| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,080.6 |
2,086.1 |
5.5 |
0.3% |
2,107.7 |
| High |
2,096.0 |
2,089.0 |
-7.0 |
-0.3% |
2,116.8 |
| Low |
2,078.4 |
2,073.6 |
-4.8 |
-0.2% |
2,061.2 |
| Close |
2,085.2 |
2,078.1 |
-7.1 |
-0.3% |
2,085.2 |
| Range |
17.6 |
15.4 |
-2.2 |
-12.5% |
55.6 |
| ATR |
26.0 |
25.3 |
-0.8 |
-2.9% |
0.0 |
| Volume |
2,437 |
1,220 |
-1,217 |
-49.9% |
7,576 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.4 |
2,117.7 |
2,086.6 |
|
| R3 |
2,111.0 |
2,102.3 |
2,082.3 |
|
| R2 |
2,095.6 |
2,095.6 |
2,080.9 |
|
| R1 |
2,086.9 |
2,086.9 |
2,079.5 |
2,083.6 |
| PP |
2,080.2 |
2,080.2 |
2,080.2 |
2,078.6 |
| S1 |
2,071.5 |
2,071.5 |
2,076.7 |
2,068.2 |
| S2 |
2,064.8 |
2,064.8 |
2,075.3 |
|
| S3 |
2,049.4 |
2,056.1 |
2,073.9 |
|
| S4 |
2,034.0 |
2,040.7 |
2,069.6 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,254.5 |
2,225.5 |
2,115.8 |
|
| R3 |
2,198.9 |
2,169.9 |
2,100.5 |
|
| R2 |
2,143.3 |
2,143.3 |
2,095.4 |
|
| R1 |
2,114.3 |
2,114.3 |
2,090.3 |
2,101.0 |
| PP |
2,087.7 |
2,087.7 |
2,087.7 |
2,081.1 |
| S1 |
2,058.7 |
2,058.7 |
2,080.1 |
2,045.4 |
| S2 |
2,032.1 |
2,032.1 |
2,075.0 |
|
| S3 |
1,976.5 |
2,003.1 |
2,069.9 |
|
| S4 |
1,920.9 |
1,947.5 |
2,054.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,116.8 |
2,061.2 |
55.6 |
2.7% |
22.7 |
1.1% |
30% |
False |
False |
1,759 |
| 10 |
2,121.2 |
2,061.2 |
60.0 |
2.9% |
23.4 |
1.1% |
28% |
False |
False |
2,159 |
| 20 |
2,154.1 |
2,061.2 |
92.9 |
4.5% |
22.4 |
1.1% |
18% |
False |
False |
1,761 |
| 40 |
2,208.6 |
2,045.6 |
163.0 |
7.8% |
25.3 |
1.2% |
20% |
False |
False |
1,978 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
23.9 |
1.1% |
33% |
False |
False |
1,731 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.9% |
23.6 |
1.1% |
58% |
False |
False |
1,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,154.5 |
|
2.618 |
2,129.3 |
|
1.618 |
2,113.9 |
|
1.000 |
2,104.4 |
|
0.618 |
2,098.5 |
|
HIGH |
2,089.0 |
|
0.618 |
2,083.1 |
|
0.500 |
2,081.3 |
|
0.382 |
2,079.5 |
|
LOW |
2,073.6 |
|
0.618 |
2,064.1 |
|
1.000 |
2,058.2 |
|
1.618 |
2,048.7 |
|
2.618 |
2,033.3 |
|
4.250 |
2,008.2 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,081.3 |
2,080.0 |
| PP |
2,080.2 |
2,079.3 |
| S1 |
2,079.2 |
2,078.7 |
|