| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,014.8 |
2,021.0 |
6.2 |
0.3% |
2,031.8 |
| High |
2,025.6 |
2,028.1 |
2.5 |
0.1% |
2,039.3 |
| Low |
2,004.0 |
2,015.6 |
11.6 |
0.6% |
2,004.0 |
| Close |
2,017.8 |
2,017.3 |
-0.5 |
0.0% |
2,017.3 |
| Range |
21.6 |
12.5 |
-9.1 |
-42.1% |
35.3 |
| ATR |
26.4 |
25.4 |
-1.0 |
-3.8% |
0.0 |
| Volume |
196,670 |
119,588 |
-77,082 |
-39.2% |
860,172 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,057.8 |
2,050.1 |
2,024.2 |
|
| R3 |
2,045.3 |
2,037.6 |
2,020.7 |
|
| R2 |
2,032.8 |
2,032.8 |
2,019.6 |
|
| R1 |
2,025.1 |
2,025.1 |
2,018.4 |
2,022.7 |
| PP |
2,020.3 |
2,020.3 |
2,020.3 |
2,019.2 |
| S1 |
2,012.6 |
2,012.6 |
2,016.2 |
2,010.2 |
| S2 |
2,007.8 |
2,007.8 |
2,015.0 |
|
| S3 |
1,995.3 |
2,000.1 |
2,013.9 |
|
| S4 |
1,982.8 |
1,987.6 |
2,010.4 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.1 |
2,107.0 |
2,036.7 |
|
| R3 |
2,090.8 |
2,071.7 |
2,027.0 |
|
| R2 |
2,055.5 |
2,055.5 |
2,023.8 |
|
| R1 |
2,036.4 |
2,036.4 |
2,020.5 |
2,028.3 |
| PP |
2,020.2 |
2,020.2 |
2,020.2 |
2,016.2 |
| S1 |
2,001.1 |
2,001.1 |
2,014.1 |
1,993.0 |
| S2 |
1,984.9 |
1,984.9 |
2,010.8 |
|
| S3 |
1,949.6 |
1,965.8 |
2,007.6 |
|
| S4 |
1,914.3 |
1,930.5 |
1,997.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,039.3 |
2,004.0 |
35.3 |
1.7% |
19.1 |
0.9% |
38% |
False |
False |
172,034 |
| 10 |
2,067.3 |
2,004.0 |
63.3 |
3.1% |
23.4 |
1.2% |
21% |
False |
False |
201,680 |
| 20 |
2,098.2 |
2,004.0 |
94.2 |
4.7% |
24.8 |
1.2% |
14% |
False |
False |
196,116 |
| 40 |
2,152.3 |
1,987.9 |
164.4 |
8.1% |
27.4 |
1.4% |
18% |
False |
False |
186,701 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.8% |
25.9 |
1.3% |
31% |
False |
False |
142,097 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
25.6 |
1.3% |
56% |
False |
False |
108,833 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
23.8 |
1.2% |
56% |
False |
False |
87,733 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.4% |
22.4 |
1.1% |
56% |
False |
False |
73,384 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,081.2 |
|
2.618 |
2,060.8 |
|
1.618 |
2,048.3 |
|
1.000 |
2,040.6 |
|
0.618 |
2,035.8 |
|
HIGH |
2,028.1 |
|
0.618 |
2,023.3 |
|
0.500 |
2,021.9 |
|
0.382 |
2,020.4 |
|
LOW |
2,015.6 |
|
0.618 |
2,007.9 |
|
1.000 |
2,003.1 |
|
1.618 |
1,995.4 |
|
2.618 |
1,982.9 |
|
4.250 |
1,962.5 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,021.9 |
2,021.0 |
| PP |
2,020.3 |
2,019.7 |
| S1 |
2,018.8 |
2,018.5 |
|