| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,013.99 |
2,020.62 |
6.63 |
0.3% |
2,028.85 |
| High |
2,023.90 |
2,025.26 |
1.36 |
0.1% |
2,036.20 |
| Low |
2,013.34 |
2,016.42 |
3.08 |
0.2% |
2,012.15 |
| Close |
2,020.16 |
2,018.70 |
-1.46 |
-0.1% |
2,018.70 |
| Range |
10.56 |
8.84 |
-1.72 |
-16.3% |
24.05 |
| ATR |
21.03 |
20.16 |
-0.87 |
-4.1% |
0.00 |
| Volume |
5,497 |
5,615 |
118 |
2.1% |
27,383 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,046.65 |
2,041.51 |
2,023.56 |
|
| R3 |
2,037.81 |
2,032.67 |
2,021.13 |
|
| R2 |
2,028.97 |
2,028.97 |
2,020.32 |
|
| R1 |
2,023.83 |
2,023.83 |
2,019.51 |
2,021.98 |
| PP |
2,020.13 |
2,020.13 |
2,020.13 |
2,019.20 |
| S1 |
2,014.99 |
2,014.99 |
2,017.89 |
2,013.14 |
| S2 |
2,011.29 |
2,011.29 |
2,017.08 |
|
| S3 |
2,002.45 |
2,006.15 |
2,016.27 |
|
| S4 |
1,993.61 |
1,997.31 |
2,013.84 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.50 |
2,080.65 |
2,031.93 |
|
| R3 |
2,070.45 |
2,056.60 |
2,025.31 |
|
| R2 |
2,046.40 |
2,046.40 |
2,023.11 |
|
| R1 |
2,032.55 |
2,032.55 |
2,020.90 |
2,027.45 |
| PP |
2,022.35 |
2,022.35 |
2,022.35 |
2,019.80 |
| S1 |
2,008.50 |
2,008.50 |
2,016.50 |
2,003.40 |
| S2 |
1,998.30 |
1,998.30 |
2,014.29 |
|
| S3 |
1,974.25 |
1,984.45 |
2,012.09 |
|
| S4 |
1,950.20 |
1,960.40 |
2,005.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,036.20 |
2,012.15 |
24.05 |
1.2% |
14.02 |
0.7% |
27% |
False |
False |
5,476 |
| 10 |
2,060.72 |
2,002.71 |
58.01 |
2.9% |
19.52 |
1.0% |
28% |
False |
False |
5,444 |
| 20 |
2,088.26 |
2,002.71 |
85.55 |
4.2% |
20.47 |
1.0% |
19% |
False |
False |
5,423 |
| 40 |
2,122.65 |
1,973.95 |
148.70 |
7.4% |
23.59 |
1.2% |
30% |
False |
False |
5,410 |
| 60 |
2,122.65 |
1,933.24 |
189.41 |
9.4% |
22.30 |
1.1% |
45% |
False |
False |
5,481 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.4% |
22.28 |
1.1% |
66% |
False |
False |
5,478 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.4% |
20.80 |
1.0% |
66% |
False |
False |
5,556 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.4% |
19.61 |
1.0% |
66% |
False |
False |
5,581 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,062.83 |
|
2.618 |
2,048.40 |
|
1.618 |
2,039.56 |
|
1.000 |
2,034.10 |
|
0.618 |
2,030.72 |
|
HIGH |
2,025.26 |
|
0.618 |
2,021.88 |
|
0.500 |
2,020.84 |
|
0.382 |
2,019.80 |
|
LOW |
2,016.42 |
|
0.618 |
2,010.96 |
|
1.000 |
2,007.58 |
|
1.618 |
2,002.12 |
|
2.618 |
1,993.28 |
|
4.250 |
1,978.85 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,020.84 |
2,023.67 |
| PP |
2,020.13 |
2,022.01 |
| S1 |
2,019.41 |
2,020.36 |
|