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 |
1,966.7 |
1,962.9 |
-3.8 |
-0.2% |
1,969.2 |
High |
2,003.3 |
1,971.1 |
-32.2 |
-1.6% |
2,004.6 |
Low |
1,957.3 |
1,931.5 |
-25.8 |
-1.3% |
1,944.7 |
Close |
1,963.9 |
1,940.1 |
-23.8 |
-1.2% |
1,963.9 |
Range |
46.0 |
39.6 |
-6.4 |
-13.9% |
59.9 |
ATR |
41.0 |
40.9 |
-0.1 |
-0.2% |
0.0 |
Volume |
209,888 |
235,625 |
25,737 |
12.3% |
1,026,032 |
|
Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,066.4 |
2,042.8 |
1,961.9 |
|
R3 |
2,026.8 |
2,003.2 |
1,951.0 |
|
R2 |
1,987.2 |
1,987.2 |
1,947.4 |
|
R1 |
1,963.6 |
1,963.6 |
1,943.7 |
1,955.6 |
PP |
1,947.6 |
1,947.6 |
1,947.6 |
1,943.6 |
S1 |
1,924.0 |
1,924.0 |
1,936.5 |
1,916.0 |
S2 |
1,908.0 |
1,908.0 |
1,932.8 |
|
S3 |
1,868.4 |
1,884.4 |
1,929.2 |
|
S4 |
1,828.8 |
1,844.8 |
1,918.3 |
|
|
Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,150.8 |
2,117.2 |
1,996.8 |
|
R3 |
2,090.9 |
2,057.3 |
1,980.4 |
|
R2 |
2,031.0 |
2,031.0 |
1,974.9 |
|
R1 |
1,997.4 |
1,997.4 |
1,969.4 |
1,984.3 |
PP |
1,971.1 |
1,971.1 |
1,971.1 |
1,964.5 |
S1 |
1,937.5 |
1,937.5 |
1,958.4 |
1,924.4 |
S2 |
1,911.2 |
1,911.2 |
1,952.9 |
|
S3 |
1,851.3 |
1,877.6 |
1,947.4 |
|
S4 |
1,791.4 |
1,817.7 |
1,931.0 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,003.8 |
1,931.5 |
72.3 |
3.7% |
41.3 |
2.1% |
12% |
False |
True |
215,201 |
10 |
2,061.6 |
1,931.5 |
130.1 |
6.7% |
43.5 |
2.2% |
7% |
False |
True |
230,166 |
20 |
2,097.0 |
1,931.5 |
165.5 |
8.5% |
40.6 |
2.1% |
5% |
False |
True |
223,332 |
40 |
2,097.0 |
1,789.0 |
308.0 |
15.9% |
37.7 |
1.9% |
49% |
False |
False |
155,886 |
60 |
2,097.0 |
1,656.1 |
440.9 |
22.7% |
36.9 |
1.9% |
64% |
False |
False |
103,999 |
80 |
2,097.0 |
1,656.1 |
440.9 |
22.7% |
36.2 |
1.9% |
64% |
False |
False |
78,036 |
100 |
2,097.0 |
1,656.1 |
440.9 |
22.7% |
32.5 |
1.7% |
64% |
False |
False |
62,437 |
120 |
2,097.0 |
1,656.1 |
440.9 |
22.7% |
30.7 |
1.6% |
64% |
False |
False |
52,031 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,139.4 |
2.618 |
2,074.8 |
1.618 |
2,035.2 |
1.000 |
2,010.7 |
0.618 |
1,995.6 |
HIGH |
1,971.1 |
0.618 |
1,956.0 |
0.500 |
1,951.3 |
0.382 |
1,946.6 |
LOW |
1,931.5 |
0.618 |
1,907.0 |
1.000 |
1,891.9 |
1.618 |
1,867.4 |
2.618 |
1,827.8 |
4.250 |
1,763.2 |
|
|
Fisher Pivots for day following 16-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
1,951.3 |
1,967.7 |
PP |
1,947.6 |
1,958.5 |
S1 |
1,943.8 |
1,949.3 |
|