| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,090.2 |
2,107.7 |
17.5 |
0.8% |
2,108.7 |
| High |
2,121.2 |
2,116.8 |
-4.4 |
-0.2% |
2,121.2 |
| Low |
2,090.1 |
2,083.5 |
-6.6 |
-0.3% |
2,074.2 |
| Close |
2,107.2 |
2,086.0 |
-21.2 |
-1.0% |
2,107.2 |
| Range |
31.1 |
33.3 |
2.2 |
7.1% |
47.0 |
| ATR |
26.6 |
27.0 |
0.5 |
1.8% |
0.0 |
| Volume |
3,754 |
1,591 |
-2,163 |
-57.6% |
12,799 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.3 |
2,174.0 |
2,104.3 |
|
| R3 |
2,162.0 |
2,140.7 |
2,095.2 |
|
| R2 |
2,128.7 |
2,128.7 |
2,092.1 |
|
| R1 |
2,107.4 |
2,107.4 |
2,089.1 |
2,101.4 |
| PP |
2,095.4 |
2,095.4 |
2,095.4 |
2,092.5 |
| S1 |
2,074.1 |
2,074.1 |
2,082.9 |
2,068.1 |
| S2 |
2,062.1 |
2,062.1 |
2,079.9 |
|
| S3 |
2,028.8 |
2,040.8 |
2,076.8 |
|
| S4 |
1,995.5 |
2,007.5 |
2,067.7 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,241.9 |
2,221.5 |
2,133.1 |
|
| R3 |
2,194.9 |
2,174.5 |
2,120.1 |
|
| R2 |
2,147.9 |
2,147.9 |
2,115.8 |
|
| R1 |
2,127.5 |
2,127.5 |
2,111.5 |
2,114.2 |
| PP |
2,100.9 |
2,100.9 |
2,100.9 |
2,094.2 |
| S1 |
2,080.5 |
2,080.5 |
2,102.9 |
2,067.2 |
| S2 |
2,053.9 |
2,053.9 |
2,098.6 |
|
| S3 |
2,006.9 |
2,033.5 |
2,094.3 |
|
| S4 |
1,959.9 |
1,986.5 |
2,081.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,121.2 |
2,074.2 |
47.0 |
2.3% |
25.0 |
1.2% |
25% |
False |
False |
2,507 |
| 10 |
2,142.6 |
2,074.2 |
68.4 |
3.3% |
26.2 |
1.3% |
17% |
False |
False |
2,141 |
| 20 |
2,154.1 |
2,074.2 |
79.9 |
3.8% |
22.4 |
1.1% |
15% |
False |
False |
1,716 |
| 40 |
2,208.6 |
2,037.4 |
171.2 |
8.2% |
25.5 |
1.2% |
28% |
False |
False |
2,071 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
24.1 |
1.2% |
37% |
False |
False |
1,663 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.8% |
23.1 |
1.1% |
60% |
False |
False |
1,356 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,258.3 |
|
2.618 |
2,204.0 |
|
1.618 |
2,170.7 |
|
1.000 |
2,150.1 |
|
0.618 |
2,137.4 |
|
HIGH |
2,116.8 |
|
0.618 |
2,104.1 |
|
0.500 |
2,100.2 |
|
0.382 |
2,096.2 |
|
LOW |
2,083.5 |
|
0.618 |
2,062.9 |
|
1.000 |
2,050.2 |
|
1.618 |
2,029.6 |
|
2.618 |
1,996.3 |
|
4.250 |
1,942.0 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,100.2 |
2,097.7 |
| PP |
2,095.4 |
2,093.8 |
| S1 |
2,090.7 |
2,089.9 |
|