| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,998.0 |
17,200.0 |
202.0 |
1.2% |
17,064.0 |
| High |
16,998.0 |
17,265.0 |
267.0 |
1.6% |
17,064.0 |
| Low |
16,998.0 |
17,200.0 |
202.0 |
1.2% |
16,743.0 |
| Close |
16,998.0 |
17,257.0 |
259.0 |
1.5% |
16,913.0 |
| Range |
0.0 |
65.0 |
65.0 |
|
321.0 |
| ATR |
100.2 |
112.1 |
11.9 |
11.9% |
0.0 |
| Volume |
4 |
4 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,435.7 |
17,411.3 |
17,292.8 |
|
| R3 |
17,370.7 |
17,346.3 |
17,274.9 |
|
| R2 |
17,305.7 |
17,305.7 |
17,268.9 |
|
| R1 |
17,281.3 |
17,281.3 |
17,263.0 |
17,293.5 |
| PP |
17,240.7 |
17,240.7 |
17,240.7 |
17,246.8 |
| S1 |
17,216.3 |
17,216.3 |
17,251.0 |
17,228.5 |
| S2 |
17,175.7 |
17,175.7 |
17,245.1 |
|
| S3 |
17,110.7 |
17,151.3 |
17,239.1 |
|
| S4 |
17,045.7 |
17,086.3 |
17,221.3 |
|
|
| 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 |
17,265.0 |
16,796.0 |
469.0 |
2.7% |
49.2 |
0.3% |
98% |
True |
False |
5 |
| 10 |
17,265.0 |
16,743.0 |
522.0 |
3.0% |
45.3 |
0.3% |
98% |
True |
False |
4 |
| 20 |
17,281.0 |
16,743.0 |
538.0 |
3.1% |
66.4 |
0.4% |
96% |
False |
False |
6 |
| 40 |
17,281.0 |
16,422.0 |
859.0 |
5.0% |
40.3 |
0.2% |
97% |
False |
False |
4 |
| 60 |
17,281.0 |
15,154.0 |
2,127.0 |
12.3% |
32.0 |
0.2% |
99% |
False |
False |
3 |
| 80 |
17,281.0 |
15,154.0 |
2,127.0 |
12.3% |
27.2 |
0.2% |
99% |
False |
False |
2 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.3% |
21.8 |
0.1% |
99% |
False |
False |
1 |
| 120 |
17,281.0 |
15,154.0 |
2,127.0 |
12.3% |
18.1 |
0.1% |
99% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,541.3 |
|
2.618 |
17,435.2 |
|
1.618 |
17,370.2 |
|
1.000 |
17,330.0 |
|
0.618 |
17,305.2 |
|
HIGH |
17,265.0 |
|
0.618 |
17,240.2 |
|
0.500 |
17,232.5 |
|
0.382 |
17,224.8 |
|
LOW |
17,200.0 |
|
0.618 |
17,159.8 |
|
1.000 |
17,135.0 |
|
1.618 |
17,094.8 |
|
2.618 |
17,029.8 |
|
4.250 |
16,923.8 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,248.8 |
17,214.7 |
| PP |
17,240.7 |
17,172.3 |
| S1 |
17,232.5 |
17,130.0 |
|