Trading Metrics calculated at close of trading on 22-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,489.0 |
4,498.0 |
9.0 |
0.2% |
4,475.0 |
High |
4,506.0 |
4,519.0 |
13.0 |
0.3% |
4,506.0 |
Low |
4,457.0 |
4,486.0 |
29.0 |
0.7% |
4,402.0 |
Close |
4,468.0 |
4,503.0 |
35.0 |
0.8% |
4,468.0 |
Range |
49.0 |
33.0 |
-16.0 |
-32.7% |
104.0 |
ATR |
53.8 |
53.6 |
-0.2 |
-0.4% |
0.0 |
Volume |
653,146 |
596,168 |
-56,978 |
-8.7% |
3,039,768 |
|
Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,601.7 |
4,585.3 |
4,521.2 |
|
R3 |
4,568.7 |
4,552.3 |
4,512.1 |
|
R2 |
4,535.7 |
4,535.7 |
4,509.1 |
|
R1 |
4,519.3 |
4,519.3 |
4,506.0 |
4,527.5 |
PP |
4,502.7 |
4,502.7 |
4,502.7 |
4,506.8 |
S1 |
4,486.3 |
4,486.3 |
4,500.0 |
4,494.5 |
S2 |
4,469.7 |
4,469.7 |
4,497.0 |
|
S3 |
4,436.7 |
4,453.3 |
4,493.9 |
|
S4 |
4,403.7 |
4,420.3 |
4,484.9 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,770.7 |
4,723.3 |
4,525.2 |
|
R3 |
4,666.7 |
4,619.3 |
4,496.6 |
|
R2 |
4,562.7 |
4,562.7 |
4,487.1 |
|
R1 |
4,515.3 |
4,515.3 |
4,477.5 |
4,487.0 |
PP |
4,458.7 |
4,458.7 |
4,458.7 |
4,444.5 |
S1 |
4,411.3 |
4,411.3 |
4,458.5 |
4,383.0 |
S2 |
4,354.7 |
4,354.7 |
4,448.9 |
|
S3 |
4,250.7 |
4,307.3 |
4,439.4 |
|
S4 |
4,146.7 |
4,203.3 |
4,410.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,519.0 |
4,402.0 |
117.0 |
2.6% |
51.2 |
1.1% |
86% |
True |
False |
727,187 |
10 |
4,536.0 |
4,402.0 |
134.0 |
3.0% |
53.2 |
1.2% |
75% |
False |
False |
675,698 |
20 |
4,599.0 |
4,402.0 |
197.0 |
4.4% |
51.6 |
1.1% |
51% |
False |
False |
634,063 |
40 |
4,634.0 |
4,370.0 |
264.0 |
5.9% |
43.7 |
1.0% |
50% |
False |
False |
517,394 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
42.1 |
0.9% |
78% |
False |
False |
345,275 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
42.6 |
0.9% |
78% |
False |
False |
259,520 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
37.7 |
0.8% |
78% |
False |
False |
207,666 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.3% |
32.2 |
0.7% |
78% |
False |
False |
173,055 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,659.3 |
2.618 |
4,605.4 |
1.618 |
4,572.4 |
1.000 |
4,552.0 |
0.618 |
4,539.4 |
HIGH |
4,519.0 |
0.618 |
4,506.4 |
0.500 |
4,502.5 |
0.382 |
4,498.6 |
LOW |
4,486.0 |
0.618 |
4,465.6 |
1.000 |
4,453.0 |
1.618 |
4,432.6 |
2.618 |
4,399.6 |
4.250 |
4,345.8 |
|
|
Fisher Pivots for day following 22-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,502.8 |
4,491.0 |
PP |
4,502.7 |
4,479.0 |
S1 |
4,502.5 |
4,467.0 |
|