| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,214.0250 |
2,218.1550 |
4.1300 |
0.2% |
2,486.7030 |
| High |
2,238.9140 |
2,281.1460 |
42.2320 |
1.9% |
2,493.9400 |
| Low |
2,177.6670 |
2,195.7070 |
18.0400 |
0.8% |
2,170.7140 |
| Close |
2,218.5970 |
2,259.6790 |
41.0820 |
1.9% |
2,259.6790 |
| Range |
61.2470 |
85.4390 |
24.1920 |
39.5% |
323.2260 |
| ATR |
126.0283 |
123.1291 |
-2.8992 |
-2.3% |
0.0000 |
| Volume |
133,041 |
152,962 |
19,921 |
15.0% |
747,466 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.8277 |
2,466.1923 |
2,306.6705 |
|
| R3 |
2,416.3887 |
2,380.7533 |
2,283.1747 |
|
| R2 |
2,330.9497 |
2,330.9497 |
2,275.3428 |
|
| R1 |
2,295.3143 |
2,295.3143 |
2,267.5109 |
2,313.1320 |
| PP |
2,245.5107 |
2,245.5107 |
2,245.5107 |
2,254.4195 |
| S1 |
2,209.8753 |
2,209.8753 |
2,251.8471 |
2,227.6930 |
| S2 |
2,160.0717 |
2,160.0717 |
2,244.0152 |
|
| S3 |
2,074.6327 |
2,124.4363 |
2,236.1833 |
|
| S4 |
1,989.1937 |
2,038.9973 |
2,212.6876 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,277.7890 |
3,091.9600 |
2,437.4533 |
|
| R3 |
2,954.5630 |
2,768.7340 |
2,348.5662 |
|
| R2 |
2,631.3370 |
2,631.3370 |
2,318.9371 |
|
| R1 |
2,445.5080 |
2,445.5080 |
2,289.3081 |
2,376.8095 |
| PP |
2,308.1110 |
2,308.1110 |
2,308.1110 |
2,273.7618 |
| S1 |
2,122.2820 |
2,122.2820 |
2,230.0500 |
2,053.5835 |
| S2 |
1,984.8850 |
1,984.8850 |
2,200.4209 |
|
| S3 |
1,661.6590 |
1,799.0560 |
2,170.7919 |
|
| S4 |
1,338.4330 |
1,475.8300 |
2,081.9047 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,493.9400 |
2,170.7140 |
323.2260 |
14.3% |
112.9808 |
5.0% |
28% |
False |
False |
149,493 |
| 10 |
2,715.8900 |
2,170.7140 |
545.1760 |
24.1% |
117.8176 |
5.2% |
16% |
False |
False |
140,850 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
26.8% |
132.8302 |
5.9% |
25% |
False |
False |
211,838 |
| 40 |
2,715.8900 |
2,020.2850 |
695.6050 |
30.8% |
121.3813 |
5.4% |
34% |
False |
False |
192,657 |
| 60 |
2,715.8900 |
1,779.1820 |
936.7080 |
41.5% |
112.5992 |
5.0% |
51% |
False |
False |
192,539 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.8% |
99.6655 |
4.4% |
62% |
False |
False |
180,466 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.8% |
89.3095 |
4.0% |
62% |
False |
False |
166,343 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.8% |
83.3389 |
3.7% |
62% |
False |
False |
164,854 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,644.2618 |
|
2.618 |
2,504.8253 |
|
1.618 |
2,419.3863 |
|
1.000 |
2,366.5850 |
|
0.618 |
2,333.9473 |
|
HIGH |
2,281.1460 |
|
0.618 |
2,248.5083 |
|
0.500 |
2,238.4265 |
|
0.382 |
2,228.3447 |
|
LOW |
2,195.7070 |
|
0.618 |
2,142.9057 |
|
1.000 |
2,110.2680 |
|
1.618 |
2,057.4667 |
|
2.618 |
1,972.0277 |
|
4.250 |
1,832.5913 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,252.5948 |
2,249.5882 |
| PP |
2,245.5107 |
2,239.4973 |
| S1 |
2,238.4265 |
2,229.4065 |
|