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 |
1,957.6 |
1,997.7 |
40.1 |
2.0% |
1,962.9 |
High |
1,998.7 |
2,017.0 |
18.3 |
0.9% |
1,971.1 |
Low |
1,957.4 |
1,980.0 |
22.6 |
1.2% |
1,904.8 |
Close |
1,996.3 |
1,989.5 |
-6.8 |
-0.3% |
1,954.8 |
Range |
41.3 |
37.0 |
-4.3 |
-10.4% |
66.3 |
ATR |
40.0 |
39.8 |
-0.2 |
-0.5% |
0.0 |
Volume |
231,350 |
227,477 |
-3,873 |
-1.7% |
873,462 |
|
Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,106.5 |
2,085.0 |
2,009.9 |
|
R3 |
2,069.5 |
2,048.0 |
1,999.7 |
|
R2 |
2,032.5 |
2,032.5 |
1,996.3 |
|
R1 |
2,011.0 |
2,011.0 |
1,992.9 |
2,003.3 |
PP |
1,995.5 |
1,995.5 |
1,995.5 |
1,991.6 |
S1 |
1,974.0 |
1,974.0 |
1,986.1 |
1,966.3 |
S2 |
1,958.5 |
1,958.5 |
1,982.7 |
|
S3 |
1,921.5 |
1,937.0 |
1,979.3 |
|
S4 |
1,884.5 |
1,900.0 |
1,969.2 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,142.5 |
2,114.9 |
1,991.3 |
|
R3 |
2,076.2 |
2,048.6 |
1,973.0 |
|
R2 |
2,009.9 |
2,009.9 |
1,967.0 |
|
R1 |
1,982.3 |
1,982.3 |
1,960.9 |
1,963.0 |
PP |
1,943.6 |
1,943.6 |
1,943.6 |
1,933.9 |
S1 |
1,916.0 |
1,916.0 |
1,948.7 |
1,896.7 |
S2 |
1,877.3 |
1,877.3 |
1,942.6 |
|
S3 |
1,811.0 |
1,849.7 |
1,936.6 |
|
S4 |
1,744.7 |
1,783.4 |
1,918.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
2,017.0 |
1,904.8 |
112.2 |
5.6% |
36.6 |
1.8% |
75% |
True |
False |
219,332 |
10 |
2,017.0 |
1,904.8 |
112.2 |
5.6% |
39.0 |
2.0% |
75% |
True |
False |
217,267 |
20 |
2,097.0 |
1,904.8 |
192.2 |
9.7% |
39.1 |
2.0% |
44% |
False |
False |
212,497 |
40 |
2,097.0 |
1,808.0 |
289.0 |
14.5% |
38.7 |
1.9% |
63% |
False |
False |
183,257 |
60 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
37.6 |
1.9% |
76% |
False |
False |
122,261 |
80 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
37.0 |
1.9% |
76% |
False |
False |
91,738 |
100 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
33.4 |
1.7% |
76% |
False |
False |
73,403 |
120 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
31.3 |
1.6% |
76% |
False |
False |
61,170 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,174.3 |
2.618 |
2,113.9 |
1.618 |
2,076.9 |
1.000 |
2,054.0 |
0.618 |
2,039.9 |
HIGH |
2,017.0 |
0.618 |
2,002.9 |
0.500 |
1,998.5 |
0.382 |
1,994.1 |
LOW |
1,980.0 |
0.618 |
1,957.1 |
1.000 |
1,943.0 |
1.618 |
1,920.1 |
2.618 |
1,883.1 |
4.250 |
1,822.8 |
|
|
Fisher Pivots for day following 23-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
1,998.5 |
1,982.7 |
PP |
1,995.5 |
1,975.9 |
S1 |
1,992.5 |
1,969.2 |
|