| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,042.6 |
2,049.7 |
7.1 |
0.3% |
2,073.2 |
| High |
2,058.5 |
2,057.2 |
-1.3 |
-0.1% |
2,082.2 |
| Low |
2,040.0 |
2,031.1 |
-8.9 |
-0.4% |
2,024.2 |
| Close |
2,045.2 |
2,035.2 |
-10.0 |
-0.5% |
2,048.6 |
| Range |
18.5 |
26.1 |
7.6 |
41.1% |
58.0 |
| ATR |
26.5 |
26.4 |
0.0 |
-0.1% |
0.0 |
| Volume |
45,689 |
77,557 |
31,868 |
69.7% |
108,553 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.5 |
2,103.4 |
2,049.6 |
|
| R3 |
2,093.4 |
2,077.3 |
2,042.4 |
|
| R2 |
2,067.3 |
2,067.3 |
2,040.0 |
|
| R1 |
2,051.2 |
2,051.2 |
2,037.6 |
2,046.2 |
| PP |
2,041.2 |
2,041.2 |
2,041.2 |
2,038.7 |
| S1 |
2,025.1 |
2,025.1 |
2,032.8 |
2,020.1 |
| S2 |
2,015.1 |
2,015.1 |
2,030.4 |
|
| S3 |
1,989.0 |
1,999.0 |
2,028.0 |
|
| S4 |
1,962.9 |
1,972.9 |
2,020.8 |
|
|
| 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 |
2,027.2 |
34.0 |
1.7% |
19.7 |
1.0% |
24% |
False |
False |
43,216 |
| 10 |
2,086.8 |
2,024.2 |
62.6 |
3.1% |
25.7 |
1.3% |
18% |
False |
False |
44,858 |
| 20 |
2,118.0 |
2,024.2 |
93.8 |
4.6% |
24.7 |
1.2% |
12% |
False |
False |
32,565 |
| 40 |
2,171.5 |
2,007.4 |
164.1 |
8.1% |
27.5 |
1.3% |
17% |
False |
False |
20,206 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.7% |
25.5 |
1.3% |
31% |
False |
False |
14,680 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
25.0 |
1.2% |
56% |
False |
False |
11,650 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.8 |
1.1% |
56% |
False |
False |
9,521 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
21.5 |
1.1% |
56% |
False |
False |
8,013 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,168.1 |
|
2.618 |
2,125.5 |
|
1.618 |
2,099.4 |
|
1.000 |
2,083.3 |
|
0.618 |
2,073.3 |
|
HIGH |
2,057.2 |
|
0.618 |
2,047.2 |
|
0.500 |
2,044.2 |
|
0.382 |
2,041.1 |
|
LOW |
2,031.1 |
|
0.618 |
2,015.0 |
|
1.000 |
2,005.0 |
|
1.618 |
1,988.9 |
|
2.618 |
1,962.8 |
|
4.250 |
1,920.2 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,044.2 |
2,044.8 |
| PP |
2,041.2 |
2,041.6 |
| S1 |
2,038.2 |
2,038.4 |
|