| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,071.3 |
2,075.0 |
3.7 |
0.2% |
2,070.3 |
| High |
2,086.7 |
2,093.9 |
7.2 |
0.3% |
2,077.4 |
| Low |
2,066.8 |
2,068.5 |
1.7 |
0.1% |
2,044.0 |
| Close |
2,070.5 |
2,087.0 |
16.5 |
0.8% |
2,055.6 |
| Range |
19.9 |
25.4 |
5.5 |
27.6% |
33.4 |
| ATR |
24.0 |
24.1 |
0.1 |
0.4% |
0.0 |
| Volume |
6,112 |
6,846 |
734 |
12.0% |
19,536 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.3 |
2,148.6 |
2,101.0 |
|
| R3 |
2,133.9 |
2,123.2 |
2,094.0 |
|
| R2 |
2,108.5 |
2,108.5 |
2,091.7 |
|
| R1 |
2,097.8 |
2,097.8 |
2,089.3 |
2,103.2 |
| PP |
2,083.1 |
2,083.1 |
2,083.1 |
2,085.8 |
| S1 |
2,072.4 |
2,072.4 |
2,084.7 |
2,077.8 |
| S2 |
2,057.7 |
2,057.7 |
2,082.3 |
|
| S3 |
2,032.3 |
2,047.0 |
2,080.0 |
|
| S4 |
2,006.9 |
2,021.6 |
2,073.0 |
|
|
| 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 |
2,093.9 |
2,044.0 |
49.9 |
2.4% |
18.8 |
0.9% |
86% |
True |
False |
5,347 |
| 10 |
2,093.9 |
2,044.0 |
49.9 |
2.4% |
19.0 |
0.9% |
86% |
True |
False |
4,532 |
| 20 |
2,113.9 |
2,044.0 |
69.9 |
3.3% |
23.9 |
1.1% |
62% |
False |
False |
4,317 |
| 40 |
2,191.2 |
2,027.3 |
163.9 |
7.9% |
26.0 |
1.2% |
36% |
False |
False |
3,655 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
24.6 |
1.2% |
47% |
False |
False |
3,348 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
24.5 |
1.2% |
67% |
False |
False |
3,002 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
22.6 |
1.1% |
67% |
False |
False |
2,566 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
21.2 |
1.0% |
67% |
False |
False |
2,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,201.9 |
|
2.618 |
2,160.4 |
|
1.618 |
2,135.0 |
|
1.000 |
2,119.3 |
|
0.618 |
2,109.6 |
|
HIGH |
2,093.9 |
|
0.618 |
2,084.2 |
|
0.500 |
2,081.2 |
|
0.382 |
2,078.2 |
|
LOW |
2,068.5 |
|
0.618 |
2,052.8 |
|
1.000 |
2,043.1 |
|
1.618 |
2,027.4 |
|
2.618 |
2,002.0 |
|
4.250 |
1,960.6 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,085.1 |
2,083.3 |
| PP |
2,083.1 |
2,079.6 |
| S1 |
2,081.2 |
2,075.9 |
|