| 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 |
4,852.75 |
4,821.00 |
-31.75 |
-0.7% |
4,789.50 |
| High |
4,852.75 |
4,869.50 |
16.75 |
0.3% |
4,890.25 |
| Low |
4,799.25 |
4,816.50 |
17.25 |
0.4% |
4,767.25 |
| Close |
4,824.00 |
4,864.50 |
40.50 |
0.8% |
4,868.25 |
| Range |
53.50 |
53.00 |
-0.50 |
-0.9% |
123.00 |
| ATR |
46.61 |
47.07 |
0.46 |
1.0% |
0.00 |
| Volume |
2,360 |
2,513 |
153 |
6.5% |
12,632 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,009.25 |
4,989.75 |
4,893.75 |
|
| R3 |
4,956.25 |
4,936.75 |
4,879.00 |
|
| R2 |
4,903.25 |
4,903.25 |
4,874.25 |
|
| R1 |
4,883.75 |
4,883.75 |
4,869.25 |
4,893.50 |
| PP |
4,850.25 |
4,850.25 |
4,850.25 |
4,855.00 |
| S1 |
4,830.75 |
4,830.75 |
4,859.75 |
4,840.50 |
| S2 |
4,797.25 |
4,797.25 |
4,854.75 |
|
| S3 |
4,744.25 |
4,777.75 |
4,850.00 |
|
| S4 |
4,691.25 |
4,724.75 |
4,835.25 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,211.00 |
5,162.50 |
4,936.00 |
|
| R3 |
5,088.00 |
5,039.50 |
4,902.00 |
|
| R2 |
4,965.00 |
4,965.00 |
4,890.75 |
|
| R1 |
4,916.50 |
4,916.50 |
4,879.50 |
4,940.75 |
| PP |
4,842.00 |
4,842.00 |
4,842.00 |
4,854.00 |
| S1 |
4,793.50 |
4,793.50 |
4,857.00 |
4,817.75 |
| S2 |
4,719.00 |
4,719.00 |
4,845.75 |
|
| S3 |
4,596.00 |
4,670.50 |
4,834.50 |
|
| S4 |
4,473.00 |
4,547.50 |
4,800.50 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,890.25 |
4,799.25 |
91.00 |
1.9% |
51.50 |
1.1% |
72% |
False |
False |
2,265 |
| 10 |
4,890.25 |
4,754.50 |
135.75 |
2.8% |
52.00 |
1.1% |
81% |
False |
False |
3,471 |
| 20 |
4,892.25 |
4,754.50 |
137.75 |
2.8% |
47.00 |
1.0% |
80% |
False |
False |
2,898 |
| 40 |
4,892.25 |
4,618.00 |
274.25 |
5.6% |
42.25 |
0.9% |
90% |
False |
False |
1,818 |
| 60 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
44.75 |
0.9% |
96% |
False |
False |
1,307 |
| 80 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
48.75 |
1.0% |
96% |
False |
False |
1,004 |
| 100 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
45.00 |
0.9% |
96% |
False |
False |
837 |
| 120 |
4,892.25 |
4,215.25 |
677.00 |
13.9% |
40.50 |
0.8% |
96% |
False |
False |
702 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,094.75 |
|
2.618 |
5,008.25 |
|
1.618 |
4,955.25 |
|
1.000 |
4,922.50 |
|
0.618 |
4,902.25 |
|
HIGH |
4,869.50 |
|
0.618 |
4,849.25 |
|
0.500 |
4,843.00 |
|
0.382 |
4,836.75 |
|
LOW |
4,816.50 |
|
0.618 |
4,783.75 |
|
1.000 |
4,763.50 |
|
1.618 |
4,730.75 |
|
2.618 |
4,677.75 |
|
4.250 |
4,591.25 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,857.25 |
4,855.25 |
| PP |
4,850.25 |
4,846.00 |
| S1 |
4,843.00 |
4,837.00 |
|