| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
17,047.0 |
16,958.0 |
-89.0 |
-0.5% |
17,281.0 |
| High |
17,074.0 |
16,958.0 |
-116.0 |
-0.7% |
17,281.0 |
| Low |
17,047.0 |
16,919.0 |
-128.0 |
-0.8% |
16,835.0 |
| Close |
17,074.0 |
16,919.0 |
-155.0 |
-0.9% |
16,970.0 |
| Range |
27.0 |
39.0 |
12.0 |
44.4% |
446.0 |
| ATR |
95.8 |
100.1 |
4.2 |
4.4% |
0.0 |
| Volume |
18 |
1 |
-17 |
-94.4% |
43 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,049.0 |
17,023.0 |
16,940.5 |
|
| R3 |
17,010.0 |
16,984.0 |
16,929.7 |
|
| R2 |
16,971.0 |
16,971.0 |
16,926.2 |
|
| R1 |
16,945.0 |
16,945.0 |
16,922.6 |
16,938.5 |
| PP |
16,932.0 |
16,932.0 |
16,932.0 |
16,928.8 |
| S1 |
16,906.0 |
16,906.0 |
16,915.4 |
16,899.5 |
| S2 |
16,893.0 |
16,893.0 |
16,911.9 |
|
| S3 |
16,854.0 |
16,867.0 |
16,908.3 |
|
| S4 |
16,815.0 |
16,828.0 |
16,897.6 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,366.7 |
18,114.3 |
17,215.3 |
|
| R3 |
17,920.7 |
17,668.3 |
17,092.7 |
|
| R2 |
17,474.7 |
17,474.7 |
17,051.8 |
|
| R1 |
17,222.3 |
17,222.3 |
17,010.9 |
17,125.5 |
| PP |
17,028.7 |
17,028.7 |
17,028.7 |
16,980.3 |
| S1 |
16,776.3 |
16,776.3 |
16,929.1 |
16,679.5 |
| S2 |
16,582.7 |
16,582.7 |
16,888.2 |
|
| S3 |
16,136.7 |
16,330.3 |
16,847.4 |
|
| S4 |
15,690.7 |
15,884.3 |
16,724.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,106.0 |
16,835.0 |
271.0 |
1.6% |
74.4 |
0.4% |
31% |
False |
False |
7 |
| 10 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
89.5 |
0.5% |
19% |
False |
False |
9 |
| 20 |
17,281.0 |
16,835.0 |
446.0 |
2.6% |
54.9 |
0.3% |
19% |
False |
False |
6 |
| 40 |
17,281.0 |
16,073.0 |
1,208.0 |
7.1% |
30.6 |
0.2% |
70% |
False |
False |
3 |
| 60 |
17,281.0 |
15,154.0 |
2,127.0 |
12.6% |
29.4 |
0.2% |
83% |
False |
False |
2 |
| 80 |
17,281.0 |
15,154.0 |
2,127.0 |
12.6% |
22.0 |
0.1% |
83% |
False |
False |
1 |
| 100 |
17,281.0 |
15,154.0 |
2,127.0 |
12.6% |
17.6 |
0.1% |
83% |
False |
False |
1 |
| 120 |
17,281.0 |
15,154.0 |
2,127.0 |
12.6% |
14.7 |
0.1% |
83% |
False |
False |
1 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,123.8 |
|
2.618 |
17,060.1 |
|
1.618 |
17,021.1 |
|
1.000 |
16,997.0 |
|
0.618 |
16,982.1 |
|
HIGH |
16,958.0 |
|
0.618 |
16,943.1 |
|
0.500 |
16,938.5 |
|
0.382 |
16,933.9 |
|
LOW |
16,919.0 |
|
0.618 |
16,894.9 |
|
1.000 |
16,880.0 |
|
1.618 |
16,855.9 |
|
2.618 |
16,816.9 |
|
4.250 |
16,753.3 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,938.5 |
16,996.5 |
| PP |
16,932.0 |
16,970.7 |
| S1 |
16,925.5 |
16,944.8 |
|