| 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 |
2,107.7 |
2,087.3 |
-20.4 |
-1.0% |
2,108.7 |
| High |
2,116.8 |
2,091.4 |
-25.4 |
-1.2% |
2,121.2 |
| Low |
2,083.5 |
2,061.2 |
-22.3 |
-1.1% |
2,074.2 |
| Close |
2,086.0 |
2,062.4 |
-23.6 |
-1.1% |
2,107.2 |
| Range |
33.3 |
30.2 |
-3.1 |
-9.3% |
47.0 |
| ATR |
27.0 |
27.3 |
0.2 |
0.8% |
0.0 |
| Volume |
1,591 |
2,564 |
973 |
61.2% |
12,799 |
|
| Daily Pivots for day following 17-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,162.3 |
2,142.5 |
2,079.0 |
|
| R3 |
2,132.1 |
2,112.3 |
2,070.7 |
|
| R2 |
2,101.9 |
2,101.9 |
2,067.9 |
|
| R1 |
2,082.1 |
2,082.1 |
2,065.2 |
2,076.9 |
| PP |
2,071.7 |
2,071.7 |
2,071.7 |
2,069.1 |
| S1 |
2,051.9 |
2,051.9 |
2,059.6 |
2,046.7 |
| S2 |
2,041.5 |
2,041.5 |
2,056.9 |
|
| S3 |
2,011.3 |
2,021.7 |
2,054.1 |
|
| S4 |
1,981.1 |
1,991.5 |
2,045.8 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,241.9 |
2,221.5 |
2,133.1 |
|
| R3 |
2,194.9 |
2,174.5 |
2,120.1 |
|
| R2 |
2,147.9 |
2,147.9 |
2,115.8 |
|
| R1 |
2,127.5 |
2,127.5 |
2,111.5 |
2,114.2 |
| PP |
2,100.9 |
2,100.9 |
2,100.9 |
2,094.2 |
| S1 |
2,080.5 |
2,080.5 |
2,102.9 |
2,067.2 |
| S2 |
2,053.9 |
2,053.9 |
2,098.6 |
|
| S3 |
2,006.9 |
2,033.5 |
2,094.3 |
|
| S4 |
1,959.9 |
1,986.5 |
2,081.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,121.2 |
2,061.2 |
60.0 |
2.9% |
27.9 |
1.4% |
2% |
False |
True |
2,511 |
| 10 |
2,130.2 |
2,061.2 |
69.0 |
3.3% |
27.1 |
1.3% |
2% |
False |
True |
2,261 |
| 20 |
2,154.1 |
2,061.2 |
92.9 |
4.5% |
22.6 |
1.1% |
1% |
False |
True |
1,756 |
| 40 |
2,208.6 |
2,044.1 |
164.5 |
8.0% |
25.5 |
1.2% |
11% |
False |
False |
2,102 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.5% |
24.1 |
1.2% |
25% |
False |
False |
1,692 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
15.0% |
23.4 |
1.1% |
53% |
False |
False |
1,386 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,219.8 |
|
2.618 |
2,170.5 |
|
1.618 |
2,140.3 |
|
1.000 |
2,121.6 |
|
0.618 |
2,110.1 |
|
HIGH |
2,091.4 |
|
0.618 |
2,079.9 |
|
0.500 |
2,076.3 |
|
0.382 |
2,072.7 |
|
LOW |
2,061.2 |
|
0.618 |
2,042.5 |
|
1.000 |
2,031.0 |
|
1.618 |
2,012.3 |
|
2.618 |
1,982.1 |
|
4.250 |
1,932.9 |
|
|
| Fisher Pivots for day following 17-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.3 |
2,091.2 |
| PP |
2,071.7 |
2,081.6 |
| S1 |
2,067.0 |
2,072.0 |
|