16,502.0 |
16,586.0 |
16,852.7 |
|
|
| 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 |
1.9% |
58.8 |
0.3% |
55% |
False |
False |
4 |
| 10 |
17,106.0 |
16,743.0 |
363.0 |
2.1% |
66.6 |
0.4% |
49% |
False |
False |
5 |
| 20 |
17,281.0 |
16,743.0 |
538.0 |
3.2% |
66.2 |
0.4% |
33% |
False |
False |
6 |
| 40 |
17,281.0 |
16,359.0 |
922.0 |
5.4% |
37.3 |
0.2% |
61% |
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% |
25.7 |
0.2% |
83% |
False |
False |
2 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.6% |
20.6 |
0.1% |
83% |
False |
False |
1 |
| 120 |
17,281.0 |
15,154.0 |
2,127.0 |
12.6% |
17.1 |
0.1% |
83% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,457.5 |
|
2.618 |
17,251.9 |
|
1.618 |
17,125.9 |
|
1.000 |
17,048.0 |
|
0.618 |
16,999.9 |
|
HIGH |
16,922.0 |
|
0.618 |
16,873.9 |
|
0.500 |
16,859.0 |
|
0.382 |
16,844.1 |
|
LOW |
16,796.0 |
|
0.618 |
16,718.1 |
|
1.000 |
16,670.0 |
|
1.618 |
16,592.1 |
|
2.618 |
16,466.1 |
|
4.250 |
16,260.5 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,901.0 |
16,898.7 |
| PP |
16,880.0 |
16,875.3 |
| S1 |
16,859.0 |
16,852.0 |
|