| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,023.2 |
2,030.7 |
7.5 |
0.4% |
2,053.4 |
| High |
2,039.3 |
2,037.9 |
-1.4 |
-0.1% |
2,062.8 |
| Low |
2,020.8 |
2,011.7 |
-9.1 |
-0.5% |
2,004.6 |
| Close |
2,025.8 |
2,016.0 |
-9.8 |
-0.5% |
2,029.3 |
| Range |
18.5 |
26.2 |
7.7 |
41.6% |
58.2 |
| ATR |
26.8 |
26.8 |
0.0 |
-0.2% |
0.0 |
| Volume |
156,699 |
234,459 |
77,760 |
49.6% |
884,279 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,100.5 |
2,084.4 |
2,030.4 |
|
| R3 |
2,074.3 |
2,058.2 |
2,023.2 |
|
| R2 |
2,048.1 |
2,048.1 |
2,020.8 |
|
| R1 |
2,032.0 |
2,032.0 |
2,018.4 |
2,027.0 |
| PP |
2,021.9 |
2,021.9 |
2,021.9 |
2,019.3 |
| S1 |
2,005.8 |
2,005.8 |
2,013.6 |
2,000.8 |
| S2 |
1,995.7 |
1,995.7 |
2,011.2 |
|
| S3 |
1,969.5 |
1,979.6 |
2,008.8 |
|
| S4 |
1,943.3 |
1,953.4 |
2,001.6 |
|
|
| 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 |
2,041.9 |
2,007.7 |
34.2 |
1.7% |
19.8 |
1.0% |
24% |
False |
False |
177,729 |
| 10 |
2,067.3 |
2,004.6 |
62.7 |
3.1% |
25.9 |
1.3% |
18% |
False |
False |
220,688 |
| 20 |
2,098.2 |
2,004.6 |
93.6 |
4.6% |
25.0 |
1.2% |
12% |
False |
False |
190,691 |
| 40 |
2,152.3 |
1,987.9 |
164.4 |
8.2% |
27.8 |
1.4% |
17% |
False |
False |
187,721 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.8% |
26.2 |
1.3% |
31% |
False |
False |
137,151 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
25.9 |
1.3% |
56% |
False |
False |
105,013 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
23.7 |
1.2% |
56% |
False |
False |
84,607 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
22.4 |
1.1% |
56% |
False |
False |
70,777 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,149.3 |
|
2.618 |
2,106.5 |
|
1.618 |
2,080.3 |
|
1.000 |
2,064.1 |
|
0.618 |
2,054.1 |
|
HIGH |
2,037.9 |
|
0.618 |
2,027.9 |
|
0.500 |
2,024.8 |
|
0.382 |
2,021.7 |
|
LOW |
2,011.7 |
|
0.618 |
1,995.5 |
|
1.000 |
1,985.5 |
|
1.618 |
1,969.3 |
|
2.618 |
1,943.1 |
|
4.250 |
1,900.4 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,024.8 |
2,025.5 |
| PP |
2,021.9 |
2,022.3 |
| S1 |
2,018.9 |
2,019.2 |
|