| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,070.6 |
2,077.5 |
6.9 |
0.3% |
2,086.1 |
| High |
2,080.8 |
2,082.2 |
1.4 |
0.1% |
2,093.2 |
| Low |
2,065.2 |
2,071.4 |
6.2 |
0.3% |
2,065.2 |
| Close |
2,073.4 |
2,072.8 |
-0.6 |
0.0% |
2,072.8 |
| Range |
15.6 |
10.8 |
-4.8 |
-30.8% |
28.0 |
| ATR |
24.0 |
23.1 |
-0.9 |
-3.9% |
0.0 |
| Volume |
2,720 |
1,174 |
-1,546 |
-56.8% |
8,358 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.9 |
2,101.1 |
2,078.7 |
|
| R3 |
2,097.1 |
2,090.3 |
2,075.8 |
|
| R2 |
2,086.3 |
2,086.3 |
2,074.8 |
|
| R1 |
2,079.5 |
2,079.5 |
2,073.8 |
2,077.5 |
| PP |
2,075.5 |
2,075.5 |
2,075.5 |
2,074.5 |
| S1 |
2,068.7 |
2,068.7 |
2,071.8 |
2,066.7 |
| S2 |
2,064.7 |
2,064.7 |
2,070.8 |
|
| S3 |
2,053.9 |
2,057.9 |
2,069.8 |
|
| S4 |
2,043.1 |
2,047.1 |
2,066.9 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.1 |
2,144.9 |
2,088.2 |
|
| R3 |
2,133.1 |
2,116.9 |
2,080.5 |
|
| R2 |
2,105.1 |
2,105.1 |
2,077.9 |
|
| R1 |
2,088.9 |
2,088.9 |
2,075.4 |
2,083.0 |
| PP |
2,077.1 |
2,077.1 |
2,077.1 |
2,074.1 |
| S1 |
2,060.9 |
2,060.9 |
2,070.2 |
2,055.0 |
| S2 |
2,049.1 |
2,049.1 |
2,067.7 |
|
| S3 |
2,021.1 |
2,032.9 |
2,065.1 |
|
| S4 |
1,993.1 |
2,004.9 |
2,057.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,093.2 |
2,065.2 |
28.0 |
1.4% |
16.6 |
0.8% |
27% |
False |
False |
1,671 |
| 10 |
2,121.2 |
2,061.2 |
60.0 |
2.9% |
21.2 |
1.0% |
19% |
False |
False |
1,968 |
| 20 |
2,154.1 |
2,061.2 |
92.9 |
4.5% |
22.3 |
1.1% |
12% |
False |
False |
1,902 |
| 40 |
2,208.6 |
2,045.6 |
163.0 |
7.9% |
25.1 |
1.2% |
17% |
False |
False |
1,948 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
23.5 |
1.1% |
30% |
False |
False |
1,820 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.9% |
23.1 |
1.1% |
56% |
False |
False |
1,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,128.1 |
|
2.618 |
2,110.5 |
|
1.618 |
2,099.7 |
|
1.000 |
2,093.0 |
|
0.618 |
2,088.9 |
|
HIGH |
2,082.2 |
|
0.618 |
2,078.1 |
|
0.500 |
2,076.8 |
|
0.382 |
2,075.5 |
|
LOW |
2,071.4 |
|
0.618 |
2,064.7 |
|
1.000 |
2,060.6 |
|
1.618 |
2,053.9 |
|
2.618 |
2,043.1 |
|
4.250 |
2,025.5 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.8 |
2,079.2 |
| PP |
2,075.5 |
2,077.1 |
| S1 |
2,074.1 |
2,074.9 |
|