| 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 |
2,058.7 |
2,061.1 |
2.4 |
0.1% |
2,070.3 |
| High |
2,065.4 |
2,075.4 |
10.0 |
0.5% |
2,077.4 |
| Low |
2,053.9 |
2,057.9 |
4.0 |
0.2% |
2,044.0 |
| Close |
2,055.6 |
2,064.2 |
8.6 |
0.4% |
2,055.6 |
| Range |
11.5 |
17.5 |
6.0 |
52.2% |
33.4 |
| ATR |
24.4 |
24.1 |
-0.3 |
-1.4% |
0.0 |
| Volume |
4,625 |
5,429 |
804 |
17.4% |
19,536 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.3 |
2,108.8 |
2,073.8 |
|
| R3 |
2,100.8 |
2,091.3 |
2,069.0 |
|
| R2 |
2,083.3 |
2,083.3 |
2,067.4 |
|
| R1 |
2,073.8 |
2,073.8 |
2,065.8 |
2,078.6 |
| PP |
2,065.8 |
2,065.8 |
2,065.8 |
2,068.2 |
| S1 |
2,056.3 |
2,056.3 |
2,062.6 |
2,061.1 |
| S2 |
2,048.3 |
2,048.3 |
2,061.0 |
|
| S3 |
2,030.8 |
2,038.8 |
2,059.4 |
|
| S4 |
2,013.3 |
2,021.3 |
2,054.6 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.2 |
2,140.8 |
2,074.0 |
|
| R3 |
2,125.8 |
2,107.4 |
2,064.8 |
|
| R2 |
2,092.4 |
2,092.4 |
2,061.7 |
|
| R1 |
2,074.0 |
2,074.0 |
2,058.7 |
2,066.5 |
| PP |
2,059.0 |
2,059.0 |
2,059.0 |
2,055.3 |
| S1 |
2,040.6 |
2,040.6 |
2,052.5 |
2,033.1 |
| S2 |
2,025.6 |
2,025.6 |
2,049.5 |
|
| S3 |
1,992.2 |
2,007.2 |
2,046.4 |
|
| S4 |
1,958.8 |
1,973.8 |
2,037.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,077.4 |
2,044.0 |
33.4 |
1.6% |
18.5 |
0.9% |
60% |
False |
False |
4,464 |
| 10 |
2,101.9 |
2,044.0 |
57.9 |
2.8% |
21.0 |
1.0% |
35% |
False |
False |
4,237 |
| 20 |
2,127.5 |
2,044.0 |
83.5 |
4.0% |
23.5 |
1.1% |
24% |
False |
False |
3,821 |
| 40 |
2,191.2 |
2,027.3 |
163.9 |
7.9% |
26.2 |
1.3% |
23% |
False |
False |
3,434 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
24.5 |
1.2% |
35% |
False |
False |
3,238 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
24.3 |
1.2% |
59% |
False |
False |
2,863 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
22.4 |
1.1% |
59% |
False |
False |
2,443 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
21.1 |
1.0% |
59% |
False |
False |
2,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.8 |
|
2.618 |
2,121.2 |
|
1.618 |
2,103.7 |
|
1.000 |
2,092.9 |
|
0.618 |
2,086.2 |
|
HIGH |
2,075.4 |
|
0.618 |
2,068.7 |
|
0.500 |
2,066.7 |
|
0.382 |
2,064.6 |
|
LOW |
2,057.9 |
|
0.618 |
2,047.1 |
|
1.000 |
2,040.4 |
|
1.618 |
2,029.6 |
|
2.618 |
2,012.1 |
|
4.250 |
1,983.5 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,066.7 |
2,062.7 |
| PP |
2,065.8 |
2,061.2 |
| S1 |
2,065.0 |
2,059.7 |
|