| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,021.0 |
2,024.4 |
3.4 |
0.2% |
2,031.8 |
| High |
2,028.1 |
2,037.2 |
9.1 |
0.4% |
2,039.3 |
| Low |
2,015.6 |
2,018.8 |
3.2 |
0.2% |
2,004.0 |
| Close |
2,017.3 |
2,025.4 |
8.1 |
0.4% |
2,017.3 |
| Range |
12.5 |
18.4 |
5.9 |
47.2% |
35.3 |
| ATR |
25.4 |
25.0 |
-0.4 |
-1.5% |
0.0 |
| Volume |
119,588 |
150,708 |
31,120 |
26.0% |
860,172 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,082.3 |
2,072.3 |
2,035.5 |
|
| R3 |
2,063.9 |
2,053.9 |
2,030.5 |
|
| R2 |
2,045.5 |
2,045.5 |
2,028.8 |
|
| R1 |
2,035.5 |
2,035.5 |
2,027.1 |
2,040.5 |
| PP |
2,027.1 |
2,027.1 |
2,027.1 |
2,029.7 |
| S1 |
2,017.1 |
2,017.1 |
2,023.7 |
2,022.1 |
| S2 |
2,008.7 |
2,008.7 |
2,022.0 |
|
| S3 |
1,990.3 |
1,998.7 |
2,020.3 |
|
| S4 |
1,971.9 |
1,980.3 |
2,015.3 |
|
|
| 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% |
19.4 |
1.0% |
61% |
False |
False |
171,624 |
| 10 |
2,062.8 |
2,004.0 |
58.8 |
2.9% |
21.8 |
1.1% |
36% |
False |
False |
189,515 |
| 20 |
2,088.1 |
2,004.0 |
84.1 |
4.2% |
24.5 |
1.2% |
25% |
False |
False |
197,174 |
| 40 |
2,152.3 |
1,987.9 |
164.4 |
8.1% |
27.5 |
1.4% |
23% |
False |
False |
185,524 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
25.8 |
1.3% |
36% |
False |
False |
144,451 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
25.6 |
1.3% |
59% |
False |
False |
110,635 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
23.8 |
1.2% |
59% |
False |
False |
89,217 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
22.4 |
1.1% |
59% |
False |
False |
74,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,115.4 |
|
2.618 |
2,085.4 |
|
1.618 |
2,067.0 |
|
1.000 |
2,055.6 |
|
0.618 |
2,048.6 |
|
HIGH |
2,037.2 |
|
0.618 |
2,030.2 |
|
0.500 |
2,028.0 |
|
0.382 |
2,025.8 |
|
LOW |
2,018.8 |
|
0.618 |
2,007.4 |
|
1.000 |
2,000.4 |
|
1.618 |
1,989.0 |
|
2.618 |
1,970.6 |
|
4.250 |
1,940.6 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,028.0 |
2,023.8 |
| PP |
2,027.1 |
2,022.2 |
| S1 |
2,026.3 |
2,020.6 |
|