| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,218.1550 |
2,259.2790 |
41.1240 |
1.9% |
2,486.7030 |
| High |
2,281.1460 |
2,310.9670 |
29.8210 |
1.3% |
2,493.9400 |
| Low |
2,195.7070 |
2,239.1960 |
43.4890 |
2.0% |
2,170.7140 |
| Close |
2,259.6790 |
2,307.2960 |
47.6170 |
2.1% |
2,259.6790 |
| Range |
85.4390 |
71.7710 |
-13.6680 |
-16.0% |
323.2260 |
| ATR |
123.1291 |
119.4606 |
-3.6684 |
-3.0% |
0.0000 |
| Volume |
152,962 |
1,101 |
-151,861 |
-99.3% |
747,466 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,501.1327 |
2,475.9853 |
2,346.7701 |
|
| R3 |
2,429.3617 |
2,404.2143 |
2,327.0330 |
|
| R2 |
2,357.5907 |
2,357.5907 |
2,320.4540 |
|
| R1 |
2,332.4433 |
2,332.4433 |
2,313.8750 |
2,345.0170 |
| PP |
2,285.8197 |
2,285.8197 |
2,285.8197 |
2,292.1065 |
| S1 |
2,260.6723 |
2,260.6723 |
2,300.7170 |
2,273.2460 |
| S2 |
2,214.0487 |
2,214.0487 |
2,294.1380 |
|
| S3 |
2,142.2777 |
2,188.9013 |
2,287.5590 |
|
| S4 |
2,070.5067 |
2,117.1303 |
2,267.8220 |
|
|
| 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 |
2,349.0040 |
2,170.7140 |
178.2900 |
7.7% |
92.0006 |
4.0% |
77% |
False |
False |
149,708 |
| 10 |
2,609.5860 |
2,170.7140 |
438.8720 |
19.0% |
103.6997 |
4.5% |
31% |
False |
False |
140,578 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
26.2% |
131.0472 |
5.7% |
32% |
False |
False |
194,766 |
| 40 |
2,715.8900 |
2,022.0890 |
693.8010 |
30.1% |
121.8601 |
5.3% |
41% |
False |
False |
189,539 |
| 60 |
2,715.8900 |
1,779.1820 |
936.7080 |
40.6% |
113.1883 |
4.9% |
56% |
False |
False |
190,102 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
51.7% |
100.2344 |
4.3% |
66% |
False |
False |
178,251 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
51.7% |
89.6618 |
3.9% |
66% |
False |
False |
165,057 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
51.7% |
83.6045 |
3.6% |
66% |
False |
False |
164,851 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,615.9938 |
|
2.618 |
2,498.8635 |
|
1.618 |
2,427.0925 |
|
1.000 |
2,382.7380 |
|
0.618 |
2,355.3215 |
|
HIGH |
2,310.9670 |
|
0.618 |
2,283.5505 |
|
0.500 |
2,275.0815 |
|
0.382 |
2,266.6125 |
|
LOW |
2,239.1960 |
|
0.618 |
2,194.8415 |
|
1.000 |
2,167.4250 |
|
1.618 |
2,123.0705 |
|
2.618 |
2,051.2995 |
|
4.250 |
1,934.1693 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,296.5578 |
2,286.3030 |
| PP |
2,285.8197 |
2,265.3100 |
| S1 |
2,275.0815 |
2,244.3170 |
|