Trading Metrics calculated at close of trading on 16-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
2,028.72 |
2,054.76 |
26.04 |
1.3% |
2,046.25 |
High |
2,060.72 |
2,055.25 |
-5.47 |
-0.3% |
2,060.72 |
Low |
2,028.69 |
2,025.10 |
-3.59 |
-0.2% |
2,014.28 |
Close |
2,049.10 |
2,028.19 |
-20.91 |
-1.0% |
2,049.10 |
Range |
32.03 |
30.15 |
-1.88 |
-5.9% |
46.44 |
ATR |
23.04 |
23.55 |
0.51 |
2.2% |
0.00 |
Volume |
5,332 |
5,373 |
41 |
0.8% |
26,921 |
|
Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,126.63 |
2,107.56 |
2,044.77 |
|
R3 |
2,096.48 |
2,077.41 |
2,036.48 |
|
R2 |
2,066.33 |
2,066.33 |
2,033.72 |
|
R1 |
2,047.26 |
2,047.26 |
2,030.95 |
2,041.72 |
PP |
2,036.18 |
2,036.18 |
2,036.18 |
2,033.41 |
S1 |
2,017.11 |
2,017.11 |
2,025.43 |
2,011.57 |
S2 |
2,006.03 |
2,006.03 |
2,022.66 |
|
S3 |
1,975.88 |
1,986.96 |
2,019.90 |
|
S4 |
1,945.73 |
1,956.81 |
2,011.61 |
|
|
Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,180.69 |
2,161.33 |
2,074.64 |
|
R3 |
2,134.25 |
2,114.89 |
2,061.87 |
|
R2 |
2,087.81 |
2,087.81 |
2,057.61 |
|
R1 |
2,068.45 |
2,068.45 |
2,053.36 |
2,078.13 |
PP |
2,041.37 |
2,041.37 |
2,041.37 |
2,046.21 |
S1 |
2,022.01 |
2,022.01 |
2,044.84 |
2,031.69 |
S2 |
1,994.93 |
1,994.93 |
2,040.59 |
|
S3 |
1,948.49 |
1,975.57 |
2,036.33 |
|
S4 |
1,902.05 |
1,929.13 |
2,023.56 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,060.72 |
2,014.28 |
46.44 |
2.3% |
22.71 |
1.1% |
30% |
False |
False |
5,404 |
10 |
2,078.31 |
2,014.28 |
64.03 |
3.2% |
23.87 |
1.2% |
22% |
False |
False |
5,372 |
20 |
2,088.26 |
2,014.28 |
73.98 |
3.6% |
21.55 |
1.1% |
19% |
False |
False |
5,442 |
40 |
2,122.65 |
1,957.18 |
165.47 |
8.2% |
24.33 |
1.2% |
43% |
False |
False |
5,424 |
60 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
22.94 |
1.1% |
50% |
False |
False |
5,473 |
80 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
22.54 |
1.1% |
70% |
False |
False |
5,506 |
100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.64 |
1.0% |
70% |
False |
False |
5,593 |
120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
19.76 |
1.0% |
70% |
False |
False |
5,597 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,183.39 |
2.618 |
2,134.18 |
1.618 |
2,104.03 |
1.000 |
2,085.40 |
0.618 |
2,073.88 |
HIGH |
2,055.25 |
0.618 |
2,043.73 |
0.500 |
2,040.18 |
0.382 |
2,036.62 |
LOW |
2,025.10 |
0.618 |
2,006.47 |
1.000 |
1,994.95 |
1.618 |
1,976.32 |
2.618 |
1,946.17 |
4.250 |
1,896.96 |
|
|
Fisher Pivots for day following 16-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
2,040.18 |
2,037.50 |
PP |
2,036.18 |
2,034.40 |
S1 |
2,032.19 |
2,031.29 |
|