| 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 |
5,006.75 |
4,988.00 |
-18.75 |
-0.4% |
4,929.00 |
| High |
5,013.00 |
4,993.50 |
-19.50 |
-0.4% |
4,990.25 |
| Low |
4,989.50 |
4,921.00 |
-68.50 |
-1.4% |
4,927.50 |
| Close |
5,007.25 |
4,925.25 |
-82.00 |
-1.6% |
4,972.50 |
| Range |
23.50 |
72.50 |
49.00 |
208.5% |
62.75 |
| ATR |
43.22 |
46.30 |
3.07 |
7.1% |
0.00 |
| Volume |
5,222 |
9,122 |
3,900 |
74.7% |
32,044 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,164.00 |
5,117.25 |
4,965.00 |
|
| R3 |
5,091.50 |
5,044.75 |
4,945.25 |
|
| R2 |
5,019.00 |
5,019.00 |
4,938.50 |
|
| R1 |
4,972.25 |
4,972.25 |
4,932.00 |
4,959.50 |
| PP |
4,946.50 |
4,946.50 |
4,946.50 |
4,940.25 |
| S1 |
4,899.75 |
4,899.75 |
4,918.50 |
4,887.00 |
| S2 |
4,874.00 |
4,874.00 |
4,912.00 |
|
| S3 |
4,801.50 |
4,827.25 |
4,905.25 |
|
| S4 |
4,729.00 |
4,754.75 |
4,885.50 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
5,151.75 |
5,124.75 |
5,007.00 |
|
| R3 |
5,089.00 |
5,062.00 |
4,989.75 |
|
| R2 |
5,026.25 |
5,026.25 |
4,984.00 |
|
| R1 |
4,999.25 |
4,999.25 |
4,978.25 |
5,012.75 |
| PP |
4,963.50 |
4,963.50 |
4,963.50 |
4,970.00 |
| S1 |
4,936.50 |
4,936.50 |
4,966.75 |
4,950.00 |
| S2 |
4,900.75 |
4,900.75 |
4,961.00 |
|
| S3 |
4,838.00 |
4,873.75 |
4,955.25 |
|
| S4 |
4,775.25 |
4,811.00 |
4,938.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
5,013.00 |
4,921.00 |
92.00 |
1.9% |
44.00 |
0.9% |
5% |
False |
True |
6,109 |
| 10 |
5,013.00 |
4,816.50 |
196.50 |
4.0% |
43.50 |
0.9% |
55% |
False |
False |
5,567 |
| 20 |
5,013.00 |
4,754.50 |
258.50 |
5.2% |
47.50 |
1.0% |
66% |
False |
False |
4,918 |
| 40 |
5,013.00 |
4,650.00 |
363.00 |
7.4% |
44.50 |
0.9% |
76% |
False |
False |
3,111 |
| 60 |
5,013.00 |
4,424.25 |
588.75 |
12.0% |
42.75 |
0.9% |
85% |
False |
False |
2,146 |
| 80 |
5,013.00 |
4,215.25 |
797.75 |
16.2% |
47.00 |
1.0% |
89% |
False |
False |
1,660 |
| 100 |
5,013.00 |
4,215.25 |
797.75 |
16.2% |
46.75 |
0.9% |
89% |
False |
False |
1,363 |
| 120 |
5,013.00 |
4,215.25 |
797.75 |
16.2% |
43.25 |
0.9% |
89% |
False |
False |
1,141 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
5,301.50 |
|
2.618 |
5,183.25 |
|
1.618 |
5,110.75 |
|
1.000 |
5,066.00 |
|
0.618 |
5,038.25 |
|
HIGH |
4,993.50 |
|
0.618 |
4,965.75 |
|
0.500 |
4,957.25 |
|
0.382 |
4,948.75 |
|
LOW |
4,921.00 |
|
0.618 |
4,876.25 |
|
1.000 |
4,848.50 |
|
1.618 |
4,803.75 |
|
2.618 |
4,731.25 |
|
4.250 |
4,613.00 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,957.25 |
4,967.00 |
| PP |
4,946.50 |
4,953.00 |
| S1 |
4,936.00 |
4,939.25 |
|