| Trading Metrics calculated at close of trading on 11-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2024 |
11-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
38,220 |
38,381 |
161 |
0.4% |
38,411 |
| High |
38,358 |
38,400 |
42 |
0.1% |
38,457 |
| Low |
38,071 |
38,000 |
-71 |
-0.2% |
37,882 |
| Close |
38,305 |
38,293 |
-12 |
0.0% |
38,083 |
| Range |
287 |
400 |
113 |
39.4% |
575 |
| ATR |
290 |
298 |
8 |
2.7% |
0 |
| Volume |
123 |
89 |
-34 |
-27.6% |
241 |
|
| Daily Pivots for day following 11-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39,431 |
39,262 |
38,513 |
|
| R3 |
39,031 |
38,862 |
38,403 |
|
| R2 |
38,631 |
38,631 |
38,366 |
|
| R1 |
38,462 |
38,462 |
38,330 |
38,347 |
| PP |
38,231 |
38,231 |
38,231 |
38,173 |
| S1 |
38,062 |
38,062 |
38,256 |
37,947 |
| S2 |
37,831 |
37,831 |
38,220 |
|
| S3 |
37,431 |
37,662 |
38,183 |
|
| S4 |
37,031 |
37,262 |
38,073 |
|
|
| Weekly Pivots for week ending 05-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
39,866 |
39,549 |
38,399 |
|
| R3 |
39,291 |
38,974 |
38,241 |
|
| R2 |
38,716 |
38,716 |
38,189 |
|
| R1 |
38,399 |
38,399 |
38,136 |
38,270 |
| PP |
38,141 |
38,141 |
38,141 |
38,076 |
| S1 |
37,824 |
37,824 |
38,030 |
37,695 |
| S2 |
37,566 |
37,566 |
37,978 |
|
| S3 |
36,991 |
37,249 |
37,925 |
|
| S4 |
36,416 |
36,674 |
37,767 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38,400 |
37,847 |
553 |
1.4% |
355 |
0.9% |
81% |
True |
False |
97 |
| 10 |
38,457 |
37,847 |
610 |
1.6% |
305 |
0.8% |
73% |
False |
False |
72 |
| 20 |
38,457 |
37,265 |
1,192 |
3.1% |
302 |
0.8% |
86% |
False |
False |
66 |
| 40 |
38,457 |
35,289 |
3,168 |
8.3% |
241 |
0.6% |
95% |
False |
False |
37 |
| 60 |
38,457 |
33,059 |
5,398 |
14.1% |
256 |
0.7% |
97% |
False |
False |
25 |
| 80 |
38,457 |
33,059 |
5,398 |
14.1% |
266 |
0.7% |
97% |
False |
False |
20 |
| 100 |
38,457 |
33,059 |
5,398 |
14.1% |
234 |
0.6% |
97% |
False |
False |
16 |
| 120 |
38,457 |
33,059 |
5,398 |
14.1% |
210 |
0.5% |
97% |
False |
False |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
40,100 |
|
2.618 |
39,447 |
|
1.618 |
39,047 |
|
1.000 |
38,800 |
|
0.618 |
38,647 |
|
HIGH |
38,400 |
|
0.618 |
38,247 |
|
0.500 |
38,200 |
|
0.382 |
38,153 |
|
LOW |
38,000 |
|
0.618 |
37,753 |
|
1.000 |
37,600 |
|
1.618 |
37,353 |
|
2.618 |
36,953 |
|
4.250 |
36,300 |
|
|
| Fisher Pivots for day following 11-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
38,262 |
38,259 |
| PP |
38,231 |
38,225 |
| S1 |
38,200 |
38,192 |
|