Trading Metrics calculated at close of trading on 24-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
7,489.5 |
7,507.5 |
18.0 |
0.2% |
7,638.5 |
High |
7,520.0 |
7,531.0 |
11.0 |
0.1% |
7,643.0 |
Low |
7,457.0 |
7,486.5 |
29.5 |
0.4% |
7,397.5 |
Close |
7,488.0 |
7,526.0 |
38.0 |
0.5% |
7,456.5 |
Range |
63.0 |
44.5 |
-18.5 |
-29.4% |
245.5 |
ATR |
73.5 |
71.5 |
-2.1 |
-2.8% |
0.0 |
Volume |
73,481 |
81,746 |
8,265 |
11.2% |
486,117 |
|
Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,648.0 |
7,631.5 |
7,550.5 |
|
R3 |
7,603.5 |
7,587.0 |
7,538.0 |
|
R2 |
7,559.0 |
7,559.0 |
7,534.0 |
|
R1 |
7,542.5 |
7,542.5 |
7,530.0 |
7,551.0 |
PP |
7,514.5 |
7,514.5 |
7,514.5 |
7,518.5 |
S1 |
7,498.0 |
7,498.0 |
7,522.0 |
7,506.0 |
S2 |
7,470.0 |
7,470.0 |
7,518.0 |
|
S3 |
7,425.5 |
7,453.5 |
7,514.0 |
|
S4 |
7,381.0 |
7,409.0 |
7,501.5 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
8,235.5 |
8,091.5 |
7,591.5 |
|
R3 |
7,990.0 |
7,846.0 |
7,524.0 |
|
R2 |
7,744.5 |
7,744.5 |
7,501.5 |
|
R1 |
7,600.5 |
7,600.5 |
7,479.0 |
7,550.0 |
PP |
7,499.0 |
7,499.0 |
7,499.0 |
7,473.5 |
S1 |
7,355.0 |
7,355.0 |
7,434.0 |
7,304.0 |
S2 |
7,253.5 |
7,253.5 |
7,411.5 |
|
S3 |
7,008.0 |
7,109.5 |
7,389.0 |
|
S4 |
6,762.5 |
6,864.0 |
7,321.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
7,531.0 |
7,421.0 |
110.0 |
1.5% |
59.0 |
0.8% |
95% |
True |
False |
86,338 |
10 |
7,698.0 |
7,397.5 |
300.5 |
4.0% |
74.0 |
1.0% |
43% |
False |
False |
91,213 |
20 |
7,787.0 |
7,397.5 |
389.5 |
5.2% |
68.0 |
0.9% |
33% |
False |
False |
81,858 |
40 |
7,795.0 |
7,397.5 |
397.5 |
5.3% |
67.0 |
0.9% |
32% |
False |
False |
81,541 |
60 |
7,795.0 |
7,349.5 |
445.5 |
5.9% |
52.5 |
0.7% |
40% |
False |
False |
54,394 |
80 |
7,795.0 |
7,319.0 |
476.0 |
6.3% |
48.0 |
0.6% |
43% |
False |
False |
40,848 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
39.0 |
0.5% |
40% |
False |
False |
32,698 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.8% |
32.5 |
0.4% |
40% |
False |
False |
27,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
7,720.0 |
2.618 |
7,647.5 |
1.618 |
7,603.0 |
1.000 |
7,575.5 |
0.618 |
7,558.5 |
HIGH |
7,531.0 |
0.618 |
7,514.0 |
0.500 |
7,509.0 |
0.382 |
7,503.5 |
LOW |
7,486.5 |
0.618 |
7,459.0 |
1.000 |
7,442.0 |
1.618 |
7,414.5 |
2.618 |
7,370.0 |
4.250 |
7,297.5 |
|
|
Fisher Pivots for day following 24-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
7,520.0 |
7,513.5 |
PP |
7,514.5 |
7,501.5 |
S1 |
7,509.0 |
7,489.0 |
|