| Trading Metrics calculated at close of trading on 12-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2024 |
12-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,854.0 |
16,749.0 |
-105.0 |
-0.6% |
16,722.0 |
| High |
16,975.0 |
16,880.0 |
-95.0 |
-0.6% |
16,975.0 |
| Low |
16,663.0 |
16,733.0 |
70.0 |
0.4% |
16,653.0 |
| Close |
16,672.0 |
16,817.0 |
145.0 |
0.9% |
16,817.0 |
| Range |
312.0 |
147.0 |
-165.0 |
-52.9% |
322.0 |
| ATR |
179.0 |
181.0 |
2.1 |
1.2% |
0.0 |
| Volume |
66,636 |
54,973 |
-11,663 |
-17.5% |
261,467 |
|
| Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,251.0 |
17,181.0 |
16,897.9 |
|
| R3 |
17,104.0 |
17,034.0 |
16,857.4 |
|
| R2 |
16,957.0 |
16,957.0 |
16,844.0 |
|
| R1 |
16,887.0 |
16,887.0 |
16,830.5 |
16,922.0 |
| PP |
16,810.0 |
16,810.0 |
16,810.0 |
16,827.5 |
| S1 |
16,740.0 |
16,740.0 |
16,803.5 |
16,775.0 |
| S2 |
16,663.0 |
16,663.0 |
16,790.1 |
|
| S3 |
16,516.0 |
16,593.0 |
16,776.6 |
|
| S4 |
16,369.0 |
16,446.0 |
16,736.2 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,781.0 |
17,621.0 |
16,994.1 |
|
| R3 |
17,459.0 |
17,299.0 |
16,905.6 |
|
| R2 |
17,137.0 |
17,137.0 |
16,876.0 |
|
| R1 |
16,977.0 |
16,977.0 |
16,846.5 |
17,057.0 |
| PP |
16,815.0 |
16,815.0 |
16,815.0 |
16,855.0 |
| S1 |
16,655.0 |
16,655.0 |
16,787.5 |
16,735.0 |
| S2 |
16,493.0 |
16,493.0 |
16,758.0 |
|
| S3 |
16,171.0 |
16,333.0 |
16,728.5 |
|
| S4 |
15,849.0 |
16,011.0 |
16,639.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,975.0 |
16,653.0 |
322.0 |
1.9% |
207.4 |
1.2% |
51% |
False |
False |
52,293 |
| 10 |
17,123.0 |
16,584.0 |
539.0 |
3.2% |
211.0 |
1.3% |
43% |
False |
False |
53,036 |
| 20 |
17,200.0 |
16,584.0 |
616.0 |
3.7% |
184.6 |
1.1% |
38% |
False |
False |
50,741 |
| 40 |
17,200.0 |
15,587.0 |
1,613.0 |
9.6% |
145.8 |
0.9% |
76% |
False |
False |
27,464 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
132.4 |
0.8% |
84% |
False |
False |
18,317 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
123.8 |
0.7% |
84% |
False |
False |
13,745 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
106.0 |
0.6% |
84% |
False |
False |
10,997 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.1% |
93.6 |
0.6% |
84% |
False |
False |
9,164 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,504.8 |
|
2.618 |
17,264.8 |
|
1.618 |
17,117.8 |
|
1.000 |
17,027.0 |
|
0.618 |
16,970.8 |
|
HIGH |
16,880.0 |
|
0.618 |
16,823.8 |
|
0.500 |
16,806.5 |
|
0.382 |
16,789.2 |
|
LOW |
16,733.0 |
|
0.618 |
16,642.2 |
|
1.000 |
16,586.0 |
|
1.618 |
16,495.2 |
|
2.618 |
16,348.2 |
|
4.250 |
16,108.3 |
|
|
| Fisher Pivots for day following 12-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,813.5 |
16,819.0 |
| PP |
16,810.0 |
16,818.3 |
| S1 |
16,806.5 |
16,817.7 |
|