| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,009.1 |
2,027.4 |
18.3 |
0.9% |
2,053.4 |
| High |
2,025.6 |
2,041.9 |
16.3 |
0.8% |
2,062.8 |
| Low |
2,007.7 |
2,022.2 |
14.5 |
0.7% |
2,004.6 |
| Close |
2,021.6 |
2,029.3 |
7.7 |
0.4% |
2,029.3 |
| Range |
17.9 |
19.7 |
1.8 |
10.1% |
58.2 |
| ATR |
28.9 |
28.3 |
-0.6 |
-2.1% |
0.0 |
| Volume |
171,928 |
172,805 |
877 |
0.5% |
884,279 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,090.2 |
2,079.5 |
2,040.1 |
|
| R3 |
2,070.5 |
2,059.8 |
2,034.7 |
|
| R2 |
2,050.8 |
2,050.8 |
2,032.9 |
|
| R1 |
2,040.1 |
2,040.1 |
2,031.1 |
2,045.5 |
| PP |
2,031.1 |
2,031.1 |
2,031.1 |
2,033.8 |
| S1 |
2,020.4 |
2,020.4 |
2,027.5 |
2,025.8 |
| S2 |
2,011.4 |
2,011.4 |
2,025.7 |
|
| S3 |
1,991.7 |
2,000.7 |
2,023.9 |
|
| S4 |
1,972.0 |
1,981.0 |
2,018.5 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,206.8 |
2,176.3 |
2,061.3 |
|
| R3 |
2,148.6 |
2,118.1 |
2,045.3 |
|
| R2 |
2,090.4 |
2,090.4 |
2,040.0 |
|
| R1 |
2,059.9 |
2,059.9 |
2,034.6 |
2,046.1 |
| PP |
2,032.2 |
2,032.2 |
2,032.2 |
2,025.3 |
| S1 |
2,001.7 |
2,001.7 |
2,024.0 |
1,987.9 |
| S2 |
1,974.0 |
1,974.0 |
2,018.6 |
|
| S3 |
1,915.8 |
1,943.5 |
2,013.3 |
|
| S4 |
1,857.6 |
1,885.3 |
1,997.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,067.3 |
2,004.6 |
62.7 |
3.1% |
27.7 |
1.4% |
39% |
False |
False |
231,326 |
| 10 |
2,071.1 |
2,004.6 |
66.5 |
3.3% |
28.5 |
1.4% |
37% |
False |
False |
231,739 |
| 20 |
2,098.2 |
2,004.6 |
93.6 |
4.6% |
24.7 |
1.2% |
26% |
False |
False |
184,128 |
| 40 |
2,152.3 |
1,987.9 |
164.4 |
8.1% |
27.9 |
1.4% |
25% |
False |
False |
179,888 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
26.4 |
1.3% |
38% |
False |
False |
128,614 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
26.0 |
1.3% |
60% |
False |
False |
98,408 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
23.6 |
1.2% |
60% |
False |
False |
79,222 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
22.5 |
1.1% |
60% |
False |
False |
66,298 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,125.6 |
|
2.618 |
2,093.5 |
|
1.618 |
2,073.8 |
|
1.000 |
2,061.6 |
|
0.618 |
2,054.1 |
|
HIGH |
2,041.9 |
|
0.618 |
2,034.4 |
|
0.500 |
2,032.1 |
|
0.382 |
2,029.7 |
|
LOW |
2,022.2 |
|
0.618 |
2,010.0 |
|
1.000 |
2,002.5 |
|
1.618 |
1,990.3 |
|
2.618 |
1,970.6 |
|
4.250 |
1,938.5 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,032.1 |
2,027.3 |
| PP |
2,031.1 |
2,025.3 |
| S1 |
2,030.2 |
2,023.3 |
|