| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,913.0 |
17,039.0 |
126.0 |
0.7% |
17,064.0 |
| High |
16,913.0 |
17,050.0 |
137.0 |
0.8% |
17,064.0 |
| Low |
16,913.0 |
16,995.0 |
82.0 |
0.5% |
16,743.0 |
| Close |
16,913.0 |
17,045.0 |
132.0 |
0.8% |
16,913.0 |
| Range |
0.0 |
55.0 |
55.0 |
|
321.0 |
| ATR |
101.8 |
104.3 |
2.5 |
2.5% |
0.0 |
| Volume |
0 |
10 |
10 |
|
20 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,195.0 |
17,175.0 |
17,075.3 |
|
| R3 |
17,140.0 |
17,120.0 |
17,060.1 |
|
| R2 |
17,085.0 |
17,085.0 |
17,055.1 |
|
| R1 |
17,065.0 |
17,065.0 |
17,050.0 |
17,075.0 |
| PP |
17,030.0 |
17,030.0 |
17,030.0 |
17,035.0 |
| S1 |
17,010.0 |
17,010.0 |
17,040.0 |
17,020.0 |
| S2 |
16,975.0 |
16,975.0 |
17,034.9 |
|
| S3 |
16,920.0 |
16,955.0 |
17,029.9 |
|
| S4 |
16,865.0 |
16,900.0 |
17,014.8 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,869.7 |
17,712.3 |
17,089.6 |
|
| R3 |
17,548.7 |
17,391.3 |
17,001.3 |
|
| R2 |
17,227.7 |
17,227.7 |
16,971.9 |
|
| R1 |
17,070.3 |
17,070.3 |
16,942.4 |
16,988.5 |
| PP |
16,906.7 |
16,906.7 |
16,906.7 |
16,865.8 |
| S1 |
16,749.3 |
16,749.3 |
16,883.6 |
16,667.5 |
| S2 |
16,585.7 |
16,585.7 |
16,854.2 |
|
| S3 |
16,264.7 |
16,428.3 |
16,824.7 |
|
| S4 |
15,943.7 |
16,107.3 |
16,736.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,050.0 |
16,743.0 |
307.0 |
1.8% |
56.6 |
0.3% |
98% |
True |
False |
5 |
| 10 |
17,074.0 |
16,743.0 |
331.0 |
1.9% |
45.4 |
0.3% |
91% |
False |
False |
5 |
| 20 |
17,281.0 |
16,743.0 |
538.0 |
3.2% |
63.2 |
0.4% |
56% |
False |
False |
6 |
| 40 |
17,281.0 |
16,422.0 |
859.0 |
5.0% |
38.7 |
0.2% |
73% |
False |
False |
3 |
| 60 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
31.0 |
0.2% |
89% |
False |
False |
2 |
| 80 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
26.4 |
0.2% |
89% |
False |
False |
2 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
21.1 |
0.1% |
89% |
False |
False |
1 |
| 120 |
17,281.0 |
15,154.0 |
2,127.0 |
12.5% |
17.6 |
0.1% |
89% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,283.8 |
|
2.618 |
17,194.0 |
|
1.618 |
17,139.0 |
|
1.000 |
17,105.0 |
|
0.618 |
17,084.0 |
|
HIGH |
17,050.0 |
|
0.618 |
17,029.0 |
|
0.500 |
17,022.5 |
|
0.382 |
17,016.0 |
|
LOW |
16,995.0 |
|
0.618 |
16,961.0 |
|
1.000 |
16,940.0 |
|
1.618 |
16,906.0 |
|
2.618 |
16,851.0 |
|
4.250 |
16,761.3 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,037.5 |
17,004.3 |
| PP |
17,030.0 |
16,963.7 |
| S1 |
17,022.5 |
16,923.0 |
|