| 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 |
4,424.0 |
4,489.0 |
65.0 |
1.5% |
4,475.0 |
| High |
4,493.0 |
4,506.0 |
13.0 |
0.3% |
4,506.0 |
| Low |
4,415.0 |
4,457.0 |
42.0 |
1.0% |
4,402.0 |
| Close |
4,473.0 |
4,468.0 |
-5.0 |
-0.1% |
4,468.0 |
| Range |
78.0 |
49.0 |
-29.0 |
-37.2% |
104.0 |
| ATR |
54.2 |
53.8 |
-0.4 |
-0.7% |
0.0 |
| Volume |
762,488 |
653,146 |
-109,342 |
-14.3% |
3,039,768 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,624.0 |
4,595.0 |
4,495.0 |
|
| R3 |
4,575.0 |
4,546.0 |
4,481.5 |
|
| R2 |
4,526.0 |
4,526.0 |
4,477.0 |
|
| R1 |
4,497.0 |
4,497.0 |
4,472.5 |
4,487.0 |
| PP |
4,477.0 |
4,477.0 |
4,477.0 |
4,472.0 |
| S1 |
4,448.0 |
4,448.0 |
4,463.5 |
4,438.0 |
| S2 |
4,428.0 |
4,428.0 |
4,459.0 |
|
| S3 |
4,379.0 |
4,399.0 |
4,454.5 |
|
| S4 |
4,330.0 |
4,350.0 |
4,441.1 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,770.7 |
4,723.3 |
4,525.2 |
|
| R3 |
4,666.7 |
4,619.3 |
4,496.6 |
|
| R2 |
4,562.7 |
4,562.7 |
4,487.1 |
|
| R1 |
4,515.3 |
4,515.3 |
4,477.5 |
4,487.0 |
| PP |
4,458.7 |
4,458.7 |
4,458.7 |
4,444.5 |
| S1 |
4,411.3 |
4,411.3 |
4,458.5 |
4,383.0 |
| S2 |
4,354.7 |
4,354.7 |
4,448.9 |
|
| S3 |
4,250.7 |
4,307.3 |
4,439.4 |
|
| S4 |
4,146.7 |
4,203.3 |
4,410.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,518.0 |
4,402.0 |
116.0 |
2.6% |
51.8 |
1.2% |
57% |
False |
False |
749,768 |
| 10 |
4,536.0 |
4,402.0 |
134.0 |
3.0% |
55.6 |
1.2% |
49% |
False |
False |
685,204 |
| 20 |
4,599.0 |
4,402.0 |
197.0 |
4.4% |
51.3 |
1.1% |
34% |
False |
False |
630,475 |
| 40 |
4,634.0 |
4,370.0 |
264.0 |
5.9% |
43.2 |
1.0% |
37% |
False |
False |
502,491 |
| 60 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
42.2 |
0.9% |
72% |
False |
False |
335,512 |
| 80 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
42.9 |
1.0% |
72% |
False |
False |
252,073 |
| 100 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
37.3 |
0.8% |
72% |
False |
False |
201,704 |
| 120 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
31.9 |
0.7% |
72% |
False |
False |
168,087 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,714.3 |
|
2.618 |
4,634.3 |
|
1.618 |
4,585.3 |
|
1.000 |
4,555.0 |
|
0.618 |
4,536.3 |
|
HIGH |
4,506.0 |
|
0.618 |
4,487.3 |
|
0.500 |
4,481.5 |
|
0.382 |
4,475.7 |
|
LOW |
4,457.0 |
|
0.618 |
4,426.7 |
|
1.000 |
4,408.0 |
|
1.618 |
4,377.7 |
|
2.618 |
4,328.7 |
|
4.250 |
4,248.8 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,481.5 |
4,463.3 |
| PP |
4,477.0 |
4,458.7 |
| S1 |
4,472.5 |
4,454.0 |
|