| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,020.62 |
2,017.10 |
-3.52 |
-0.2% |
2,028.85 |
| High |
2,025.26 |
2,036.75 |
11.49 |
0.6% |
2,036.20 |
| Low |
2,016.42 |
2,017.10 |
0.68 |
0.0% |
2,012.15 |
| Close |
2,018.70 |
2,031.71 |
13.01 |
0.6% |
2,018.70 |
| Range |
8.84 |
19.65 |
10.81 |
122.3% |
24.05 |
| ATR |
20.16 |
20.12 |
-0.04 |
-0.2% |
0.00 |
| Volume |
5,615 |
5,391 |
-224 |
-4.0% |
27,383 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,087.47 |
2,079.24 |
2,042.52 |
|
| R3 |
2,067.82 |
2,059.59 |
2,037.11 |
|
| R2 |
2,048.17 |
2,048.17 |
2,035.31 |
|
| R1 |
2,039.94 |
2,039.94 |
2,033.51 |
2,044.06 |
| PP |
2,028.52 |
2,028.52 |
2,028.52 |
2,030.58 |
| S1 |
2,020.29 |
2,020.29 |
2,029.91 |
2,024.41 |
| S2 |
2,008.87 |
2,008.87 |
2,028.11 |
|
| S3 |
1,989.22 |
2,000.64 |
2,026.31 |
|
| S4 |
1,969.57 |
1,980.99 |
2,020.90 |
|
|
| 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 |
2,036.75 |
2,012.15 |
24.60 |
1.2% |
15.63 |
0.8% |
80% |
True |
False |
5,487 |
| 10 |
2,055.25 |
2,002.71 |
52.54 |
2.6% |
18.28 |
0.9% |
55% |
False |
False |
5,450 |
| 20 |
2,078.31 |
2,002.71 |
75.60 |
3.7% |
20.29 |
1.0% |
38% |
False |
False |
5,418 |
| 40 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
23.77 |
1.2% |
39% |
False |
False |
5,410 |
| 60 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
22.21 |
1.1% |
52% |
False |
False |
5,478 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
22.34 |
1.1% |
71% |
False |
False |
5,477 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
20.87 |
1.0% |
71% |
False |
False |
5,551 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.3% |
19.65 |
1.0% |
71% |
False |
False |
5,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,120.26 |
|
2.618 |
2,088.19 |
|
1.618 |
2,068.54 |
|
1.000 |
2,056.40 |
|
0.618 |
2,048.89 |
|
HIGH |
2,036.75 |
|
0.618 |
2,029.24 |
|
0.500 |
2,026.93 |
|
0.382 |
2,024.61 |
|
LOW |
2,017.10 |
|
0.618 |
2,004.96 |
|
1.000 |
1,997.45 |
|
1.618 |
1,985.31 |
|
2.618 |
1,965.66 |
|
4.250 |
1,933.59 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,030.12 |
2,029.49 |
| PP |
2,028.52 |
2,027.27 |
| S1 |
2,026.93 |
2,025.05 |
|