| Trading Metrics calculated at close of trading on 16-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jan-2024 |
16-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
16,852.39 |
16,775.10 |
-77.29 |
-0.5% |
16,355.17 |
| High |
16,899.50 |
16,895.33 |
-4.17 |
0.0% |
16,899.50 |
| Low |
16,776.92 |
16,726.59 |
-50.33 |
-0.3% |
16,349.39 |
| Close |
16,832.92 |
16,830.71 |
-2.21 |
0.0% |
16,832.92 |
| Range |
122.58 |
168.74 |
46.16 |
37.7% |
550.11 |
| ATR |
191.27 |
189.66 |
-1.61 |
-0.8% |
0.00 |
| Volume |
|
|
|
|
|
|
| Daily Pivots for day following 16-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,323.76 |
17,245.98 |
16,923.52 |
|
| R3 |
17,155.02 |
17,077.24 |
16,877.11 |
|
| R2 |
16,986.28 |
16,986.28 |
16,861.65 |
|
| R1 |
16,908.50 |
16,908.50 |
16,846.18 |
16,947.39 |
| PP |
16,817.54 |
16,817.54 |
16,817.54 |
16,836.99 |
| S1 |
16,739.76 |
16,739.76 |
16,815.24 |
16,778.65 |
| S2 |
16,648.80 |
16,648.80 |
16,799.77 |
|
| S3 |
16,480.06 |
16,571.02 |
16,784.31 |
|
| S4 |
16,311.32 |
16,402.28 |
16,737.90 |
|
|
| Weekly Pivots for week ending 12-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,344.27 |
18,138.70 |
17,135.48 |
|
| R3 |
17,794.16 |
17,588.59 |
16,984.20 |
|
| R2 |
17,244.05 |
17,244.05 |
16,933.77 |
|
| R1 |
17,038.48 |
17,038.48 |
16,883.35 |
17,141.27 |
| PP |
16,693.94 |
16,693.94 |
16,693.94 |
16,745.33 |
| S1 |
16,488.37 |
16,488.37 |
16,782.49 |
16,591.16 |
| S2 |
16,143.83 |
16,143.83 |
16,732.07 |
|
| S3 |
15,593.72 |
15,938.26 |
16,681.64 |
|
| S4 |
15,043.61 |
15,388.15 |
16,530.36 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
16,899.50 |
16,516.91 |
382.59 |
2.3% |
187.44 |
1.1% |
82% |
False |
False |
|
| 10 |
16,899.50 |
16,249.19 |
650.31 |
3.9% |
189.92 |
1.1% |
89% |
False |
False |
|
| 20 |
16,968.19 |
16,249.19 |
719.00 |
4.3% |
159.92 |
1.0% |
81% |
False |
False |
|
| 40 |
16,968.19 |
15,695.64 |
1,272.55 |
7.6% |
159.70 |
0.9% |
89% |
False |
False |
|
| 60 |
16,968.19 |
14,058.33 |
2,909.86 |
17.3% |
173.00 |
1.0% |
95% |
False |
False |
|
| 80 |
16,968.19 |
14,058.33 |
2,909.86 |
17.3% |
186.01 |
1.1% |
95% |
False |
False |
|
| 100 |
16,968.19 |
14,058.33 |
2,909.86 |
17.3% |
188.54 |
1.1% |
95% |
False |
False |
|
| 120 |
16,968.19 |
14,058.33 |
2,909.86 |
17.3% |
189.86 |
1.1% |
95% |
False |
False |
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,612.48 |
|
2.618 |
17,337.09 |
|
1.618 |
17,168.35 |
|
1.000 |
17,064.07 |
|
0.618 |
16,999.61 |
|
HIGH |
16,895.33 |
|
0.618 |
16,830.87 |
|
0.500 |
16,810.96 |
|
0.382 |
16,791.05 |
|
LOW |
16,726.59 |
|
0.618 |
16,622.31 |
|
1.000 |
16,557.85 |
|
1.618 |
16,453.57 |
|
2.618 |
16,284.83 |
|
4.250 |
16,009.45 |
|
|
| Fisher Pivots for day following 16-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,824.13 |
16,806.87 |
| PP |
16,817.54 |
16,783.02 |
| S1 |
16,810.96 |
16,759.18 |
|