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 |
17,159.00 |
17,156.00 |
-3.00 |
0.0% |
16,686.00 |
High |
17,260.00 |
17,250.00 |
-10.00 |
-0.1% |
17,260.00 |
Low |
16,961.75 |
17,076.50 |
114.75 |
0.7% |
16,584.75 |
Close |
17,175.00 |
17,177.25 |
2.25 |
0.0% |
17,177.25 |
Range |
298.25 |
173.50 |
-124.75 |
-41.8% |
675.25 |
ATR |
219.16 |
215.90 |
-3.26 |
-1.5% |
0.00 |
Volume |
777 |
884 |
107 |
13.8% |
3,587 |
|
Daily Pivots for day following 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
17,688.50 |
17,606.25 |
17,272.75 |
|
R3 |
17,515.00 |
17,432.75 |
17,225.00 |
|
R2 |
17,341.50 |
17,341.50 |
17,209.00 |
|
R1 |
17,259.25 |
17,259.25 |
17,193.25 |
17,300.50 |
PP |
17,168.00 |
17,168.00 |
17,168.00 |
17,188.50 |
S1 |
17,085.75 |
17,085.75 |
17,161.25 |
17,127.00 |
S2 |
16,994.50 |
16,994.50 |
17,145.50 |
|
S3 |
16,821.00 |
16,912.25 |
17,129.50 |
|
S4 |
16,647.50 |
16,738.75 |
17,081.75 |
|
|
Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
19,033.00 |
18,780.50 |
17,548.75 |
|
R3 |
18,357.75 |
18,105.25 |
17,363.00 |
|
R2 |
17,682.50 |
17,682.50 |
17,301.00 |
|
R1 |
17,430.00 |
17,430.00 |
17,239.25 |
17,556.25 |
PP |
17,007.25 |
17,007.25 |
17,007.25 |
17,070.50 |
S1 |
16,754.75 |
16,754.75 |
17,115.25 |
16,881.00 |
S2 |
16,332.00 |
16,332.00 |
17,053.50 |
|
S3 |
15,656.75 |
16,079.50 |
16,991.50 |
|
S4 |
14,981.50 |
15,404.25 |
16,805.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,260.00 |
16,584.75 |
675.25 |
3.9% |
258.75 |
1.5% |
88% |
False |
False |
717 |
10 |
17,338.00 |
16,541.50 |
796.50 |
4.6% |
249.75 |
1.5% |
80% |
False |
False |
760 |
20 |
17,371.75 |
16,541.50 |
830.25 |
4.8% |
206.00 |
1.2% |
77% |
False |
False |
566 |
40 |
17,371.75 |
16,124.25 |
1,247.50 |
7.3% |
197.75 |
1.2% |
84% |
False |
False |
319 |
60 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
209.00 |
1.2% |
93% |
False |
False |
218 |
80 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
214.00 |
1.2% |
93% |
False |
False |
165 |
100 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
178.75 |
1.0% |
93% |
False |
False |
132 |
120 |
17,371.75 |
14,513.75 |
2,858.00 |
16.6% |
154.25 |
0.9% |
93% |
False |
False |
110 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
17,987.50 |
2.618 |
17,704.25 |
1.618 |
17,530.75 |
1.000 |
17,423.50 |
0.618 |
17,357.25 |
HIGH |
17,250.00 |
0.618 |
17,183.75 |
0.500 |
17,163.25 |
0.382 |
17,142.75 |
LOW |
17,076.50 |
0.618 |
16,969.25 |
1.000 |
16,903.00 |
1.618 |
16,795.75 |
2.618 |
16,622.25 |
4.250 |
16,339.00 |
|
|
Fisher Pivots for day following 12-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
17,172.50 |
17,155.00 |
PP |
17,168.00 |
17,133.00 |
S1 |
17,163.25 |
17,111.00 |
|