| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,486.7030 |
2,328.4670 |
-158.2360 |
-6.4% |
2,521.5000 |
| High |
2,493.9400 |
2,349.0040 |
-144.9360 |
-5.8% |
2,609.5860 |
| Low |
2,317.2680 |
2,170.7140 |
-146.5540 |
-6.3% |
2,415.8960 |
| Close |
2,328.4670 |
2,203.1040 |
-125.3630 |
-5.4% |
2,487.5530 |
| Range |
176.6720 |
178.2900 |
1.6180 |
0.9% |
193.6900 |
| ATR |
132.9876 |
136.2235 |
3.2359 |
2.4% |
0.0000 |
| Volume |
23 |
309,171 |
309,148 |
1,344,121.7% |
657,214 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,775.8107 |
2,667.7473 |
2,301.1635 |
|
| R3 |
2,597.5207 |
2,489.4573 |
2,252.1338 |
|
| R2 |
2,419.2307 |
2,419.2307 |
2,235.7905 |
|
| R1 |
2,311.1673 |
2,311.1673 |
2,219.4473 |
2,276.0540 |
| PP |
2,240.9407 |
2,240.9407 |
2,240.9407 |
2,223.3840 |
| S1 |
2,132.8773 |
2,132.8773 |
2,186.7608 |
2,097.7640 |
| S2 |
2,062.6507 |
2,062.6507 |
2,170.4175 |
|
| S3 |
1,884.3607 |
1,954.5873 |
2,154.0743 |
|
| S4 |
1,706.0707 |
1,776.2973 |
2,105.0445 |
|
|
| 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 |
2,170.7140 |
438.8720 |
19.9% |
129.9798 |
5.9% |
7% |
False |
True |
164,624 |
| 10 |
2,715.8900 |
2,170.7140 |
545.1760 |
24.7% |
148.5649 |
6.7% |
6% |
False |
True |
218,626 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
27.4% |
140.9930 |
6.4% |
15% |
False |
False |
226,666 |
| 40 |
2,715.8900 |
1,986.4300 |
729.4600 |
33.1% |
122.6484 |
5.6% |
30% |
False |
False |
191,481 |
| 60 |
2,715.8900 |
1,751.1680 |
964.7220 |
43.8% |
112.8626 |
5.1% |
47% |
False |
False |
192,782 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
54.1% |
99.6787 |
4.5% |
57% |
False |
False |
180,020 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
54.1% |
88.8360 |
4.0% |
57% |
False |
False |
166,967 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
54.1% |
82.5849 |
3.7% |
57% |
False |
False |
164,704 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,106.7365 |
|
2.618 |
2,815.7672 |
|
1.618 |
2,637.4772 |
|
1.000 |
2,527.2940 |
|
0.618 |
2,459.1872 |
|
HIGH |
2,349.0040 |
|
0.618 |
2,280.8972 |
|
0.500 |
2,259.8590 |
|
0.382 |
2,238.8208 |
|
LOW |
2,170.7140 |
|
0.618 |
2,060.5308 |
|
1.000 |
1,992.4240 |
|
1.618 |
1,882.2408 |
|
2.618 |
1,703.9508 |
|
4.250 |
1,412.9815 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,259.8590 |
2,336.4545 |
| PP |
2,240.9407 |
2,292.0043 |
| S1 |
2,222.0223 |
2,247.5542 |
|