| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,202.9110 |
2,214.0250 |
11.1140 |
0.5% |
2,521.5000 |
| High |
2,262.6790 |
2,238.9140 |
-23.7650 |
-1.1% |
2,609.5860 |
| Low |
2,199.4230 |
2,177.6670 |
-21.7560 |
-1.0% |
2,415.8960 |
| Close |
2,214.4070 |
2,218.5970 |
4.1900 |
0.2% |
2,487.5530 |
| Range |
63.2560 |
61.2470 |
-2.0090 |
-3.2% |
193.6900 |
| ATR |
131.0115 |
126.0283 |
-4.9832 |
-3.8% |
0.0000 |
| Volume |
152,269 |
133,041 |
-19,228 |
-12.6% |
657,214 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,395.4670 |
2,368.2790 |
2,252.2829 |
|
| R3 |
2,334.2200 |
2,307.0320 |
2,235.4399 |
|
| R2 |
2,272.9730 |
2,272.9730 |
2,229.8256 |
|
| R1 |
2,245.7850 |
2,245.7850 |
2,224.2113 |
2,259.3790 |
| PP |
2,211.7260 |
2,211.7260 |
2,211.7260 |
2,218.5230 |
| S1 |
2,184.5380 |
2,184.5380 |
2,212.9827 |
2,198.1320 |
| S2 |
2,150.4790 |
2,150.4790 |
2,207.3684 |
|
| S3 |
2,089.2320 |
2,123.2910 |
2,201.7541 |
|
| S4 |
2,027.9850 |
2,062.0440 |
2,184.9112 |
|
|
| 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 |
2,502.1950 |
2,170.7140 |
331.4810 |
14.9% |
113.1528 |
5.1% |
14% |
False |
False |
153,341 |
| 10 |
2,715.8900 |
2,170.7140 |
545.1760 |
24.6% |
126.9878 |
5.7% |
9% |
False |
False |
173,834 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
27.3% |
136.7254 |
6.2% |
18% |
False |
False |
217,273 |
| 40 |
2,715.8900 |
1,996.0630 |
719.8270 |
32.4% |
121.2307 |
5.5% |
31% |
False |
False |
193,450 |
| 60 |
2,715.8900 |
1,764.9770 |
950.9130 |
42.9% |
112.2533 |
5.1% |
48% |
False |
False |
190,016 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
53.8% |
99.7558 |
4.5% |
58% |
False |
False |
178,592 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
53.8% |
88.9684 |
4.0% |
58% |
False |
False |
166,810 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
53.8% |
82.8903 |
3.7% |
58% |
False |
False |
164,618 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,499.2138 |
|
2.618 |
2,399.2586 |
|
1.618 |
2,338.0116 |
|
1.000 |
2,300.1610 |
|
0.618 |
2,276.7646 |
|
HIGH |
2,238.9140 |
|
0.618 |
2,215.5176 |
|
0.500 |
2,208.2905 |
|
0.382 |
2,201.0634 |
|
LOW |
2,177.6670 |
|
0.618 |
2,139.8164 |
|
1.000 |
2,116.4200 |
|
1.618 |
2,078.5694 |
|
2.618 |
2,017.3224 |
|
4.250 |
1,917.3673 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,215.1615 |
2,259.8590 |
| PP |
2,211.7260 |
2,246.1050 |
| S1 |
2,208.2905 |
2,232.3510 |
|