| 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 |
16,742.0 |
16,657.0 |
-85.0 |
-0.5% |
16,722.0 |
| High |
16,742.0 |
16,658.0 |
-84.0 |
-0.5% |
16,975.0 |
| Low |
16,594.0 |
16,464.0 |
-130.0 |
-0.8% |
16,653.0 |
| Close |
16,680.0 |
16,538.0 |
-142.0 |
-0.9% |
16,817.0 |
| Range |
148.0 |
194.0 |
46.0 |
31.1% |
322.0 |
| ATR |
184.0 |
186.3 |
2.3 |
1.2% |
0.0 |
| Volume |
53,787 |
60,411 |
6,624 |
12.3% |
261,467 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,135.3 |
17,030.7 |
16,644.7 |
|
| R3 |
16,941.3 |
16,836.7 |
16,591.4 |
|
| R2 |
16,747.3 |
16,747.3 |
16,573.6 |
|
| R1 |
16,642.7 |
16,642.7 |
16,555.8 |
16,598.0 |
| PP |
16,553.3 |
16,553.3 |
16,553.3 |
16,531.0 |
| S1 |
16,448.7 |
16,448.7 |
16,520.2 |
16,404.0 |
| S2 |
16,359.3 |
16,359.3 |
16,502.4 |
|
| S3 |
16,165.3 |
16,254.7 |
16,484.7 |
|
| S4 |
15,971.3 |
16,060.7 |
16,431.3 |
|
|
| 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 |
16,464.0 |
511.0 |
3.1% |
187.4 |
1.1% |
14% |
False |
True |
55,792 |
| 10 |
16,975.0 |
16,464.0 |
511.0 |
3.1% |
203.5 |
1.2% |
14% |
False |
True |
54,496 |
| 20 |
17,123.0 |
16,464.0 |
659.0 |
4.0% |
176.4 |
1.1% |
11% |
False |
True |
50,671 |
| 40 |
17,200.0 |
15,993.0 |
1,207.0 |
7.3% |
144.5 |
0.9% |
45% |
False |
False |
30,316 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.3% |
135.5 |
0.8% |
72% |
False |
False |
20,220 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.3% |
126.9 |
0.8% |
72% |
False |
False |
15,172 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.3% |
109.4 |
0.7% |
72% |
False |
False |
12,139 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.3% |
96.4 |
0.6% |
72% |
False |
False |
10,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,482.5 |
|
2.618 |
17,165.9 |
|
1.618 |
16,971.9 |
|
1.000 |
16,852.0 |
|
0.618 |
16,777.9 |
|
HIGH |
16,658.0 |
|
0.618 |
16,583.9 |
|
0.500 |
16,561.0 |
|
0.382 |
16,538.1 |
|
LOW |
16,464.0 |
|
0.618 |
16,344.1 |
|
1.000 |
16,270.0 |
|
1.618 |
16,150.1 |
|
2.618 |
15,956.1 |
|
4.250 |
15,639.5 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,561.0 |
16,672.0 |
| PP |
16,553.3 |
16,627.3 |
| S1 |
16,545.7 |
16,582.7 |
|