| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,031.8 |
2,023.2 |
-8.6 |
-0.4% |
2,053.4 |
| High |
2,034.1 |
2,039.3 |
5.2 |
0.3% |
2,062.8 |
| Low |
2,017.4 |
2,020.8 |
3.4 |
0.2% |
2,004.6 |
| Close |
2,022.2 |
2,025.8 |
3.6 |
0.2% |
2,029.3 |
| Range |
16.7 |
18.5 |
1.8 |
10.8% |
58.2 |
| ATR |
27.4 |
26.8 |
-0.6 |
-2.3% |
0.0 |
| Volume |
152,756 |
156,699 |
3,943 |
2.6% |
884,279 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,084.1 |
2,073.5 |
2,036.0 |
|
| R3 |
2,065.6 |
2,055.0 |
2,030.9 |
|
| R2 |
2,047.1 |
2,047.1 |
2,029.2 |
|
| R1 |
2,036.5 |
2,036.5 |
2,027.5 |
2,041.8 |
| PP |
2,028.6 |
2,028.6 |
2,028.6 |
2,031.3 |
| S1 |
2,018.0 |
2,018.0 |
2,024.1 |
2,023.3 |
| S2 |
2,010.1 |
2,010.1 |
2,022.4 |
|
| S3 |
1,991.6 |
1,999.5 |
2,020.7 |
|
| S4 |
1,973.1 |
1,981.0 |
2,015.6 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.8 |
2,176.3 |
2,061.3 |
|
| R3 |
2,148.6 |
2,118.1 |
2,045.3 |
|
| R2 |
2,090.4 |
2,090.4 |
2,040.0 |
|
| R1 |
2,059.9 |
2,059.9 |
2,034.6 |
2,046.1 |
| PP |
2,032.2 |
2,032.2 |
2,032.2 |
2,025.3 |
| S1 |
2,001.7 |
2,001.7 |
2,024.0 |
1,987.9 |
| S2 |
1,974.0 |
1,974.0 |
2,018.6 |
|
| S3 |
1,915.8 |
1,943.5 |
2,013.3 |
|
| S4 |
1,857.6 |
1,885.3 |
1,997.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,041.9 |
2,004.6 |
37.3 |
1.8% |
20.9 |
1.0% |
57% |
False |
False |
181,696 |
| 10 |
2,067.3 |
2,004.6 |
62.7 |
3.1% |
25.0 |
1.2% |
34% |
False |
False |
219,117 |
| 20 |
2,098.2 |
2,004.6 |
93.6 |
4.6% |
24.9 |
1.2% |
23% |
False |
False |
187,475 |
| 40 |
2,152.3 |
1,987.9 |
164.4 |
8.1% |
27.5 |
1.4% |
23% |
False |
False |
184,283 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
26.1 |
1.3% |
36% |
False |
False |
133,439 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
25.8 |
1.3% |
59% |
False |
False |
102,149 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
23.6 |
1.2% |
59% |
False |
False |
82,283 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
22.4 |
1.1% |
59% |
False |
False |
68,843 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.9 |
|
2.618 |
2,087.7 |
|
1.618 |
2,069.2 |
|
1.000 |
2,057.8 |
|
0.618 |
2,050.7 |
|
HIGH |
2,039.3 |
|
0.618 |
2,032.2 |
|
0.500 |
2,030.1 |
|
0.382 |
2,027.9 |
|
LOW |
2,020.8 |
|
0.618 |
2,009.4 |
|
1.000 |
2,002.3 |
|
1.618 |
1,990.9 |
|
2.618 |
1,972.4 |
|
4.250 |
1,942.2 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,030.1 |
2,029.7 |
| PP |
2,028.6 |
2,028.4 |
| S1 |
2,027.2 |
2,027.1 |
|