| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,046.3 |
2,051.4 |
5.1 |
0.2% |
2,073.2 |
| High |
2,061.2 |
2,053.4 |
-7.8 |
-0.4% |
2,082.2 |
| Low |
2,041.7 |
2,036.8 |
-4.9 |
-0.2% |
2,024.2 |
| Close |
2,048.6 |
2,041.6 |
-7.0 |
-0.3% |
2,048.6 |
| Range |
19.5 |
16.6 |
-2.9 |
-14.9% |
58.0 |
| ATR |
27.9 |
27.1 |
-0.8 |
-2.9% |
0.0 |
| Volume |
27,441 |
36,424 |
8,983 |
32.7% |
108,553 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.7 |
2,084.3 |
2,050.7 |
|
| R3 |
2,077.1 |
2,067.7 |
2,046.2 |
|
| R2 |
2,060.5 |
2,060.5 |
2,044.6 |
|
| R1 |
2,051.1 |
2,051.1 |
2,043.1 |
2,047.5 |
| PP |
2,043.9 |
2,043.9 |
2,043.9 |
2,042.2 |
| S1 |
2,034.5 |
2,034.5 |
2,040.1 |
2,030.9 |
| S2 |
2,027.3 |
2,027.3 |
2,038.6 |
|
| S3 |
2,010.7 |
2,017.9 |
2,037.0 |
|
| S4 |
1,994.1 |
2,001.3 |
2,032.5 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.7 |
2,195.1 |
2,080.5 |
|
| R3 |
2,167.7 |
2,137.1 |
2,064.6 |
|
| R2 |
2,109.7 |
2,109.7 |
2,059.2 |
|
| R1 |
2,079.1 |
2,079.1 |
2,053.9 |
2,065.4 |
| PP |
2,051.7 |
2,051.7 |
2,051.7 |
2,044.8 |
| S1 |
2,021.1 |
2,021.1 |
2,043.3 |
2,007.4 |
| S2 |
1,993.7 |
1,993.7 |
2,038.0 |
|
| S3 |
1,935.7 |
1,963.1 |
2,032.7 |
|
| S4 |
1,877.7 |
1,905.1 |
2,016.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,082.2 |
2,024.2 |
58.0 |
2.8% |
24.0 |
1.2% |
30% |
False |
False |
28,995 |
| 10 |
2,086.8 |
2,024.2 |
62.6 |
3.1% |
25.9 |
1.3% |
28% |
False |
False |
43,456 |
| 20 |
2,118.0 |
2,024.2 |
93.8 |
4.6% |
24.4 |
1.2% |
19% |
False |
False |
26,878 |
| 40 |
2,171.5 |
2,007.4 |
164.1 |
8.0% |
27.1 |
1.3% |
21% |
False |
False |
17,364 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.5 |
1.2% |
34% |
False |
False |
12,737 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
25.1 |
1.2% |
58% |
False |
False |
10,164 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.8 |
1.1% |
58% |
False |
False |
8,294 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
21.5 |
1.1% |
58% |
False |
False |
6,994 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,124.0 |
|
2.618 |
2,096.9 |
|
1.618 |
2,080.3 |
|
1.000 |
2,070.0 |
|
0.618 |
2,063.7 |
|
HIGH |
2,053.4 |
|
0.618 |
2,047.1 |
|
0.500 |
2,045.1 |
|
0.382 |
2,043.1 |
|
LOW |
2,036.8 |
|
0.618 |
2,026.5 |
|
1.000 |
2,020.2 |
|
1.618 |
2,009.9 |
|
2.618 |
1,993.3 |
|
4.250 |
1,966.3 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.1 |
2,044.2 |
| PP |
2,043.9 |
2,043.3 |
| S1 |
2,042.8 |
2,042.5 |
|