| Trading Metrics calculated at close of trading on 18-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2024 |
18-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,068.3 |
2,047.6 |
-20.7 |
-1.0% |
2,091.5 |
| High |
2,074.6 |
2,064.3 |
-10.3 |
-0.5% |
2,105.2 |
| Low |
2,044.1 |
2,046.9 |
2.8 |
0.1% |
2,057.2 |
| Close |
2,045.4 |
2,060.6 |
15.2 |
0.7% |
2,090.6 |
| Range |
30.5 |
17.4 |
-13.1 |
-43.0% |
48.0 |
| ATR |
28.6 |
27.9 |
-0.7 |
-2.4% |
0.0 |
| Volume |
7,066 |
2,775 |
-4,291 |
-60.7% |
21,639 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.5 |
2,102.4 |
2,070.2 |
|
| R3 |
2,092.1 |
2,085.0 |
2,065.4 |
|
| R2 |
2,074.7 |
2,074.7 |
2,063.8 |
|
| R1 |
2,067.6 |
2,067.6 |
2,062.2 |
2,071.2 |
| PP |
2,057.3 |
2,057.3 |
2,057.3 |
2,059.0 |
| S1 |
2,050.2 |
2,050.2 |
2,059.0 |
2,053.8 |
| S2 |
2,039.9 |
2,039.9 |
2,057.4 |
|
| S3 |
2,022.5 |
2,032.8 |
2,055.8 |
|
| S4 |
2,005.1 |
2,015.4 |
2,051.0 |
|
|
| 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% |
30.4 |
1.5% |
27% |
False |
False |
4,596 |
| 10 |
2,110.2 |
2,044.1 |
66.1 |
3.2% |
27.0 |
1.3% |
25% |
False |
False |
4,041 |
| 20 |
2,137.5 |
2,044.1 |
93.4 |
4.5% |
23.9 |
1.2% |
18% |
False |
False |
3,090 |
| 40 |
2,191.2 |
2,026.6 |
164.6 |
8.0% |
26.5 |
1.3% |
21% |
False |
False |
3,118 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
25.2 |
1.2% |
34% |
False |
False |
3,002 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
24.5 |
1.2% |
58% |
False |
False |
2,589 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
22.2 |
1.1% |
58% |
False |
False |
2,166 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
21.0 |
1.0% |
58% |
False |
False |
1,841 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.3 |
|
2.618 |
2,109.9 |
|
1.618 |
2,092.5 |
|
1.000 |
2,081.7 |
|
0.618 |
2,075.1 |
|
HIGH |
2,064.3 |
|
0.618 |
2,057.7 |
|
0.500 |
2,055.6 |
|
0.382 |
2,053.5 |
|
LOW |
2,046.9 |
|
0.618 |
2,036.1 |
|
1.000 |
2,029.5 |
|
1.618 |
2,018.7 |
|
2.618 |
2,001.3 |
|
4.250 |
1,973.0 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,058.9 |
2,073.0 |
| PP |
2,057.3 |
2,068.9 |
| S1 |
2,055.6 |
2,064.7 |
|