| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
4,612.0 |
4,648.0 |
36.0 |
0.8% |
4,498.0 |
| High |
4,660.0 |
4,680.0 |
20.0 |
0.4% |
4,660.0 |
| Low |
4,595.0 |
4,639.0 |
44.0 |
1.0% |
4,477.0 |
| Close |
4,655.0 |
4,658.0 |
3.0 |
0.1% |
4,655.0 |
| Range |
65.0 |
41.0 |
-24.0 |
-36.9% |
183.0 |
| ATR |
57.4 |
56.2 |
-1.2 |
-2.0% |
0.0 |
| Volume |
932,675 |
510,160 |
-422,515 |
-45.3% |
3,824,887 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,782.0 |
4,761.0 |
4,680.6 |
|
| R3 |
4,741.0 |
4,720.0 |
4,669.3 |
|
| R2 |
4,700.0 |
4,700.0 |
4,665.5 |
|
| R1 |
4,679.0 |
4,679.0 |
4,661.8 |
4,689.5 |
| PP |
4,659.0 |
4,659.0 |
4,659.0 |
4,664.3 |
| S1 |
4,638.0 |
4,638.0 |
4,654.2 |
4,648.5 |
| S2 |
4,618.0 |
4,618.0 |
4,650.5 |
|
| S3 |
4,577.0 |
4,597.0 |
4,646.7 |
|
| S4 |
4,536.0 |
4,556.0 |
4,635.5 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,146.3 |
5,083.7 |
4,755.7 |
|
| R3 |
4,963.3 |
4,900.7 |
4,705.3 |
|
| R2 |
4,780.3 |
4,780.3 |
4,688.6 |
|
| R1 |
4,717.7 |
4,717.7 |
4,671.8 |
4,749.0 |
| PP |
4,597.3 |
4,597.3 |
4,597.3 |
4,613.0 |
| S1 |
4,534.7 |
4,534.7 |
4,638.2 |
4,566.0 |
| S2 |
4,414.3 |
4,414.3 |
4,621.5 |
|
| S3 |
4,231.3 |
4,351.7 |
4,604.7 |
|
| S4 |
4,048.3 |
4,168.7 |
4,554.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,680.0 |
4,477.0 |
203.0 |
4.4% |
60.0 |
1.3% |
89% |
True |
False |
747,775 |
| 10 |
4,680.0 |
4,402.0 |
278.0 |
6.0% |
55.6 |
1.2% |
92% |
True |
False |
737,481 |
| 20 |
4,680.0 |
4,402.0 |
278.0 |
6.0% |
56.4 |
1.2% |
92% |
True |
False |
690,137 |
| 40 |
4,680.0 |
4,384.0 |
296.0 |
6.4% |
48.5 |
1.0% |
93% |
True |
False |
609,480 |
| 60 |
4,680.0 |
4,089.0 |
591.0 |
12.7% |
43.4 |
0.9% |
96% |
True |
False |
407,469 |
| 80 |
4,680.0 |
4,034.0 |
646.0 |
13.9% |
43.2 |
0.9% |
97% |
True |
False |
306,125 |
| 100 |
4,680.0 |
4,034.0 |
646.0 |
13.9% |
40.3 |
0.9% |
97% |
True |
False |
245,053 |
| 120 |
4,680.0 |
4,034.0 |
646.0 |
13.9% |
34.7 |
0.7% |
97% |
True |
False |
204,212 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,854.3 |
|
2.618 |
4,787.3 |
|
1.618 |
4,746.3 |
|
1.000 |
4,721.0 |
|
0.618 |
4,705.3 |
|
HIGH |
4,680.0 |
|
0.618 |
4,664.3 |
|
0.500 |
4,659.5 |
|
0.382 |
4,654.7 |
|
LOW |
4,639.0 |
|
0.618 |
4,613.7 |
|
1.000 |
4,598.0 |
|
1.618 |
4,572.7 |
|
2.618 |
4,531.7 |
|
4.250 |
4,464.8 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,659.5 |
4,646.3 |
| PP |
4,659.0 |
4,634.7 |
| S1 |
4,658.5 |
4,623.0 |
|