| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,027.4 |
2,031.8 |
4.4 |
0.2% |
2,053.4 |
| High |
2,041.9 |
2,034.1 |
-7.8 |
-0.4% |
2,062.8 |
| Low |
2,022.2 |
2,017.4 |
-4.8 |
-0.2% |
2,004.6 |
| Close |
2,029.3 |
2,022.2 |
-7.1 |
-0.3% |
2,029.3 |
| Range |
19.7 |
16.7 |
-3.0 |
-15.2% |
58.2 |
| ATR |
28.3 |
27.4 |
-0.8 |
-2.9% |
0.0 |
| Volume |
172,805 |
152,756 |
-20,049 |
-11.6% |
884,279 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,074.7 |
2,065.1 |
2,031.4 |
|
| R3 |
2,058.0 |
2,048.4 |
2,026.8 |
|
| R2 |
2,041.3 |
2,041.3 |
2,025.3 |
|
| R1 |
2,031.7 |
2,031.7 |
2,023.7 |
2,028.2 |
| PP |
2,024.6 |
2,024.6 |
2,024.6 |
2,022.8 |
| S1 |
2,015.0 |
2,015.0 |
2,020.7 |
2,011.5 |
| S2 |
2,007.9 |
2,007.9 |
2,019.1 |
|
| S3 |
1,991.2 |
1,998.3 |
2,017.6 |
|
| S4 |
1,974.5 |
1,981.6 |
2,013.0 |
|
|
| 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 |
2,062.8 |
2,004.6 |
58.2 |
2.9% |
24.2 |
1.2% |
30% |
False |
False |
207,407 |
| 10 |
2,067.3 |
2,004.6 |
62.7 |
3.1% |
26.2 |
1.3% |
28% |
False |
False |
225,546 |
| 20 |
2,098.2 |
2,004.6 |
93.6 |
4.6% |
24.7 |
1.2% |
19% |
False |
False |
185,638 |
| 40 |
2,152.3 |
1,987.9 |
164.4 |
8.1% |
27.5 |
1.4% |
21% |
False |
False |
182,151 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
26.2 |
1.3% |
34% |
False |
False |
131,018 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
26.0 |
1.3% |
58% |
False |
False |
100,268 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
23.7 |
1.2% |
58% |
False |
False |
80,736 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
22.4 |
1.1% |
58% |
False |
False |
67,555 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,105.1 |
|
2.618 |
2,077.8 |
|
1.618 |
2,061.1 |
|
1.000 |
2,050.8 |
|
0.618 |
2,044.4 |
|
HIGH |
2,034.1 |
|
0.618 |
2,027.7 |
|
0.500 |
2,025.8 |
|
0.382 |
2,023.8 |
|
LOW |
2,017.4 |
|
0.618 |
2,007.1 |
|
1.000 |
2,000.7 |
|
1.618 |
1,990.4 |
|
2.618 |
1,973.7 |
|
4.250 |
1,946.4 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,025.8 |
2,024.8 |
| PP |
2,024.6 |
2,023.9 |
| S1 |
2,023.4 |
2,023.1 |
|