| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,023.12 |
2,028.85 |
5.73 |
0.3% |
2,054.76 |
| High |
2,037.38 |
2,031.20 |
-6.18 |
-0.3% |
2,055.25 |
| Low |
2,020.75 |
2,019.59 |
-1.16 |
-0.1% |
2,002.71 |
| Close |
2,029.76 |
2,021.31 |
-8.45 |
-0.4% |
2,029.76 |
| Range |
16.63 |
11.61 |
-5.02 |
-30.2% |
52.54 |
| ATR |
22.98 |
22.16 |
-0.81 |
-3.5% |
0.00 |
| Volume |
5,491 |
5,337 |
-154 |
-2.8% |
21,728 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,058.86 |
2,051.70 |
2,027.70 |
|
| R3 |
2,047.25 |
2,040.09 |
2,024.50 |
|
| R2 |
2,035.64 |
2,035.64 |
2,023.44 |
|
| R1 |
2,028.48 |
2,028.48 |
2,022.37 |
2,026.26 |
| PP |
2,024.03 |
2,024.03 |
2,024.03 |
2,022.92 |
| S1 |
2,016.87 |
2,016.87 |
2,020.25 |
2,014.65 |
| S2 |
2,012.42 |
2,012.42 |
2,019.18 |
|
| S3 |
2,000.81 |
2,005.26 |
2,018.12 |
|
| S4 |
1,989.20 |
1,993.65 |
2,014.92 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,186.86 |
2,160.85 |
2,058.66 |
|
| R3 |
2,134.32 |
2,108.31 |
2,044.21 |
|
| R2 |
2,081.78 |
2,081.78 |
2,039.39 |
|
| R1 |
2,055.77 |
2,055.77 |
2,034.58 |
2,042.51 |
| PP |
2,029.24 |
2,029.24 |
2,029.24 |
2,022.61 |
| S1 |
2,003.23 |
2,003.23 |
2,024.94 |
1,989.97 |
| S2 |
1,976.70 |
1,976.70 |
2,020.13 |
|
| S3 |
1,924.16 |
1,950.69 |
2,015.31 |
|
| S4 |
1,871.62 |
1,898.15 |
2,000.86 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,055.25 |
2,002.71 |
52.54 |
2.6% |
20.94 |
1.0% |
35% |
False |
False |
5,413 |
| 10 |
2,060.72 |
2,002.71 |
58.01 |
2.9% |
21.50 |
1.1% |
32% |
False |
False |
5,398 |
| 20 |
2,088.26 |
2,002.71 |
85.55 |
4.2% |
21.23 |
1.1% |
22% |
False |
False |
5,430 |
| 40 |
2,122.65 |
1,973.95 |
148.70 |
7.4% |
23.93 |
1.2% |
32% |
False |
False |
5,403 |
| 60 |
2,122.65 |
1,933.24 |
189.41 |
9.4% |
22.62 |
1.1% |
46% |
False |
False |
5,479 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
22.81 |
1.1% |
67% |
False |
False |
5,485 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.80 |
1.0% |
67% |
False |
False |
5,575 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
19.70 |
1.0% |
67% |
False |
False |
5,588 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,080.54 |
|
2.618 |
2,061.59 |
|
1.618 |
2,049.98 |
|
1.000 |
2,042.81 |
|
0.618 |
2,038.37 |
|
HIGH |
2,031.20 |
|
0.618 |
2,026.76 |
|
0.500 |
2,025.40 |
|
0.382 |
2,024.03 |
|
LOW |
2,019.59 |
|
0.618 |
2,012.42 |
|
1.000 |
2,007.98 |
|
1.618 |
2,000.81 |
|
2.618 |
1,989.20 |
|
4.250 |
1,970.25 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,025.40 |
2,021.86 |
| PP |
2,024.03 |
2,021.68 |
| S1 |
2,022.67 |
2,021.49 |
|