| Trading Metrics calculated at close of trading on 08-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jan-2024 |
08-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,298.16 |
16,355.17 |
57.01 |
0.3% |
16,667.30 |
| High |
16,415.39 |
16,654.02 |
238.63 |
1.5% |
16,684.66 |
| Low |
16,249.19 |
16,349.39 |
100.20 |
0.6% |
16,249.19 |
| Close |
16,305.98 |
16,649.87 |
343.89 |
2.1% |
16,305.98 |
| Range |
166.20 |
304.63 |
138.43 |
83.3% |
435.47 |
| ATR |
179.30 |
191.35 |
12.05 |
6.7% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 08-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,464.98 |
17,362.06 |
16,817.42 |
|
| R3 |
17,160.35 |
17,057.43 |
16,733.64 |
|
| R2 |
16,855.72 |
16,855.72 |
16,705.72 |
|
| R1 |
16,752.80 |
16,752.80 |
16,677.79 |
16,804.26 |
| PP |
16,551.09 |
16,551.09 |
16,551.09 |
16,576.83 |
| S1 |
16,448.17 |
16,448.17 |
16,621.95 |
16,499.63 |
| S2 |
16,246.46 |
16,246.46 |
16,594.02 |
|
| S3 |
15,941.83 |
16,143.54 |
16,566.10 |
|
| S4 |
15,637.20 |
15,838.91 |
16,482.32 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,719.69 |
17,448.30 |
16,545.49 |
|
| R3 |
17,284.22 |
17,012.83 |
16,425.73 |
|
| R2 |
16,848.75 |
16,848.75 |
16,385.82 |
|
| R1 |
16,577.36 |
16,577.36 |
16,345.90 |
16,495.32 |
| PP |
16,413.28 |
16,413.28 |
16,413.28 |
16,372.26 |
| S1 |
16,141.89 |
16,141.89 |
16,266.06 |
16,059.85 |
| S2 |
15,977.81 |
15,977.81 |
16,226.14 |
|
| S3 |
15,542.34 |
15,706.42 |
16,186.23 |
|
| S4 |
15,106.87 |
15,270.95 |
16,066.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,684.66 |
16,249.19 |
435.47 |
2.6% |
192.40 |
1.2% |
92% |
False |
False |
|
| 10 |
16,968.19 |
16,249.19 |
719.00 |
4.3% |
149.26 |
0.9% |
56% |
False |
False |
|
| 20 |
16,968.19 |
15,937.58 |
1,030.61 |
6.2% |
161.73 |
1.0% |
69% |
False |
False |
|
| 40 |
16,968.19 |
15,171.32 |
1,796.87 |
10.8% |
158.58 |
1.0% |
82% |
False |
False |
|
| 60 |
16,968.19 |
14,058.33 |
2,909.86 |
17.5% |
177.09 |
1.1% |
89% |
False |
False |
|
| 80 |
16,968.19 |
14,058.33 |
2,909.86 |
17.5% |
186.43 |
1.1% |
89% |
False |
False |
|
| 100 |
16,968.19 |
14,058.33 |
2,909.86 |
17.5% |
189.31 |
1.1% |
89% |
False |
False |
|
| 120 |
16,968.19 |
14,058.33 |
2,909.86 |
17.5% |
189.92 |
1.1% |
89% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,948.70 |
|
2.618 |
17,451.54 |
|
1.618 |
17,146.91 |
|
1.000 |
16,958.65 |
|
0.618 |
16,842.28 |
|
HIGH |
16,654.02 |
|
0.618 |
16,537.65 |
|
0.500 |
16,501.71 |
|
0.382 |
16,465.76 |
|
LOW |
16,349.39 |
|
0.618 |
16,161.13 |
|
1.000 |
16,044.76 |
|
1.618 |
15,856.50 |
|
2.618 |
15,551.87 |
|
4.250 |
15,054.71 |
|
|
| Fisher Pivots for day following 08-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,600.48 |
16,583.78 |
| PP |
16,551.09 |
16,517.69 |
| S1 |
16,501.71 |
16,451.61 |
|