| 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 |
2,051.4 |
2,042.6 |
-8.8 |
-0.4% |
2,073.2 |
| High |
2,053.4 |
2,058.5 |
5.1 |
0.2% |
2,082.2 |
| Low |
2,036.8 |
2,040.0 |
3.2 |
0.2% |
2,024.2 |
| Close |
2,041.6 |
2,045.2 |
3.6 |
0.2% |
2,048.6 |
| Range |
16.6 |
18.5 |
1.9 |
11.4% |
58.0 |
| ATR |
27.1 |
26.5 |
-0.6 |
-2.3% |
0.0 |
| Volume |
36,424 |
45,689 |
9,265 |
25.4% |
108,553 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.4 |
2,092.8 |
2,055.4 |
|
| R3 |
2,084.9 |
2,074.3 |
2,050.3 |
|
| R2 |
2,066.4 |
2,066.4 |
2,048.6 |
|
| R1 |
2,055.8 |
2,055.8 |
2,046.9 |
2,061.1 |
| PP |
2,047.9 |
2,047.9 |
2,047.9 |
2,050.6 |
| S1 |
2,037.3 |
2,037.3 |
2,043.5 |
2,042.6 |
| S2 |
2,029.4 |
2,029.4 |
2,041.8 |
|
| S3 |
2,010.9 |
2,018.8 |
2,040.1 |
|
| S4 |
1,992.4 |
2,000.3 |
2,035.0 |
|
|
| 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 |
2,061.2 |
2,024.2 |
37.0 |
1.8% |
20.7 |
1.0% |
57% |
False |
False |
33,033 |
| 10 |
2,086.8 |
2,024.2 |
62.6 |
3.1% |
24.7 |
1.2% |
34% |
False |
False |
43,483 |
| 20 |
2,118.0 |
2,024.2 |
93.8 |
4.6% |
24.6 |
1.2% |
22% |
False |
False |
28,999 |
| 40 |
2,171.5 |
2,007.4 |
164.1 |
8.0% |
27.1 |
1.3% |
23% |
False |
False |
18,343 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.4 |
1.2% |
36% |
False |
False |
13,442 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
24.9 |
1.2% |
59% |
False |
False |
10,708 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
22.7 |
1.1% |
59% |
False |
False |
8,748 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
21.5 |
1.1% |
59% |
False |
False |
7,371 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,137.1 |
|
2.618 |
2,106.9 |
|
1.618 |
2,088.4 |
|
1.000 |
2,077.0 |
|
0.618 |
2,069.9 |
|
HIGH |
2,058.5 |
|
0.618 |
2,051.4 |
|
0.500 |
2,049.3 |
|
0.382 |
2,047.1 |
|
LOW |
2,040.0 |
|
0.618 |
2,028.6 |
|
1.000 |
2,021.5 |
|
1.618 |
2,010.1 |
|
2.618 |
1,991.6 |
|
4.250 |
1,961.4 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,049.3 |
2,049.0 |
| PP |
2,047.9 |
2,047.7 |
| S1 |
2,046.6 |
2,046.5 |
|