| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,328.4670 |
2,202.9110 |
-125.5560 |
-5.4% |
2,521.5000 |
| High |
2,349.0040 |
2,262.6790 |
-86.3250 |
-3.7% |
2,609.5860 |
| Low |
2,170.7140 |
2,199.4230 |
28.7090 |
1.3% |
2,415.8960 |
| Close |
2,203.1040 |
2,214.4070 |
11.3030 |
0.5% |
2,487.5530 |
| Range |
178.2900 |
63.2560 |
-115.0340 |
-64.5% |
193.6900 |
| ATR |
136.2235 |
131.0115 |
-5.2120 |
-3.8% |
0.0000 |
| Volume |
309,171 |
152,269 |
-156,902 |
-50.7% |
657,214 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,415.2710 |
2,378.0950 |
2,249.1978 |
|
| R3 |
2,352.0150 |
2,314.8390 |
2,231.8024 |
|
| R2 |
2,288.7590 |
2,288.7590 |
2,226.0039 |
|
| R1 |
2,251.5830 |
2,251.5830 |
2,220.2055 |
2,270.1710 |
| PP |
2,225.5030 |
2,225.5030 |
2,225.5030 |
2,234.7970 |
| S1 |
2,188.3270 |
2,188.3270 |
2,208.6085 |
2,206.9150 |
| S2 |
2,162.2470 |
2,162.2470 |
2,202.8101 |
|
| S3 |
2,098.9910 |
2,125.0710 |
2,197.0116 |
|
| S4 |
2,035.7350 |
2,061.8150 |
2,179.6162 |
|
|
| 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 |
2,546.7210 |
2,170.7140 |
376.0070 |
17.0% |
124.5114 |
5.6% |
12% |
False |
False |
166,111 |
| 10 |
2,715.8900 |
2,170.7140 |
545.1760 |
24.6% |
142.3040 |
6.4% |
8% |
False |
False |
208,415 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
27.3% |
138.6122 |
6.3% |
17% |
False |
False |
219,829 |
| 40 |
2,715.8900 |
1,986.4300 |
729.4600 |
32.9% |
122.4292 |
5.5% |
31% |
False |
False |
190,178 |
| 60 |
2,715.8900 |
1,751.1680 |
964.7220 |
43.6% |
112.2312 |
5.1% |
48% |
False |
False |
190,791 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
53.9% |
99.5368 |
4.5% |
58% |
False |
False |
179,184 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
53.9% |
89.0936 |
4.0% |
58% |
False |
False |
167,171 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
53.9% |
82.6451 |
3.7% |
58% |
False |
False |
164,491 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,531.5170 |
|
2.618 |
2,428.2832 |
|
1.618 |
2,365.0272 |
|
1.000 |
2,325.9350 |
|
0.618 |
2,301.7712 |
|
HIGH |
2,262.6790 |
|
0.618 |
2,238.5152 |
|
0.500 |
2,231.0510 |
|
0.382 |
2,223.5868 |
|
LOW |
2,199.4230 |
|
0.618 |
2,160.3308 |
|
1.000 |
2,136.1670 |
|
1.618 |
2,097.0748 |
|
2.618 |
2,033.8188 |
|
4.250 |
1,930.5850 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,231.0510 |
2,332.3270 |
| PP |
2,225.5030 |
2,293.0203 |
| S1 |
2,219.9550 |
2,253.7137 |
|