| 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 |
2,061.0 |
2,069.5 |
8.5 |
0.4% |
2,090.5 |
| High |
2,077.4 |
2,076.7 |
-0.7 |
0.0% |
2,101.9 |
| Low |
2,059.7 |
2,050.8 |
-8.9 |
-0.4% |
2,044.1 |
| Close |
2,064.7 |
2,054.7 |
-10.0 |
-0.5% |
2,068.1 |
| Range |
17.7 |
25.9 |
8.2 |
46.3% |
57.8 |
| ATR |
25.9 |
25.9 |
0.0 |
0.0% |
0.0 |
| Volume |
2,545 |
5,996 |
3,451 |
135.6% |
17,409 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,138.4 |
2,122.5 |
2,068.9 |
|
| R3 |
2,112.5 |
2,096.6 |
2,061.8 |
|
| R2 |
2,086.6 |
2,086.6 |
2,059.4 |
|
| R1 |
2,070.7 |
2,070.7 |
2,057.1 |
2,065.7 |
| PP |
2,060.7 |
2,060.7 |
2,060.7 |
2,058.3 |
| S1 |
2,044.8 |
2,044.8 |
2,052.3 |
2,039.8 |
| S2 |
2,034.8 |
2,034.8 |
2,050.0 |
|
| S3 |
2,008.9 |
2,018.9 |
2,047.6 |
|
| S4 |
1,983.0 |
1,993.0 |
2,040.5 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,244.8 |
2,214.2 |
2,099.9 |
|
| R3 |
2,187.0 |
2,156.4 |
2,084.0 |
|
| R2 |
2,129.2 |
2,129.2 |
2,078.7 |
|
| R1 |
2,098.6 |
2,098.6 |
2,073.4 |
2,085.0 |
| PP |
2,071.4 |
2,071.4 |
2,071.4 |
2,064.6 |
| S1 |
2,040.8 |
2,040.8 |
2,062.8 |
2,027.2 |
| S2 |
2,013.6 |
2,013.6 |
2,057.5 |
|
| S3 |
1,955.8 |
1,983.0 |
2,052.2 |
|
| S4 |
1,898.0 |
1,925.2 |
2,036.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,080.5 |
2,046.9 |
33.6 |
1.6% |
19.1 |
0.9% |
23% |
False |
False |
3,716 |
| 10 |
2,105.2 |
2,044.1 |
61.1 |
3.0% |
25.0 |
1.2% |
17% |
False |
False |
4,324 |
| 20 |
2,137.5 |
2,044.1 |
93.4 |
4.5% |
23.9 |
1.2% |
11% |
False |
False |
3,472 |
| 40 |
2,191.2 |
2,027.3 |
163.9 |
8.0% |
26.5 |
1.3% |
17% |
False |
False |
3,276 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.6% |
24.9 |
1.2% |
30% |
False |
False |
3,112 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
24.5 |
1.2% |
56% |
False |
False |
2,732 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
22.3 |
1.1% |
56% |
False |
False |
2,315 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
21.0 |
1.0% |
56% |
False |
False |
1,966 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,186.8 |
|
2.618 |
2,144.5 |
|
1.618 |
2,118.6 |
|
1.000 |
2,102.6 |
|
0.618 |
2,092.7 |
|
HIGH |
2,076.7 |
|
0.618 |
2,066.8 |
|
0.500 |
2,063.8 |
|
0.382 |
2,060.7 |
|
LOW |
2,050.8 |
|
0.618 |
2,034.8 |
|
1.000 |
2,024.9 |
|
1.618 |
2,008.9 |
|
2.618 |
1,983.0 |
|
4.250 |
1,940.7 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,063.8 |
2,064.1 |
| PP |
2,060.7 |
2,061.0 |
| S1 |
2,057.7 |
2,057.8 |
|