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 |
37,552.91 |
37,747.14 |
194.23 |
0.5% |
37,566.22 |
High |
37,740.77 |
37,801.90 |
61.13 |
0.2% |
37,790.08 |
Low |
37,524.40 |
37,424.28 |
-100.12 |
-0.3% |
37,323.82 |
Close |
37,695.73 |
37,711.02 |
15.29 |
0.0% |
37,466.11 |
Range |
216.37 |
377.62 |
161.25 |
74.5% |
466.26 |
ATR |
281.57 |
288.43 |
6.86 |
2.4% |
0.00 |
Volume |
279,543,879 |
305,802,305 |
26,258,426 |
9.4% |
1,359,143,331 |
|
Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,778.59 |
38,622.43 |
37,918.71 |
|
R3 |
38,400.97 |
38,244.81 |
37,814.87 |
|
R2 |
38,023.35 |
38,023.35 |
37,780.25 |
|
R1 |
37,867.19 |
37,867.19 |
37,745.64 |
37,756.46 |
PP |
37,645.73 |
37,645.73 |
37,645.73 |
37,590.37 |
S1 |
37,489.57 |
37,489.57 |
37,676.40 |
37,378.84 |
S2 |
37,268.11 |
37,268.11 |
37,641.79 |
|
S3 |
36,890.49 |
37,111.95 |
37,607.17 |
|
S4 |
36,512.87 |
36,734.33 |
37,503.33 |
|
|
Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
38,925.45 |
38,662.04 |
37,722.55 |
|
R3 |
38,459.19 |
38,195.78 |
37,594.33 |
|
R2 |
37,992.93 |
37,992.93 |
37,551.59 |
|
R1 |
37,729.52 |
37,729.52 |
37,508.85 |
37,628.10 |
PP |
37,526.67 |
37,526.67 |
37,526.67 |
37,475.96 |
S1 |
37,263.26 |
37,263.26 |
37,423.37 |
37,161.84 |
S2 |
37,060.41 |
37,060.41 |
37,380.63 |
|
S3 |
36,594.15 |
36,797.00 |
37,337.89 |
|
S4 |
36,127.89 |
36,330.74 |
37,209.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
37,801.90 |
37,249.24 |
552.66 |
1.5% |
303.31 |
0.8% |
84% |
True |
False |
308,053,885 |
10 |
37,801.90 |
37,249.24 |
552.66 |
1.5% |
267.77 |
0.7% |
84% |
True |
False |
303,839,298 |
20 |
37,801.90 |
36,523.59 |
1,278.31 |
3.4% |
283.35 |
0.8% |
93% |
True |
False |
324,881,082 |
40 |
37,801.90 |
34,581.20 |
3,220.70 |
8.5% |
246.64 |
0.7% |
97% |
True |
False |
316,145,324 |
60 |
37,801.90 |
32,327.20 |
5,474.70 |
14.5% |
271.51 |
0.7% |
98% |
True |
False |
315,406,522 |
80 |
37,801.90 |
32,327.20 |
5,474.70 |
14.5% |
290.31 |
0.8% |
98% |
True |
False |
307,675,291 |
100 |
37,801.90 |
32,327.20 |
5,474.70 |
14.5% |
288.74 |
0.8% |
98% |
True |
False |
310,119,234 |
120 |
37,801.90 |
32,327.20 |
5,474.70 |
14.5% |
291.36 |
0.8% |
98% |
True |
False |
311,827,046 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
39,406.79 |
2.618 |
38,790.51 |
1.618 |
38,412.89 |
1.000 |
38,179.52 |
0.618 |
38,035.27 |
HIGH |
37,801.90 |
0.618 |
37,657.65 |
0.500 |
37,613.09 |
0.382 |
37,568.53 |
LOW |
37,424.28 |
0.618 |
37,190.91 |
1.000 |
37,046.66 |
1.618 |
36,813.29 |
2.618 |
36,435.67 |
4.250 |
35,819.40 |
|
|
Fisher Pivots for day following 11-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
37,678.38 |
37,669.88 |
PP |
37,645.73 |
37,628.74 |
S1 |
37,613.09 |
37,587.60 |
|