| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,040.0 |
2,043.0 |
3.0 |
0.1% |
2,051.4 |
| High |
2,046.8 |
2,056.2 |
9.4 |
0.5% |
2,058.5 |
| Low |
2,034.4 |
2,037.7 |
3.3 |
0.2% |
2,023.3 |
| Close |
2,036.1 |
2,044.6 |
8.5 |
0.4% |
2,036.1 |
| Range |
12.4 |
18.5 |
6.1 |
49.2% |
35.2 |
| ATR |
25.1 |
24.7 |
-0.4 |
-1.4% |
0.0 |
| Volume |
87,447 |
184,039 |
96,592 |
110.5% |
340,455 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,101.7 |
2,091.6 |
2,054.8 |
|
| R3 |
2,083.2 |
2,073.1 |
2,049.7 |
|
| R2 |
2,064.7 |
2,064.7 |
2,048.0 |
|
| R1 |
2,054.6 |
2,054.6 |
2,046.3 |
2,059.7 |
| PP |
2,046.2 |
2,046.2 |
2,046.2 |
2,048.7 |
| S1 |
2,036.1 |
2,036.1 |
2,042.9 |
2,041.2 |
| S2 |
2,027.7 |
2,027.7 |
2,041.2 |
|
| S3 |
2,009.2 |
2,017.6 |
2,039.5 |
|
| S4 |
1,990.7 |
1,999.1 |
2,034.4 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.9 |
2,125.7 |
2,055.5 |
|
| R3 |
2,109.7 |
2,090.5 |
2,045.8 |
|
| R2 |
2,074.5 |
2,074.5 |
2,042.6 |
|
| R1 |
2,055.3 |
2,055.3 |
2,039.3 |
2,047.3 |
| PP |
2,039.3 |
2,039.3 |
2,039.3 |
2,035.3 |
| S1 |
2,020.1 |
2,020.1 |
2,032.9 |
2,012.1 |
| S2 |
2,004.1 |
2,004.1 |
2,029.6 |
|
| S3 |
1,968.9 |
1,984.9 |
2,026.4 |
|
| S4 |
1,933.7 |
1,949.7 |
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 |
2,058.5 |
2,023.3 |
35.2 |
1.7% |
19.4 |
0.9% |
61% |
False |
False |
97,614 |
| 10 |
2,082.2 |
2,023.3 |
58.9 |
2.9% |
21.7 |
1.1% |
36% |
False |
False |
63,304 |
| 20 |
2,107.7 |
2,023.3 |
84.4 |
4.1% |
24.2 |
1.2% |
25% |
False |
False |
49,885 |
| 40 |
2,171.5 |
2,007.4 |
164.1 |
8.0% |
27.2 |
1.3% |
23% |
False |
False |
28,892 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.1 |
1.2% |
35% |
False |
False |
20,650 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
24.7 |
1.2% |
59% |
False |
False |
16,141 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.9 |
1.1% |
59% |
False |
False |
13,153 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
21.6 |
1.1% |
59% |
False |
False |
11,043 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,134.8 |
|
2.618 |
2,104.6 |
|
1.618 |
2,086.1 |
|
1.000 |
2,074.7 |
|
0.618 |
2,067.6 |
|
HIGH |
2,056.2 |
|
0.618 |
2,049.1 |
|
0.500 |
2,047.0 |
|
0.382 |
2,044.8 |
|
LOW |
2,037.7 |
|
0.618 |
2,026.3 |
|
1.000 |
2,019.2 |
|
1.618 |
2,007.8 |
|
2.618 |
1,989.3 |
|
4.250 |
1,959.1 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,047.0 |
2,043.0 |
| PP |
2,046.2 |
2,041.4 |
| S1 |
2,045.4 |
2,039.8 |
|