| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,024.4 |
2,032.5 |
8.1 |
0.4% |
2,031.8 |
| High |
2,037.2 |
2,048.5 |
11.3 |
0.6% |
2,039.3 |
| Low |
2,018.8 |
2,028.1 |
9.3 |
0.5% |
2,004.0 |
| Close |
2,025.4 |
2,031.5 |
6.1 |
0.3% |
2,017.3 |
| Range |
18.4 |
20.4 |
2.0 |
10.9% |
35.3 |
| ATR |
25.0 |
24.9 |
-0.1 |
-0.5% |
0.0 |
| Volume |
150,708 |
26,907 |
-123,801 |
-82.1% |
860,172 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,097.2 |
2,084.8 |
2,042.7 |
|
| R3 |
2,076.8 |
2,064.4 |
2,037.1 |
|
| R2 |
2,056.4 |
2,056.4 |
2,035.2 |
|
| R1 |
2,044.0 |
2,044.0 |
2,033.4 |
2,040.0 |
| PP |
2,036.0 |
2,036.0 |
2,036.0 |
2,034.1 |
| S1 |
2,023.6 |
2,023.6 |
2,029.6 |
2,019.6 |
| S2 |
2,015.6 |
2,015.6 |
2,027.8 |
|
| S3 |
1,995.2 |
2,003.2 |
2,025.9 |
|
| S4 |
1,974.8 |
1,982.8 |
2,020.3 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.1 |
2,107.0 |
2,036.7 |
|
| R3 |
2,090.8 |
2,071.7 |
2,027.0 |
|
| R2 |
2,055.5 |
2,055.5 |
2,023.8 |
|
| R1 |
2,036.4 |
2,036.4 |
2,020.5 |
2,028.3 |
| PP |
2,020.2 |
2,020.2 |
2,020.2 |
2,016.2 |
| S1 |
2,001.1 |
2,001.1 |
2,014.1 |
1,993.0 |
| S2 |
1,984.9 |
1,984.9 |
2,010.8 |
|
| S3 |
1,949.6 |
1,965.8 |
2,007.6 |
|
| S4 |
1,914.3 |
1,930.5 |
1,997.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,048.5 |
2,004.0 |
44.5 |
2.2% |
19.8 |
1.0% |
62% |
True |
False |
145,666 |
| 10 |
2,048.5 |
2,004.0 |
44.5 |
2.2% |
20.3 |
1.0% |
62% |
True |
False |
163,681 |
| 20 |
2,088.1 |
2,004.0 |
84.1 |
4.1% |
24.7 |
1.2% |
33% |
False |
False |
193,233 |
| 40 |
2,152.3 |
1,987.9 |
164.4 |
8.1% |
27.6 |
1.4% |
27% |
False |
False |
182,398 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
25.6 |
1.3% |
39% |
False |
False |
144,667 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
25.7 |
1.3% |
61% |
False |
False |
110,892 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
23.8 |
1.2% |
61% |
False |
False |
89,475 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
22.5 |
1.1% |
61% |
False |
False |
74,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,135.2 |
|
2.618 |
2,101.9 |
|
1.618 |
2,081.5 |
|
1.000 |
2,068.9 |
|
0.618 |
2,061.1 |
|
HIGH |
2,048.5 |
|
0.618 |
2,040.7 |
|
0.500 |
2,038.3 |
|
0.382 |
2,035.9 |
|
LOW |
2,028.1 |
|
0.618 |
2,015.5 |
|
1.000 |
2,007.7 |
|
1.618 |
1,995.1 |
|
2.618 |
1,974.7 |
|
4.250 |
1,941.4 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,038.3 |
2,032.1 |
| PP |
2,036.0 |
2,031.9 |
| S1 |
2,033.8 |
2,031.7 |
|