| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,545.0 |
16,715.0 |
170.0 |
1.0% |
16,742.0 |
| High |
16,721.0 |
16,770.0 |
49.0 |
0.3% |
16,770.0 |
| Low |
16,523.0 |
16,626.0 |
103.0 |
0.6% |
16,464.0 |
| Close |
16,672.0 |
16,664.0 |
-8.0 |
0.0% |
16,664.0 |
| Range |
198.0 |
144.0 |
-54.0 |
-27.3% |
306.0 |
| ATR |
187.2 |
184.1 |
-3.1 |
-1.6% |
0.0 |
| Volume |
54,043 |
50,701 |
-3,342 |
-6.2% |
218,942 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,118.7 |
17,035.3 |
16,743.2 |
|
| R3 |
16,974.7 |
16,891.3 |
16,703.6 |
|
| R2 |
16,830.7 |
16,830.7 |
16,690.4 |
|
| R1 |
16,747.3 |
16,747.3 |
16,677.2 |
16,717.0 |
| PP |
16,686.7 |
16,686.7 |
16,686.7 |
16,671.5 |
| S1 |
16,603.3 |
16,603.3 |
16,650.8 |
16,573.0 |
| S2 |
16,542.7 |
16,542.7 |
16,637.6 |
|
| S3 |
16,398.7 |
16,459.3 |
16,624.4 |
|
| S4 |
16,254.7 |
16,315.3 |
16,584.8 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,550.7 |
17,413.3 |
16,832.3 |
|
| R3 |
17,244.7 |
17,107.3 |
16,748.2 |
|
| R2 |
16,938.7 |
16,938.7 |
16,720.1 |
|
| R1 |
16,801.3 |
16,801.3 |
16,692.1 |
16,717.0 |
| PP |
16,632.7 |
16,632.7 |
16,632.7 |
16,590.5 |
| S1 |
16,495.3 |
16,495.3 |
16,636.0 |
16,411.0 |
| S2 |
16,326.7 |
16,326.7 |
16,607.9 |
|
| S3 |
16,020.7 |
16,189.3 |
16,579.9 |
|
| S4 |
15,714.7 |
15,883.3 |
16,495.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,880.0 |
16,464.0 |
416.0 |
2.5% |
166.2 |
1.0% |
48% |
False |
False |
54,783 |
| 10 |
16,975.0 |
16,464.0 |
511.0 |
3.1% |
192.5 |
1.2% |
39% |
False |
False |
53,789 |
| 20 |
17,123.0 |
16,464.0 |
659.0 |
4.0% |
178.3 |
1.1% |
30% |
False |
False |
50,315 |
| 40 |
17,200.0 |
16,117.0 |
1,083.0 |
6.5% |
148.9 |
0.9% |
51% |
False |
False |
32,932 |
| 60 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
138.2 |
0.8% |
77% |
False |
False |
21,965 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
128.0 |
0.8% |
77% |
False |
False |
16,481 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
112.8 |
0.7% |
77% |
False |
False |
13,186 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.2% |
99.3 |
0.6% |
77% |
False |
False |
10,988 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,382.0 |
|
2.618 |
17,147.0 |
|
1.618 |
17,003.0 |
|
1.000 |
16,914.0 |
|
0.618 |
16,859.0 |
|
HIGH |
16,770.0 |
|
0.618 |
16,715.0 |
|
0.500 |
16,698.0 |
|
0.382 |
16,681.0 |
|
LOW |
16,626.0 |
|
0.618 |
16,537.0 |
|
1.000 |
16,482.0 |
|
1.618 |
16,393.0 |
|
2.618 |
16,249.0 |
|
4.250 |
16,014.0 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,698.0 |
16,648.3 |
| PP |
16,686.7 |
16,632.7 |
| S1 |
16,675.3 |
16,617.0 |
|