| 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 |
16,829.50 |
16,955.00 |
125.50 |
0.7% |
17,019.00 |
| High |
16,983.00 |
17,057.00 |
74.00 |
0.4% |
17,038.50 |
| Low |
16,801.50 |
16,753.00 |
-48.50 |
-0.3% |
16,334.25 |
| Close |
16,945.25 |
16,966.25 |
21.00 |
0.1% |
16,460.25 |
| Range |
181.50 |
304.00 |
122.50 |
67.5% |
704.25 |
| ATR |
218.10 |
224.23 |
6.14 |
2.8% |
0.00 |
| Volume |
550,703 |
756,441 |
205,738 |
37.4% |
2,516,872 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,837.50 |
17,705.75 |
17,133.50 |
|
| R3 |
17,533.50 |
17,401.75 |
17,049.75 |
|
| R2 |
17,229.50 |
17,229.50 |
17,022.00 |
|
| R1 |
17,097.75 |
17,097.75 |
16,994.00 |
17,163.50 |
| PP |
16,925.50 |
16,925.50 |
16,925.50 |
16,958.25 |
| S1 |
16,793.75 |
16,793.75 |
16,938.50 |
16,859.50 |
| S2 |
16,621.50 |
16,621.50 |
16,910.50 |
|
| S3 |
16,317.50 |
16,489.75 |
16,882.75 |
|
| S4 |
16,013.50 |
16,185.75 |
16,799.00 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,723.75 |
18,296.25 |
16,847.50 |
|
| R3 |
18,019.50 |
17,592.00 |
16,654.00 |
|
| R2 |
17,315.25 |
17,315.25 |
16,589.25 |
|
| R1 |
16,887.75 |
16,887.75 |
16,524.75 |
16,749.50 |
| PP |
16,611.00 |
16,611.00 |
16,611.00 |
16,541.75 |
| S1 |
16,183.50 |
16,183.50 |
16,395.75 |
16,045.00 |
| S2 |
15,906.75 |
15,906.75 |
16,331.25 |
|
| S3 |
15,202.50 |
15,479.25 |
16,266.50 |
|
| S4 |
14,498.25 |
14,775.00 |
16,073.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,057.00 |
16,334.25 |
722.75 |
4.3% |
274.50 |
1.6% |
87% |
True |
False |
618,088 |
| 10 |
17,165.25 |
16,334.25 |
831.00 |
4.9% |
243.50 |
1.4% |
76% |
False |
False |
580,840 |
| 20 |
17,165.25 |
16,334.25 |
831.00 |
4.9% |
211.75 |
1.2% |
76% |
False |
False |
569,670 |
| 40 |
17,165.25 |
15,750.50 |
1,414.75 |
8.3% |
210.25 |
1.2% |
86% |
False |
False |
321,403 |
| 60 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
224.00 |
1.3% |
93% |
False |
False |
214,683 |
| 80 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
235.00 |
1.4% |
93% |
False |
False |
161,243 |
| 100 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
235.00 |
1.4% |
93% |
False |
False |
129,036 |
| 120 |
17,165.25 |
14,322.75 |
2,842.50 |
16.8% |
231.00 |
1.4% |
93% |
False |
False |
107,540 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
18,349.00 |
|
2.618 |
17,852.75 |
|
1.618 |
17,548.75 |
|
1.000 |
17,361.00 |
|
0.618 |
17,244.75 |
|
HIGH |
17,057.00 |
|
0.618 |
16,940.75 |
|
0.500 |
16,905.00 |
|
0.382 |
16,869.25 |
|
LOW |
16,753.00 |
|
0.618 |
16,565.25 |
|
1.000 |
16,449.00 |
|
1.618 |
16,261.25 |
|
2.618 |
15,957.25 |
|
4.250 |
15,461.00 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,945.75 |
16,930.00 |
| PP |
16,925.50 |
16,893.75 |
| S1 |
16,905.00 |
16,857.50 |
|