| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,028.85 |
2,021.62 |
-7.23 |
-0.4% |
2,054.76 |
| High |
2,031.20 |
2,036.20 |
5.00 |
0.2% |
2,055.25 |
| Low |
2,019.59 |
2,020.13 |
0.54 |
0.0% |
2,002.71 |
| Close |
2,021.31 |
2,028.98 |
7.67 |
0.4% |
2,029.76 |
| Range |
11.61 |
16.07 |
4.46 |
38.4% |
52.54 |
| ATR |
22.16 |
21.73 |
-0.44 |
-2.0% |
0.00 |
| Volume |
5,337 |
5,458 |
121 |
2.3% |
21,728 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,076.65 |
2,068.88 |
2,037.82 |
|
| R3 |
2,060.58 |
2,052.81 |
2,033.40 |
|
| R2 |
2,044.51 |
2,044.51 |
2,031.93 |
|
| R1 |
2,036.74 |
2,036.74 |
2,030.45 |
2,040.63 |
| PP |
2,028.44 |
2,028.44 |
2,028.44 |
2,030.38 |
| S1 |
2,020.67 |
2,020.67 |
2,027.51 |
2,024.56 |
| S2 |
2,012.37 |
2,012.37 |
2,026.03 |
|
| S3 |
1,996.30 |
2,004.60 |
2,024.56 |
|
| S4 |
1,980.23 |
1,988.53 |
2,020.14 |
|
|
| 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 |
2,037.38 |
2,002.71 |
34.67 |
1.7% |
18.12 |
0.9% |
76% |
False |
False |
5,430 |
| 10 |
2,060.72 |
2,002.71 |
58.01 |
2.9% |
20.41 |
1.0% |
45% |
False |
False |
5,417 |
| 20 |
2,088.26 |
2,002.71 |
85.55 |
4.2% |
21.29 |
1.0% |
31% |
False |
False |
5,425 |
| 40 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
23.89 |
1.2% |
37% |
False |
False |
5,398 |
| 60 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
22.64 |
1.1% |
51% |
False |
False |
5,478 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
22.64 |
1.1% |
70% |
False |
False |
5,481 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.73 |
1.0% |
70% |
False |
False |
5,569 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
19.68 |
1.0% |
70% |
False |
False |
5,585 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,104.50 |
|
2.618 |
2,078.27 |
|
1.618 |
2,062.20 |
|
1.000 |
2,052.27 |
|
0.618 |
2,046.13 |
|
HIGH |
2,036.20 |
|
0.618 |
2,030.06 |
|
0.500 |
2,028.17 |
|
0.382 |
2,026.27 |
|
LOW |
2,020.13 |
|
0.618 |
2,010.20 |
|
1.000 |
2,004.06 |
|
1.618 |
1,994.13 |
|
2.618 |
1,978.06 |
|
4.250 |
1,951.83 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.71 |
2,028.82 |
| PP |
2,028.44 |
2,028.65 |
| S1 |
2,028.17 |
2,028.49 |
|