| 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 |
2,453.1900 |
2,486.7030 |
33.5130 |
1.4% |
2,521.5000 |
| High |
2,502.1950 |
2,493.9400 |
-8.2550 |
-0.3% |
2,609.5860 |
| Low |
2,415.8960 |
2,317.2680 |
-98.6280 |
-4.1% |
2,415.8960 |
| Close |
2,487.5530 |
2,328.4670 |
-159.0860 |
-6.4% |
2,487.5530 |
| Range |
86.2990 |
176.6720 |
90.3730 |
104.7% |
193.6900 |
| ATR |
129.6272 |
132.9876 |
3.3603 |
2.6% |
0.0000 |
| Volume |
172,201 |
23 |
-172,178 |
-100.0% |
657,214 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,909.9077 |
2,795.8593 |
2,425.6366 |
|
| R3 |
2,733.2357 |
2,619.1873 |
2,377.0518 |
|
| R2 |
2,556.5637 |
2,556.5637 |
2,360.8569 |
|
| R1 |
2,442.5153 |
2,442.5153 |
2,344.6619 |
2,411.2035 |
| PP |
2,379.8917 |
2,379.8917 |
2,379.8917 |
2,364.2358 |
| S1 |
2,265.8433 |
2,265.8433 |
2,312.2721 |
2,234.5315 |
| S2 |
2,203.2197 |
2,203.2197 |
2,296.0771 |
|
| S3 |
2,026.5477 |
2,089.1713 |
2,279.8822 |
|
| S4 |
1,849.8757 |
1,912.4993 |
2,231.2974 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,085.4150 |
2,980.1740 |
2,594.0825 |
|
| R3 |
2,891.7250 |
2,786.4840 |
2,540.8178 |
|
| R2 |
2,698.0350 |
2,698.0350 |
2,523.0628 |
|
| R1 |
2,592.7940 |
2,592.7940 |
2,505.3079 |
2,548.5695 |
| PP |
2,504.3450 |
2,504.3450 |
2,504.3450 |
2,482.2328 |
| S1 |
2,399.1040 |
2,399.1040 |
2,469.7981 |
2,354.8795 |
| S2 |
2,310.6550 |
2,310.6550 |
2,452.0432 |
|
| S3 |
2,116.9650 |
2,205.4140 |
2,434.2883 |
|
| S4 |
1,923.2750 |
2,011.7240 |
2,381.0235 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,609.5860 |
2,317.2680 |
292.3180 |
12.6% |
115.3988 |
5.0% |
4% |
False |
True |
131,447 |
| 10 |
2,715.8900 |
2,169.5890 |
546.3010 |
23.5% |
149.7176 |
6.4% |
29% |
False |
False |
187,930 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
26.0% |
137.1326 |
5.9% |
36% |
False |
False |
222,087 |
| 40 |
2,715.8900 |
1,932.7500 |
783.1400 |
33.6% |
122.1652 |
5.2% |
51% |
False |
False |
190,450 |
| 60 |
2,715.8900 |
1,751.1680 |
964.7220 |
41.4% |
110.7973 |
4.8% |
60% |
False |
False |
192,035 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
51.2% |
98.0590 |
4.2% |
68% |
False |
False |
177,989 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
51.2% |
88.0793 |
3.8% |
68% |
False |
False |
169,936 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
51.2% |
81.4864 |
3.5% |
68% |
False |
False |
163,881 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,244.7960 |
|
2.618 |
2,956.4673 |
|
1.618 |
2,779.7953 |
|
1.000 |
2,670.6120 |
|
0.618 |
2,603.1233 |
|
HIGH |
2,493.9400 |
|
0.618 |
2,426.4513 |
|
0.500 |
2,405.6040 |
|
0.382 |
2,384.7567 |
|
LOW |
2,317.2680 |
|
0.618 |
2,208.0847 |
|
1.000 |
2,140.5960 |
|
1.618 |
2,031.4127 |
|
2.618 |
1,854.7407 |
|
4.250 |
1,566.4120 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,405.6040 |
2,431.9945 |
| PP |
2,379.8917 |
2,397.4853 |
| S1 |
2,354.1793 |
2,362.9762 |
|