| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,307.0980 |
2,380.5530 |
73.4550 |
3.2% |
2,486.7030 |
| High |
2,388.5710 |
2,381.1150 |
-7.4560 |
-0.3% |
2,493.9400 |
| Low |
2,301.0560 |
2,270.4490 |
-30.6070 |
-1.3% |
2,170.7140 |
| Close |
2,380.5530 |
2,286.3110 |
-94.2420 |
-4.0% |
2,259.6790 |
| Range |
87.5150 |
110.6660 |
23.1510 |
26.5% |
323.2260 |
| ATR |
117.1788 |
116.7136 |
-0.4652 |
-0.4% |
0.0000 |
| Volume |
131,746 |
141,600 |
9,854 |
7.5% |
747,466 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,644.6230 |
2,576.1330 |
2,347.1773 |
|
| R3 |
2,533.9570 |
2,465.4670 |
2,316.7442 |
|
| R2 |
2,423.2910 |
2,423.2910 |
2,306.5998 |
|
| R1 |
2,354.8010 |
2,354.8010 |
2,296.4554 |
2,333.7130 |
| PP |
2,312.6250 |
2,312.6250 |
2,312.6250 |
2,302.0810 |
| S1 |
2,244.1350 |
2,244.1350 |
2,276.1666 |
2,223.0470 |
| S2 |
2,201.9590 |
2,201.9590 |
2,266.0222 |
|
| S3 |
2,091.2930 |
2,133.4690 |
2,255.8779 |
|
| S4 |
1,980.6270 |
2,022.8030 |
2,225.4447 |
|
|
| 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 |
2,388.5710 |
2,177.6670 |
210.9040 |
9.2% |
83.3276 |
3.6% |
52% |
False |
False |
112,090 |
| 10 |
2,546.7210 |
2,170.7140 |
376.0070 |
16.4% |
103.9195 |
4.5% |
31% |
False |
False |
139,100 |
| 20 |
2,715.8900 |
2,111.1450 |
604.7450 |
26.5% |
130.3467 |
5.7% |
29% |
False |
False |
183,966 |
| 40 |
2,715.8900 |
2,083.3560 |
632.5340 |
27.7% |
124.3434 |
5.4% |
32% |
False |
False |
187,688 |
| 60 |
2,715.8900 |
1,779.1820 |
936.7080 |
41.0% |
113.8338 |
5.0% |
54% |
False |
False |
187,156 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.2% |
101.7763 |
4.5% |
64% |
False |
False |
178,189 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.2% |
90.9234 |
4.0% |
64% |
False |
False |
165,333 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.2% |
84.6257 |
3.7% |
64% |
False |
False |
164,927 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,851.4455 |
|
2.618 |
2,670.8386 |
|
1.618 |
2,560.1726 |
|
1.000 |
2,491.7810 |
|
0.618 |
2,449.5066 |
|
HIGH |
2,381.1150 |
|
0.618 |
2,338.8406 |
|
0.500 |
2,325.7820 |
|
0.382 |
2,312.7234 |
|
LOW |
2,270.4490 |
|
0.618 |
2,202.0574 |
|
1.000 |
2,159.7830 |
|
1.618 |
2,091.3914 |
|
2.618 |
1,980.7254 |
|
4.250 |
1,800.1185 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,325.7820 |
2,313.8835 |
| PP |
2,312.6250 |
2,304.6927 |
| S1 |
2,299.4680 |
2,295.5018 |
|