| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,708.04 |
16,852.19 |
144.15 |
0.9% |
16,667.30 |
| High |
16,827.37 |
16,898.16 |
70.79 |
0.4% |
16,684.66 |
| Low |
16,654.74 |
16,618.86 |
-35.88 |
-0.2% |
16,249.19 |
| Close |
16,793.05 |
16,820.90 |
27.85 |
0.2% |
16,305.98 |
| Range |
172.63 |
279.30 |
106.67 |
61.8% |
435.47 |
| ATR |
190.19 |
196.55 |
6.37 |
3.3% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,617.21 |
17,498.35 |
16,974.52 |
|
| R3 |
17,337.91 |
17,219.05 |
16,897.71 |
|
| R2 |
17,058.61 |
17,058.61 |
16,872.11 |
|
| R1 |
16,939.75 |
16,939.75 |
16,846.50 |
16,859.53 |
| PP |
16,779.31 |
16,779.31 |
16,779.31 |
16,739.20 |
| S1 |
16,660.45 |
16,660.45 |
16,795.30 |
16,580.23 |
| S2 |
16,500.01 |
16,500.01 |
16,769.70 |
|
| S3 |
16,220.71 |
16,381.15 |
16,744.09 |
|
| S4 |
15,941.41 |
16,101.85 |
16,667.29 |
|
|
| 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 |
16,898.16 |
16,249.19 |
648.97 |
3.9% |
223.35 |
1.3% |
88% |
True |
False |
|
| 10 |
16,968.19 |
16,249.19 |
719.00 |
4.3% |
184.64 |
1.1% |
80% |
False |
False |
|
| 20 |
16,968.19 |
16,249.19 |
719.00 |
4.3% |
168.59 |
1.0% |
80% |
False |
False |
|
| 40 |
16,968.19 |
15,695.64 |
1,272.55 |
7.6% |
159.01 |
0.9% |
88% |
False |
False |
|
| 60 |
16,968.19 |
14,058.33 |
2,909.86 |
17.3% |
176.31 |
1.0% |
95% |
False |
False |
|
| 80 |
16,968.19 |
14,058.33 |
2,909.86 |
17.3% |
187.72 |
1.1% |
95% |
False |
False |
|
| 100 |
16,968.19 |
14,058.33 |
2,909.86 |
17.3% |
189.36 |
1.1% |
95% |
False |
False |
|
| 120 |
16,968.19 |
14,058.33 |
2,909.86 |
17.3% |
189.64 |
1.1% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,085.19 |
|
2.618 |
17,629.37 |
|
1.618 |
17,350.07 |
|
1.000 |
17,177.46 |
|
0.618 |
17,070.77 |
|
HIGH |
16,898.16 |
|
0.618 |
16,791.47 |
|
0.500 |
16,758.51 |
|
0.382 |
16,725.55 |
|
LOW |
16,618.86 |
|
0.618 |
16,446.25 |
|
1.000 |
16,339.56 |
|
1.618 |
16,166.95 |
|
2.618 |
15,887.65 |
|
4.250 |
15,431.84 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,800.10 |
16,783.11 |
| PP |
16,779.31 |
16,745.32 |
| S1 |
16,758.51 |
16,707.54 |
|