Trading Metrics calculated at close of trading on 24-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
2,021.62 |
2,029.18 |
7.56 |
0.4% |
2,054.76 |
High |
2,036.20 |
2,035.18 |
-1.02 |
-0.1% |
2,055.25 |
Low |
2,020.13 |
2,012.15 |
-7.98 |
-0.4% |
2,002.71 |
Close |
2,028.98 |
2,013.16 |
-15.82 |
-0.8% |
2,029.76 |
Range |
16.07 |
23.03 |
6.96 |
43.3% |
52.54 |
ATR |
21.73 |
21.82 |
0.09 |
0.4% |
0.00 |
Volume |
5,458 |
5,476 |
18 |
0.3% |
21,728 |
|
Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,089.25 |
2,074.24 |
2,025.83 |
|
R3 |
2,066.22 |
2,051.21 |
2,019.49 |
|
R2 |
2,043.19 |
2,043.19 |
2,017.38 |
|
R1 |
2,028.18 |
2,028.18 |
2,015.27 |
2,024.17 |
PP |
2,020.16 |
2,020.16 |
2,020.16 |
2,018.16 |
S1 |
2,005.15 |
2,005.15 |
2,011.05 |
2,001.14 |
S2 |
1,997.13 |
1,997.13 |
2,008.94 |
|
S3 |
1,974.10 |
1,982.12 |
2,006.83 |
|
S4 |
1,951.07 |
1,959.09 |
2,000.49 |
|
|
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 |
2,006.34 |
31.04 |
1.5% |
16.84 |
0.8% |
22% |
False |
False |
5,455 |
10 |
2,060.72 |
2,002.71 |
58.01 |
2.9% |
21.48 |
1.1% |
18% |
False |
False |
5,422 |
20 |
2,088.26 |
2,002.71 |
85.55 |
4.2% |
21.24 |
1.1% |
12% |
False |
False |
5,430 |
40 |
2,122.65 |
1,973.95 |
148.70 |
7.4% |
24.20 |
1.2% |
26% |
False |
False |
5,405 |
60 |
2,122.65 |
1,933.24 |
189.41 |
9.4% |
22.70 |
1.1% |
42% |
False |
False |
5,477 |
80 |
2,122.65 |
1,812.39 |
310.26 |
15.4% |
22.69 |
1.1% |
65% |
False |
False |
5,479 |
100 |
2,122.65 |
1,812.39 |
310.26 |
15.4% |
20.83 |
1.0% |
65% |
False |
False |
5,564 |
120 |
2,122.65 |
1,812.39 |
310.26 |
15.4% |
19.67 |
1.0% |
65% |
False |
False |
5,583 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,133.06 |
2.618 |
2,095.47 |
1.618 |
2,072.44 |
1.000 |
2,058.21 |
0.618 |
2,049.41 |
HIGH |
2,035.18 |
0.618 |
2,026.38 |
0.500 |
2,023.67 |
0.382 |
2,020.95 |
LOW |
2,012.15 |
0.618 |
1,997.92 |
1.000 |
1,989.12 |
1.618 |
1,974.89 |
2.618 |
1,951.86 |
4.250 |
1,914.27 |
|
|
Fisher Pivots for day following 24-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
2,023.67 |
2,024.18 |
PP |
2,020.16 |
2,020.50 |
S1 |
2,016.66 |
2,016.83 |
|