| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,030.7 |
2,014.8 |
-15.9 |
-0.8% |
2,053.4 |
| High |
2,037.9 |
2,025.6 |
-12.3 |
-0.6% |
2,062.8 |
| Low |
2,011.7 |
2,004.0 |
-7.7 |
-0.4% |
2,004.6 |
| Close |
2,016.0 |
2,017.8 |
1.8 |
0.1% |
2,029.3 |
| Range |
26.2 |
21.6 |
-4.6 |
-17.6% |
58.2 |
| ATR |
26.8 |
26.4 |
-0.4 |
-1.4% |
0.0 |
| Volume |
234,459 |
196,670 |
-37,789 |
-16.1% |
884,279 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,080.6 |
2,070.8 |
2,029.7 |
|
| R3 |
2,059.0 |
2,049.2 |
2,023.7 |
|
| R2 |
2,037.4 |
2,037.4 |
2,021.8 |
|
| R1 |
2,027.6 |
2,027.6 |
2,019.8 |
2,032.5 |
| PP |
2,015.8 |
2,015.8 |
2,015.8 |
2,018.3 |
| S1 |
2,006.0 |
2,006.0 |
2,015.8 |
2,010.9 |
| S2 |
1,994.2 |
1,994.2 |
2,013.8 |
|
| S3 |
1,972.6 |
1,984.4 |
2,011.9 |
|
| S4 |
1,951.0 |
1,962.8 |
2,005.9 |
|
|
| 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 |
2,004.0 |
37.9 |
1.9% |
20.5 |
1.0% |
36% |
False |
True |
182,677 |
| 10 |
2,067.3 |
2,004.0 |
63.3 |
3.1% |
26.0 |
1.3% |
22% |
False |
True |
219,855 |
| 20 |
2,098.2 |
2,004.0 |
94.2 |
4.7% |
25.3 |
1.3% |
15% |
False |
True |
196,546 |
| 40 |
2,152.3 |
1,987.9 |
164.4 |
8.1% |
27.9 |
1.4% |
18% |
False |
False |
188,596 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.8% |
26.0 |
1.3% |
32% |
False |
False |
140,231 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
25.7 |
1.3% |
57% |
False |
False |
107,400 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
23.9 |
1.2% |
57% |
False |
False |
86,558 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
22.5 |
1.1% |
57% |
False |
False |
72,400 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,117.4 |
|
2.618 |
2,082.1 |
|
1.618 |
2,060.5 |
|
1.000 |
2,047.2 |
|
0.618 |
2,038.9 |
|
HIGH |
2,025.6 |
|
0.618 |
2,017.3 |
|
0.500 |
2,014.8 |
|
0.382 |
2,012.3 |
|
LOW |
2,004.0 |
|
0.618 |
1,990.7 |
|
1.000 |
1,982.4 |
|
1.618 |
1,969.1 |
|
2.618 |
1,947.5 |
|
4.250 |
1,912.2 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,016.8 |
2,021.7 |
| PP |
2,015.8 |
2,020.4 |
| S1 |
2,014.8 |
2,019.1 |
|