| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,525.3630 |
2,453.1900 |
-72.1730 |
-2.9% |
2,521.5000 |
| High |
2,546.7210 |
2,502.1950 |
-44.5260 |
-1.7% |
2,609.5860 |
| Low |
2,428.6810 |
2,415.8960 |
-12.7850 |
-0.5% |
2,415.8960 |
| Close |
2,453.6390 |
2,487.5530 |
33.9140 |
1.4% |
2,487.5530 |
| Range |
118.0400 |
86.2990 |
-31.7410 |
-26.9% |
193.6900 |
| ATR |
132.9602 |
129.6272 |
-3.3329 |
-2.5% |
0.0000 |
| Volume |
196,892 |
172,201 |
-24,691 |
-12.5% |
657,214 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,727.4450 |
2,693.7980 |
2,535.0175 |
|
| R3 |
2,641.1460 |
2,607.4990 |
2,511.2852 |
|
| R2 |
2,554.8470 |
2,554.8470 |
2,503.3745 |
|
| R1 |
2,521.2000 |
2,521.2000 |
2,495.4637 |
2,538.0235 |
| PP |
2,468.5480 |
2,468.5480 |
2,468.5480 |
2,476.9598 |
| S1 |
2,434.9010 |
2,434.9010 |
2,479.6423 |
2,451.7245 |
| S2 |
2,382.2490 |
2,382.2490 |
2,471.7315 |
|
| S3 |
2,295.9500 |
2,348.6020 |
2,463.8208 |
|
| S4 |
2,209.6510 |
2,262.3030 |
2,440.0886 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.4150 |
2,980.1740 |
2,594.0825 |
|
| R3 |
2,891.7250 |
2,786.4840 |
2,540.8178 |
|
| R2 |
2,698.0350 |
2,698.0350 |
2,523.0628 |
|
| R1 |
2,592.7940 |
2,592.7940 |
2,505.3079 |
2,548.5695 |
| PP |
2,504.3450 |
2,504.3450 |
2,504.3450 |
2,482.2328 |
| S1 |
2,399.1040 |
2,399.1040 |
2,469.7981 |
2,354.8795 |
| S2 |
2,310.6550 |
2,310.6550 |
2,452.0432 |
|
| S3 |
2,116.9650 |
2,205.4140 |
2,434.2883 |
|
| S4 |
1,923.2750 |
2,011.7240 |
2,381.0235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,715.8900 |
2,415.8960 |
299.9940 |
12.1% |
122.6544 |
4.9% |
24% |
False |
True |
132,207 |
| 10 |
2,715.8900 |
2,169.5890 |
546.3010 |
22.0% |
140.1057 |
5.6% |
58% |
False |
False |
204,650 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
24.3% |
133.5058 |
5.4% |
62% |
False |
False |
234,526 |
| 40 |
2,715.8900 |
1,932.7500 |
783.1400 |
31.5% |
119.7847 |
4.8% |
71% |
False |
False |
195,915 |
| 60 |
2,715.8900 |
1,704.8370 |
1,011.0530 |
40.6% |
110.3376 |
4.4% |
77% |
False |
False |
200,348 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
48.0% |
96.0662 |
3.9% |
81% |
False |
False |
179,069 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
48.0% |
86.6552 |
3.5% |
81% |
False |
False |
169,946 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
48.0% |
80.3215 |
3.2% |
81% |
False |
False |
163,891 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,868.9658 |
|
2.618 |
2,728.1258 |
|
1.618 |
2,641.8268 |
|
1.000 |
2,588.4940 |
|
0.618 |
2,555.5278 |
|
HIGH |
2,502.1950 |
|
0.618 |
2,469.2288 |
|
0.500 |
2,459.0455 |
|
0.382 |
2,448.8622 |
|
LOW |
2,415.8960 |
|
0.618 |
2,362.5632 |
|
1.000 |
2,329.5970 |
|
1.618 |
2,276.2642 |
|
2.618 |
2,189.9652 |
|
4.250 |
2,049.1253 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,478.0505 |
2,512.7410 |
| PP |
2,468.5480 |
2,504.3450 |
| S1 |
2,459.0455 |
2,495.9490 |
|