| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,049.7 |
2,033.9 |
-15.8 |
-0.8% |
2,073.2 |
| High |
2,057.2 |
2,044.7 |
-12.5 |
-0.6% |
2,082.2 |
| Low |
2,031.1 |
2,023.3 |
-7.8 |
-0.4% |
2,024.2 |
| Close |
2,035.2 |
2,036.8 |
1.6 |
0.1% |
2,048.6 |
| Range |
26.1 |
21.4 |
-4.7 |
-18.0% |
58.0 |
| ATR |
26.4 |
26.1 |
-0.4 |
-1.4% |
0.0 |
| Volume |
77,557 |
93,338 |
15,781 |
20.3% |
108,553 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.1 |
2,089.4 |
2,048.6 |
|
| R3 |
2,077.7 |
2,068.0 |
2,042.7 |
|
| R2 |
2,056.3 |
2,056.3 |
2,040.7 |
|
| R1 |
2,046.6 |
2,046.6 |
2,038.8 |
2,051.5 |
| PP |
2,034.9 |
2,034.9 |
2,034.9 |
2,037.4 |
| S1 |
2,025.2 |
2,025.2 |
2,034.8 |
2,030.1 |
| S2 |
2,013.5 |
2,013.5 |
2,032.9 |
|
| S3 |
1,992.1 |
2,003.8 |
2,030.9 |
|
| S4 |
1,970.7 |
1,982.4 |
2,025.0 |
|
|
| 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 |
2,023.3 |
37.9 |
1.9% |
20.4 |
1.0% |
36% |
False |
True |
56,089 |
| 10 |
2,086.8 |
2,023.3 |
63.5 |
3.1% |
25.8 |
1.3% |
21% |
False |
True |
48,711 |
| 20 |
2,118.0 |
2,023.3 |
94.7 |
4.6% |
25.0 |
1.2% |
14% |
False |
True |
37,039 |
| 40 |
2,171.5 |
2,007.4 |
164.1 |
8.1% |
27.6 |
1.4% |
18% |
False |
False |
22,415 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.4 |
1.2% |
31% |
False |
False |
16,195 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
24.8 |
1.2% |
57% |
False |
False |
12,794 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
23.0 |
1.1% |
57% |
False |
False |
10,451 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
21.6 |
1.1% |
57% |
False |
False |
8,788 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,135.7 |
|
2.618 |
2,100.7 |
|
1.618 |
2,079.3 |
|
1.000 |
2,066.1 |
|
0.618 |
2,057.9 |
|
HIGH |
2,044.7 |
|
0.618 |
2,036.5 |
|
0.500 |
2,034.0 |
|
0.382 |
2,031.5 |
|
LOW |
2,023.3 |
|
0.618 |
2,010.1 |
|
1.000 |
2,001.9 |
|
1.618 |
1,988.7 |
|
2.618 |
1,967.3 |
|
4.250 |
1,932.4 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,035.9 |
2,040.9 |
| PP |
2,034.9 |
2,039.5 |
| S1 |
2,034.0 |
2,038.2 |
|