| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,032.5 |
2,035.4 |
2.9 |
0.1% |
2,031.8 |
| High |
2,048.5 |
2,055.0 |
6.5 |
0.3% |
2,039.3 |
| Low |
2,028.1 |
2,030.0 |
1.9 |
0.1% |
2,004.0 |
| Close |
2,031.5 |
2,048.4 |
16.9 |
0.8% |
2,017.3 |
| Range |
20.4 |
25.0 |
4.6 |
22.5% |
35.3 |
| ATR |
24.9 |
24.9 |
0.0 |
0.0% |
0.0 |
| Volume |
26,907 |
2,007 |
-24,900 |
-92.5% |
860,172 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,119.5 |
2,108.9 |
2,062.2 |
|
| R3 |
2,094.5 |
2,083.9 |
2,055.3 |
|
| R2 |
2,069.5 |
2,069.5 |
2,053.0 |
|
| R1 |
2,058.9 |
2,058.9 |
2,050.7 |
2,064.2 |
| PP |
2,044.5 |
2,044.5 |
2,044.5 |
2,047.1 |
| S1 |
2,033.9 |
2,033.9 |
2,046.1 |
2,039.2 |
| S2 |
2,019.5 |
2,019.5 |
2,043.8 |
|
| S3 |
1,994.5 |
2,008.9 |
2,041.5 |
|
| S4 |
1,969.5 |
1,983.9 |
2,034.7 |
|
|
| 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 |
2,055.0 |
2,004.0 |
51.0 |
2.5% |
19.6 |
1.0% |
87% |
True |
False |
99,176 |
| 10 |
2,055.0 |
2,004.0 |
51.0 |
2.5% |
19.7 |
1.0% |
87% |
True |
False |
138,452 |
| 20 |
2,074.3 |
2,004.0 |
70.3 |
3.4% |
24.8 |
1.2% |
63% |
False |
False |
185,456 |
| 40 |
2,152.3 |
1,987.9 |
164.4 |
8.0% |
27.1 |
1.3% |
37% |
False |
False |
176,408 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
25.9 |
1.3% |
47% |
False |
False |
144,497 |
| 80 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
25.8 |
1.3% |
66% |
False |
False |
110,846 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
24.0 |
1.2% |
66% |
False |
False |
89,482 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
22.5 |
1.1% |
66% |
False |
False |
74,836 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.3 |
|
2.618 |
2,120.5 |
|
1.618 |
2,095.5 |
|
1.000 |
2,080.0 |
|
0.618 |
2,070.5 |
|
HIGH |
2,055.0 |
|
0.618 |
2,045.5 |
|
0.500 |
2,042.5 |
|
0.382 |
2,039.6 |
|
LOW |
2,030.0 |
|
0.618 |
2,014.6 |
|
1.000 |
2,005.0 |
|
1.618 |
1,989.6 |
|
2.618 |
1,964.6 |
|
4.250 |
1,923.8 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.4 |
2,044.6 |
| PP |
2,044.5 |
2,040.7 |
| S1 |
2,042.5 |
2,036.9 |
|