| 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 |
2,087.3 |
2,066.4 |
-20.9 |
-1.0% |
2,108.7 |
| High |
2,091.4 |
2,080.8 |
-10.6 |
-0.5% |
2,121.2 |
| Low |
2,061.2 |
2,063.9 |
2.7 |
0.1% |
2,074.2 |
| Close |
2,062.4 |
2,077.5 |
15.1 |
0.7% |
2,107.2 |
| Range |
30.2 |
16.9 |
-13.3 |
-44.0% |
47.0 |
| ATR |
27.3 |
26.6 |
-0.6 |
-2.3% |
0.0 |
| Volume |
2,564 |
984 |
-1,580 |
-61.6% |
12,799 |
|
| Daily Pivots for day following 18-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.8 |
2,118.0 |
2,086.8 |
|
| R3 |
2,107.9 |
2,101.1 |
2,082.1 |
|
| R2 |
2,091.0 |
2,091.0 |
2,080.6 |
|
| R1 |
2,084.2 |
2,084.2 |
2,079.0 |
2,087.6 |
| PP |
2,074.1 |
2,074.1 |
2,074.1 |
2,075.8 |
| S1 |
2,067.3 |
2,067.3 |
2,076.0 |
2,070.7 |
| S2 |
2,057.2 |
2,057.2 |
2,074.4 |
|
| S3 |
2,040.3 |
2,050.4 |
2,072.9 |
|
| S4 |
2,023.4 |
2,033.5 |
2,068.2 |
|
|
| 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% |
27.5 |
1.3% |
27% |
False |
False |
2,397 |
| 10 |
2,127.4 |
2,061.2 |
66.2 |
3.2% |
25.3 |
1.2% |
25% |
False |
False |
2,123 |
| 20 |
2,154.1 |
2,061.2 |
92.9 |
4.5% |
22.6 |
1.1% |
18% |
False |
False |
1,735 |
| 40 |
2,208.6 |
2,044.1 |
164.5 |
7.9% |
25.5 |
1.2% |
20% |
False |
False |
2,085 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
24.0 |
1.2% |
33% |
False |
False |
1,685 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.9% |
23.6 |
1.1% |
58% |
False |
False |
1,396 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,152.6 |
|
2.618 |
2,125.0 |
|
1.618 |
2,108.1 |
|
1.000 |
2,097.7 |
|
0.618 |
2,091.2 |
|
HIGH |
2,080.8 |
|
0.618 |
2,074.3 |
|
0.500 |
2,072.4 |
|
0.382 |
2,070.4 |
|
LOW |
2,063.9 |
|
0.618 |
2,053.5 |
|
1.000 |
2,047.0 |
|
1.618 |
2,036.6 |
|
2.618 |
2,019.7 |
|
4.250 |
1,992.1 |
|
|
| Fisher Pivots for day following 18-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,075.8 |
2,089.0 |
| PP |
2,074.1 |
2,085.2 |
| S1 |
2,072.4 |
2,081.3 |
|