| Trading Metrics calculated at close of trading on 10-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2024 |
10-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,915.0 |
16,821.0 |
-94.0 |
-0.6% |
16,940.0 |
| High |
16,915.0 |
16,892.0 |
-23.0 |
-0.1% |
17,123.0 |
| Low |
16,744.0 |
16,756.0 |
12.0 |
0.1% |
16,584.0 |
| Close |
16,822.0 |
16,830.0 |
8.0 |
0.0% |
16,732.0 |
| Range |
171.0 |
136.0 |
-35.0 |
-20.5% |
539.0 |
| ATR |
171.3 |
168.7 |
-2.5 |
-1.5% |
0.0 |
| Volume |
46,735 |
43,154 |
-3,581 |
-7.7% |
239,022 |
|
| Daily Pivots for day following 10-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,234.0 |
17,168.0 |
16,904.8 |
|
| R3 |
17,098.0 |
17,032.0 |
16,867.4 |
|
| R2 |
16,962.0 |
16,962.0 |
16,854.9 |
|
| R1 |
16,896.0 |
16,896.0 |
16,842.5 |
16,929.0 |
| PP |
16,826.0 |
16,826.0 |
16,826.0 |
16,842.5 |
| S1 |
16,760.0 |
16,760.0 |
16,817.5 |
16,793.0 |
| S2 |
16,690.0 |
16,690.0 |
16,805.1 |
|
| S3 |
16,554.0 |
16,624.0 |
16,792.6 |
|
| S4 |
16,418.0 |
16,488.0 |
16,755.2 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,430.0 |
18,120.0 |
17,028.5 |
|
| R3 |
17,891.0 |
17,581.0 |
16,880.2 |
|
| R2 |
17,352.0 |
17,352.0 |
16,830.8 |
|
| R1 |
17,042.0 |
17,042.0 |
16,781.4 |
16,927.5 |
| PP |
16,813.0 |
16,813.0 |
16,813.0 |
16,755.8 |
| S1 |
16,503.0 |
16,503.0 |
16,682.6 |
16,388.5 |
| S2 |
16,274.0 |
16,274.0 |
16,633.2 |
|
| S3 |
15,735.0 |
15,964.0 |
16,583.8 |
|
| S4 |
15,196.0 |
15,425.0 |
16,435.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,924.0 |
16,584.0 |
340.0 |
2.0% |
183.6 |
1.1% |
72% |
False |
False |
48,907 |
| 10 |
17,123.0 |
16,584.0 |
539.0 |
3.2% |
189.1 |
1.1% |
46% |
False |
False |
50,148 |
| 20 |
17,200.0 |
16,584.0 |
616.0 |
3.7% |
171.5 |
1.0% |
40% |
False |
False |
47,892 |
| 40 |
17,200.0 |
15,389.0 |
1,811.0 |
10.8% |
140.9 |
0.8% |
80% |
False |
False |
24,425 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
129.1 |
0.8% |
84% |
False |
False |
16,292 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
120.9 |
0.7% |
84% |
False |
False |
12,225 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
101.5 |
0.6% |
84% |
False |
False |
9,781 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
89.7 |
0.5% |
84% |
False |
False |
8,151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,470.0 |
|
2.618 |
17,248.0 |
|
1.618 |
17,112.0 |
|
1.000 |
17,028.0 |
|
0.618 |
16,976.0 |
|
HIGH |
16,892.0 |
|
0.618 |
16,840.0 |
|
0.500 |
16,824.0 |
|
0.382 |
16,808.0 |
|
LOW |
16,756.0 |
|
0.618 |
16,672.0 |
|
1.000 |
16,620.0 |
|
1.618 |
16,536.0 |
|
2.618 |
16,400.0 |
|
4.250 |
16,178.0 |
|
|
| Fisher Pivots for day following 10-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,828.0 |
16,816.2 |
| PP |
16,826.0 |
16,802.3 |
| S1 |
16,824.0 |
16,788.5 |
|