| 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 |
2,075.5 |
2,090.5 |
15.0 |
0.7% |
2,091.5 |
| High |
2,105.2 |
2,101.9 |
-3.3 |
-0.2% |
2,105.2 |
| Low |
2,073.7 |
2,067.3 |
-6.4 |
-0.3% |
2,057.2 |
| Close |
2,090.6 |
2,069.2 |
-21.4 |
-1.0% |
2,090.6 |
| Range |
31.5 |
34.6 |
3.1 |
9.8% |
48.0 |
| ATR |
28.0 |
28.4 |
0.5 |
1.7% |
0.0 |
| Volume |
6,200 |
2,943 |
-3,257 |
-52.5% |
21,639 |
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.3 |
2,160.8 |
2,088.2 |
|
| R3 |
2,148.7 |
2,126.2 |
2,078.7 |
|
| R2 |
2,114.1 |
2,114.1 |
2,075.5 |
|
| R1 |
2,091.6 |
2,091.6 |
2,072.4 |
2,085.6 |
| PP |
2,079.5 |
2,079.5 |
2,079.5 |
2,076.4 |
| S1 |
2,057.0 |
2,057.0 |
2,066.0 |
2,051.0 |
| S2 |
2,044.9 |
2,044.9 |
2,062.9 |
|
| S3 |
2,010.3 |
2,022.4 |
2,059.7 |
|
| S4 |
1,975.7 |
1,987.8 |
2,050.2 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,228.3 |
2,207.5 |
2,117.0 |
|
| R3 |
2,180.3 |
2,159.5 |
2,103.8 |
|
| R2 |
2,132.3 |
2,132.3 |
2,099.4 |
|
| R1 |
2,111.5 |
2,111.5 |
2,095.0 |
2,097.9 |
| PP |
2,084.3 |
2,084.3 |
2,084.3 |
2,077.6 |
| S1 |
2,063.5 |
2,063.5 |
2,086.2 |
2,049.9 |
| S2 |
2,036.3 |
2,036.3 |
2,081.8 |
|
| S3 |
1,988.3 |
2,015.5 |
2,077.4 |
|
| S4 |
1,940.3 |
1,967.5 |
2,064.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,105.2 |
2,057.2 |
48.0 |
2.3% |
27.9 |
1.3% |
25% |
False |
False |
4,103 |
| 10 |
2,127.5 |
2,057.2 |
70.3 |
3.4% |
28.0 |
1.4% |
17% |
False |
False |
3,613 |
| 20 |
2,137.5 |
2,057.2 |
80.3 |
3.9% |
23.7 |
1.1% |
15% |
False |
False |
2,833 |
| 40 |
2,191.2 |
2,020.1 |
171.1 |
8.3% |
26.4 |
1.3% |
29% |
False |
False |
2,982 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
25.3 |
1.2% |
38% |
False |
False |
2,943 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
24.2 |
1.2% |
61% |
False |
False |
2,479 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
22.1 |
1.1% |
61% |
False |
False |
2,072 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
21.0 |
1.0% |
61% |
False |
False |
1,762 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,249.0 |
|
2.618 |
2,192.5 |
|
1.618 |
2,157.9 |
|
1.000 |
2,136.5 |
|
0.618 |
2,123.3 |
|
HIGH |
2,101.9 |
|
0.618 |
2,088.7 |
|
0.500 |
2,084.6 |
|
0.382 |
2,080.5 |
|
LOW |
2,067.3 |
|
0.618 |
2,045.9 |
|
1.000 |
2,032.7 |
|
1.618 |
2,011.3 |
|
2.618 |
1,976.7 |
|
4.250 |
1,920.3 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.6 |
2,081.2 |
| PP |
2,079.5 |
2,077.2 |
| S1 |
2,074.3 |
2,073.2 |
|