| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,081.4 |
2,086.9 |
5.5 |
0.3% |
2,086.1 |
| High |
2,092.4 |
2,104.0 |
11.6 |
0.6% |
2,093.2 |
| Low |
2,074.9 |
2,084.3 |
9.4 |
0.5% |
2,065.2 |
| Close |
2,081.5 |
2,087.9 |
6.4 |
0.3% |
2,072.8 |
| Range |
17.5 |
19.7 |
2.2 |
12.6% |
28.0 |
| ATR |
22.8 |
22.8 |
0.0 |
-0.1% |
0.0 |
| Volume |
2,267 |
2,304 |
37 |
1.6% |
8,358 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,151.2 |
2,139.2 |
2,098.7 |
|
| R3 |
2,131.5 |
2,119.5 |
2,093.3 |
|
| R2 |
2,111.8 |
2,111.8 |
2,091.5 |
|
| R1 |
2,099.8 |
2,099.8 |
2,089.7 |
2,105.8 |
| PP |
2,092.1 |
2,092.1 |
2,092.1 |
2,095.1 |
| S1 |
2,080.1 |
2,080.1 |
2,086.1 |
2,086.1 |
| S2 |
2,072.4 |
2,072.4 |
2,084.3 |
|
| S3 |
2,052.7 |
2,060.4 |
2,082.5 |
|
| S4 |
2,033.0 |
2,040.7 |
2,077.1 |
|
|
| 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 |
2,104.0 |
2,065.2 |
38.8 |
1.9% |
17.7 |
0.8% |
59% |
True |
False |
2,088 |
| 10 |
2,104.0 |
2,061.2 |
42.8 |
2.0% |
18.5 |
0.9% |
62% |
True |
False |
1,891 |
| 20 |
2,142.6 |
2,061.2 |
81.4 |
3.9% |
22.3 |
1.1% |
33% |
False |
False |
2,016 |
| 40 |
2,208.6 |
2,045.6 |
163.0 |
7.8% |
25.4 |
1.2% |
26% |
False |
False |
2,015 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.3% |
23.3 |
1.1% |
38% |
False |
False |
1,850 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.8% |
23.2 |
1.1% |
61% |
False |
False |
1,541 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,187.7 |
|
2.618 |
2,155.6 |
|
1.618 |
2,135.9 |
|
1.000 |
2,123.7 |
|
0.618 |
2,116.2 |
|
HIGH |
2,104.0 |
|
0.618 |
2,096.5 |
|
0.500 |
2,094.2 |
|
0.382 |
2,091.8 |
|
LOW |
2,084.3 |
|
0.618 |
2,072.1 |
|
1.000 |
2,064.6 |
|
1.618 |
2,052.4 |
|
2.618 |
2,032.7 |
|
4.250 |
2,000.6 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,094.2 |
2,087.8 |
| PP |
2,092.1 |
2,087.8 |
| S1 |
2,090.0 |
2,087.7 |
|