| Trading Metrics calculated at close of trading on 17-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2024 |
17-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,090.5 |
2,068.3 |
-22.2 |
-1.1% |
2,091.5 |
| High |
2,101.9 |
2,074.6 |
-27.3 |
-1.3% |
2,105.2 |
| Low |
2,067.3 |
2,044.1 |
-23.2 |
-1.1% |
2,057.2 |
| Close |
2,069.2 |
2,045.4 |
-23.8 |
-1.2% |
2,090.6 |
| Range |
34.6 |
30.5 |
-4.1 |
-11.8% |
48.0 |
| ATR |
28.4 |
28.6 |
0.1 |
0.5% |
0.0 |
| Volume |
2,943 |
7,066 |
4,123 |
140.1% |
21,639 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,146.2 |
2,126.3 |
2,062.2 |
|
| R3 |
2,115.7 |
2,095.8 |
2,053.8 |
|
| R2 |
2,085.2 |
2,085.2 |
2,051.0 |
|
| R1 |
2,065.3 |
2,065.3 |
2,048.2 |
2,060.0 |
| PP |
2,054.7 |
2,054.7 |
2,054.7 |
2,052.1 |
| S1 |
2,034.8 |
2,034.8 |
2,042.6 |
2,029.5 |
| S2 |
2,024.2 |
2,024.2 |
2,039.8 |
|
| S3 |
1,993.7 |
2,004.3 |
2,037.0 |
|
| S4 |
1,963.2 |
1,973.8 |
2,028.6 |
|
|
| 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 |
2,044.1 |
61.1 |
3.0% |
30.8 |
1.5% |
2% |
False |
True |
4,932 |
| 10 |
2,113.9 |
2,044.1 |
69.8 |
3.4% |
28.8 |
1.4% |
2% |
False |
True |
4,102 |
| 20 |
2,137.5 |
2,044.1 |
93.4 |
4.6% |
23.8 |
1.2% |
1% |
False |
True |
3,046 |
| 40 |
2,191.2 |
2,026.6 |
164.6 |
8.0% |
26.4 |
1.3% |
11% |
False |
False |
3,086 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.6% |
25.3 |
1.2% |
26% |
False |
False |
3,019 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
24.4 |
1.2% |
53% |
False |
False |
2,559 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
22.2 |
1.1% |
53% |
False |
False |
2,140 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
21.1 |
1.0% |
53% |
False |
False |
1,820 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.2 |
|
2.618 |
2,154.4 |
|
1.618 |
2,123.9 |
|
1.000 |
2,105.1 |
|
0.618 |
2,093.4 |
|
HIGH |
2,074.6 |
|
0.618 |
2,062.9 |
|
0.500 |
2,059.4 |
|
0.382 |
2,055.8 |
|
LOW |
2,044.1 |
|
0.618 |
2,025.3 |
|
1.000 |
2,013.6 |
|
1.618 |
1,994.8 |
|
2.618 |
1,964.3 |
|
4.250 |
1,914.5 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.4 |
2,074.7 |
| PP |
2,054.7 |
2,064.9 |
| S1 |
2,050.1 |
2,055.2 |
|