| 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 |
2,053.2 |
2,073.2 |
20.0 |
1.0% |
2,071.9 |
| High |
2,086.8 |
2,082.2 |
-4.6 |
-0.2% |
2,086.8 |
| Low |
2,052.9 |
2,047.4 |
-5.5 |
-0.3% |
2,037.2 |
| Close |
2,071.4 |
2,049.9 |
-21.5 |
-1.0% |
2,071.4 |
| Range |
33.9 |
34.8 |
0.9 |
2.7% |
49.6 |
| ATR |
28.6 |
29.0 |
0.4 |
1.5% |
0.0 |
| Volume |
59,974 |
25,500 |
-34,474 |
-57.5% |
289,586 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,164.2 |
2,141.9 |
2,069.0 |
|
| R3 |
2,129.4 |
2,107.1 |
2,059.5 |
|
| R2 |
2,094.6 |
2,094.6 |
2,056.3 |
|
| R1 |
2,072.3 |
2,072.3 |
2,053.1 |
2,066.1 |
| PP |
2,059.8 |
2,059.8 |
2,059.8 |
2,056.7 |
| S1 |
2,037.5 |
2,037.5 |
2,046.7 |
2,031.3 |
| S2 |
2,025.0 |
2,025.0 |
2,043.5 |
|
| S3 |
1,990.2 |
2,002.7 |
2,040.3 |
|
| S4 |
1,955.4 |
1,967.9 |
2,030.8 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,213.9 |
2,192.3 |
2,098.7 |
|
| R3 |
2,164.3 |
2,142.7 |
2,085.0 |
|
| R2 |
2,114.7 |
2,114.7 |
2,080.5 |
|
| R1 |
2,093.1 |
2,093.1 |
2,075.9 |
2,079.1 |
| PP |
2,065.1 |
2,065.1 |
2,065.1 |
2,058.2 |
| S1 |
2,043.5 |
2,043.5 |
2,066.9 |
2,029.5 |
| S2 |
2,015.5 |
2,015.5 |
2,062.3 |
|
| S3 |
1,965.9 |
1,993.9 |
2,057.8 |
|
| S4 |
1,916.3 |
1,944.3 |
2,044.1 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,086.8 |
2,037.2 |
49.6 |
2.4% |
28.7 |
1.4% |
26% |
False |
False |
53,934 |
| 10 |
2,107.7 |
2,037.2 |
70.5 |
3.4% |
28.7 |
1.4% |
18% |
False |
False |
38,186 |
| 20 |
2,118.0 |
2,037.2 |
80.8 |
3.9% |
24.6 |
1.2% |
16% |
False |
False |
22,231 |
| 40 |
2,171.5 |
2,000.2 |
171.3 |
8.4% |
27.3 |
1.3% |
29% |
False |
False |
14,812 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.8 |
1.3% |
38% |
False |
False |
10,902 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
24.7 |
1.2% |
61% |
False |
False |
8,730 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
22.5 |
1.1% |
61% |
False |
False |
7,125 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
21.6 |
1.1% |
61% |
False |
False |
6,022 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,230.1 |
|
2.618 |
2,173.3 |
|
1.618 |
2,138.5 |
|
1.000 |
2,117.0 |
|
0.618 |
2,103.7 |
|
HIGH |
2,082.2 |
|
0.618 |
2,068.9 |
|
0.500 |
2,064.8 |
|
0.382 |
2,060.7 |
|
LOW |
2,047.4 |
|
0.618 |
2,025.9 |
|
1.000 |
2,012.6 |
|
1.618 |
1,991.1 |
|
2.618 |
1,956.3 |
|
4.250 |
1,899.5 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.8 |
2,062.0 |
| PP |
2,059.8 |
2,058.0 |
| S1 |
2,054.9 |
2,053.9 |
|