| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,017.10 |
2,032.14 |
15.04 |
0.7% |
2,028.85 |
| High |
2,036.75 |
2,047.27 |
10.52 |
0.5% |
2,036.20 |
| Low |
2,017.10 |
2,030.39 |
13.29 |
0.7% |
2,012.15 |
| Close |
2,031.71 |
2,036.57 |
4.86 |
0.2% |
2,018.70 |
| Range |
19.65 |
16.88 |
-2.77 |
-14.1% |
24.05 |
| ATR |
20.12 |
19.89 |
-0.23 |
-1.2% |
0.00 |
| Volume |
5,391 |
5,604 |
213 |
4.0% |
27,383 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.72 |
2,079.52 |
2,045.85 |
|
| R3 |
2,071.84 |
2,062.64 |
2,041.21 |
|
| R2 |
2,054.96 |
2,054.96 |
2,039.66 |
|
| R1 |
2,045.76 |
2,045.76 |
2,038.12 |
2,050.36 |
| PP |
2,038.08 |
2,038.08 |
2,038.08 |
2,040.38 |
| S1 |
2,028.88 |
2,028.88 |
2,035.02 |
2,033.48 |
| S2 |
2,021.20 |
2,021.20 |
2,033.48 |
|
| S3 |
2,004.32 |
2,012.00 |
2,031.93 |
|
| S4 |
1,987.44 |
1,995.12 |
2,027.29 |
|
|
| 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 |
2,047.27 |
2,012.15 |
35.12 |
1.7% |
15.79 |
0.8% |
70% |
True |
False |
5,516 |
| 10 |
2,047.27 |
2,002.71 |
44.56 |
2.2% |
16.96 |
0.8% |
76% |
True |
False |
5,473 |
| 20 |
2,078.31 |
2,002.71 |
75.60 |
3.7% |
20.41 |
1.0% |
45% |
False |
False |
5,423 |
| 40 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
23.88 |
1.2% |
42% |
False |
False |
5,413 |
| 60 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
22.18 |
1.1% |
55% |
False |
False |
5,479 |
| 80 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
22.41 |
1.1% |
72% |
False |
False |
5,478 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
20.91 |
1.0% |
72% |
False |
False |
5,547 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
19.69 |
1.0% |
72% |
False |
False |
5,580 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,119.01 |
|
2.618 |
2,091.46 |
|
1.618 |
2,074.58 |
|
1.000 |
2,064.15 |
|
0.618 |
2,057.70 |
|
HIGH |
2,047.27 |
|
0.618 |
2,040.82 |
|
0.500 |
2,038.83 |
|
0.382 |
2,036.84 |
|
LOW |
2,030.39 |
|
0.618 |
2,019.96 |
|
1.000 |
2,013.51 |
|
1.618 |
2,003.08 |
|
2.618 |
1,986.20 |
|
4.250 |
1,958.65 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,038.83 |
2,035.00 |
| PP |
2,038.08 |
2,033.42 |
| S1 |
2,037.32 |
2,031.85 |
|