| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,775.10 |
16,709.99 |
-65.11 |
-0.4% |
16,355.17 |
| High |
16,895.33 |
16,749.11 |
-146.22 |
-0.9% |
16,899.50 |
| Low |
16,726.59 |
16,561.49 |
-165.10 |
-1.0% |
16,349.39 |
| Close |
16,830.71 |
16,736.28 |
-94.43 |
-0.6% |
16,832.92 |
| Range |
168.74 |
187.62 |
18.88 |
11.2% |
550.11 |
| ATR |
189.66 |
195.34 |
5.68 |
3.0% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,245.15 |
17,178.34 |
16,839.47 |
|
| R3 |
17,057.53 |
16,990.72 |
16,787.88 |
|
| R2 |
16,869.91 |
16,869.91 |
16,770.68 |
|
| R1 |
16,803.10 |
16,803.10 |
16,753.48 |
16,836.51 |
| PP |
16,682.29 |
16,682.29 |
16,682.29 |
16,699.00 |
| S1 |
16,615.48 |
16,615.48 |
16,719.08 |
16,648.89 |
| S2 |
16,494.67 |
16,494.67 |
16,701.88 |
|
| S3 |
16,307.05 |
16,427.86 |
16,684.68 |
|
| S4 |
16,119.43 |
16,240.24 |
16,633.09 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,344.27 |
18,138.70 |
17,135.48 |
|
| R3 |
17,794.16 |
17,588.59 |
16,984.20 |
|
| R2 |
17,244.05 |
17,244.05 |
16,933.77 |
|
| R1 |
17,038.48 |
17,038.48 |
16,883.35 |
17,141.27 |
| PP |
16,693.94 |
16,693.94 |
16,693.94 |
16,745.33 |
| S1 |
16,488.37 |
16,488.37 |
16,782.49 |
16,591.16 |
| S2 |
16,143.83 |
16,143.83 |
16,732.07 |
|
| S3 |
15,593.72 |
15,938.26 |
16,681.64 |
|
| S4 |
15,043.61 |
15,388.15 |
16,530.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,899.50 |
16,561.49 |
338.01 |
2.0% |
186.17 |
1.1% |
52% |
False |
True |
|
| 10 |
16,899.50 |
16,249.19 |
650.31 |
3.9% |
185.53 |
1.1% |
75% |
False |
False |
|
| 20 |
16,968.19 |
16,249.19 |
719.00 |
4.3% |
163.66 |
1.0% |
68% |
False |
False |
|
| 40 |
16,968.19 |
15,695.64 |
1,272.55 |
7.6% |
161.78 |
1.0% |
82% |
False |
False |
|
| 60 |
16,968.19 |
14,058.33 |
2,909.86 |
17.4% |
171.55 |
1.0% |
92% |
False |
False |
|
| 80 |
16,968.19 |
14,058.33 |
2,909.86 |
17.4% |
186.41 |
1.1% |
92% |
False |
False |
|
| 100 |
16,968.19 |
14,058.33 |
2,909.86 |
17.4% |
188.06 |
1.1% |
92% |
False |
False |
|
| 120 |
16,968.19 |
14,058.33 |
2,909.86 |
17.4% |
190.12 |
1.1% |
92% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,546.50 |
|
2.618 |
17,240.30 |
|
1.618 |
17,052.68 |
|
1.000 |
16,936.73 |
|
0.618 |
16,865.06 |
|
HIGH |
16,749.11 |
|
0.618 |
16,677.44 |
|
0.500 |
16,655.30 |
|
0.382 |
16,633.16 |
|
LOW |
16,561.49 |
|
0.618 |
16,445.54 |
|
1.000 |
16,373.87 |
|
1.618 |
16,257.92 |
|
2.618 |
16,070.30 |
|
4.250 |
15,764.11 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,709.29 |
16,734.35 |
| PP |
16,682.29 |
16,732.42 |
| S1 |
16,655.30 |
16,730.50 |
|