Trading Metrics calculated at close of trading on 31-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
2,032.14 |
2,036.83 |
4.69 |
0.2% |
2,028.85 |
High |
2,047.27 |
2,054.44 |
7.17 |
0.4% |
2,036.20 |
Low |
2,030.39 |
2,032.63 |
2.24 |
0.1% |
2,012.15 |
Close |
2,036.57 |
2,038.31 |
1.74 |
0.1% |
2,018.70 |
Range |
16.88 |
21.81 |
4.93 |
29.2% |
24.05 |
ATR |
19.89 |
20.03 |
0.14 |
0.7% |
0.00 |
Volume |
5,604 |
5,477 |
-127 |
-2.3% |
27,383 |
|
Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,107.22 |
2,094.58 |
2,050.31 |
|
R3 |
2,085.41 |
2,072.77 |
2,044.31 |
|
R2 |
2,063.60 |
2,063.60 |
2,042.31 |
|
R1 |
2,050.96 |
2,050.96 |
2,040.31 |
2,057.28 |
PP |
2,041.79 |
2,041.79 |
2,041.79 |
2,044.96 |
S1 |
2,029.15 |
2,029.15 |
2,036.31 |
2,035.47 |
S2 |
2,019.98 |
2,019.98 |
2,034.31 |
|
S3 |
1,998.17 |
2,007.34 |
2,032.31 |
|
S4 |
1,976.36 |
1,985.53 |
2,026.31 |
|
|
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 |
2,054.44 |
2,013.34 |
41.10 |
2.0% |
15.55 |
0.8% |
61% |
True |
False |
5,516 |
10 |
2,054.44 |
2,006.34 |
48.10 |
2.4% |
16.20 |
0.8% |
66% |
True |
False |
5,486 |
20 |
2,065.41 |
2,002.71 |
62.70 |
3.1% |
20.51 |
1.0% |
57% |
False |
False |
5,432 |
40 |
2,122.65 |
1,973.95 |
148.70 |
7.3% |
23.49 |
1.2% |
43% |
False |
False |
5,416 |
60 |
2,122.65 |
1,933.24 |
189.41 |
9.3% |
22.37 |
1.1% |
55% |
False |
False |
5,475 |
80 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
22.51 |
1.1% |
73% |
False |
False |
5,476 |
100 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
21.07 |
1.0% |
73% |
False |
False |
5,542 |
120 |
2,122.65 |
1,812.39 |
310.26 |
15.2% |
19.76 |
1.0% |
73% |
False |
False |
5,578 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,147.13 |
2.618 |
2,111.54 |
1.618 |
2,089.73 |
1.000 |
2,076.25 |
0.618 |
2,067.92 |
HIGH |
2,054.44 |
0.618 |
2,046.11 |
0.500 |
2,043.54 |
0.382 |
2,040.96 |
LOW |
2,032.63 |
0.618 |
2,019.15 |
1.000 |
2,010.82 |
1.618 |
1,997.34 |
2.618 |
1,975.53 |
4.250 |
1,939.94 |
|
|
Fisher Pivots for day following 31-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
2,043.54 |
2,037.46 |
PP |
2,041.79 |
2,036.62 |
S1 |
2,040.05 |
2,035.77 |
|