Trading Metrics calculated at close of trading on 23-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,498.0 |
4,500.0 |
2.0 |
0.0% |
4,475.0 |
High |
4,519.0 |
4,520.0 |
1.0 |
0.0% |
4,506.0 |
Low |
4,486.0 |
4,477.0 |
-9.0 |
-0.2% |
4,402.0 |
Close |
4,503.0 |
4,488.0 |
-15.0 |
-0.3% |
4,468.0 |
Range |
33.0 |
43.0 |
10.0 |
30.3% |
104.0 |
ATR |
53.6 |
52.8 |
-0.8 |
-1.4% |
0.0 |
Volume |
596,168 |
530,608 |
-65,560 |
-11.0% |
3,039,768 |
|
Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,624.0 |
4,599.0 |
4,511.7 |
|
R3 |
4,581.0 |
4,556.0 |
4,499.8 |
|
R2 |
4,538.0 |
4,538.0 |
4,495.9 |
|
R1 |
4,513.0 |
4,513.0 |
4,491.9 |
4,504.0 |
PP |
4,495.0 |
4,495.0 |
4,495.0 |
4,490.5 |
S1 |
4,470.0 |
4,470.0 |
4,484.1 |
4,461.0 |
S2 |
4,452.0 |
4,452.0 |
4,480.1 |
|
S3 |
4,409.0 |
4,427.0 |
4,476.2 |
|
S4 |
4,366.0 |
4,384.0 |
4,464.4 |
|
|
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 |
4,520.0 |
4,402.0 |
118.0 |
2.6% |
52.0 |
1.2% |
73% |
True |
False |
683,899 |
10 |
4,536.0 |
4,402.0 |
134.0 |
3.0% |
50.5 |
1.1% |
64% |
False |
False |
678,371 |
20 |
4,599.0 |
4,402.0 |
197.0 |
4.4% |
50.7 |
1.1% |
44% |
False |
False |
629,289 |
40 |
4,634.0 |
4,370.0 |
264.0 |
5.9% |
44.2 |
1.0% |
45% |
False |
False |
530,548 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
41.6 |
0.9% |
76% |
False |
False |
354,118 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
42.8 |
1.0% |
76% |
False |
False |
266,152 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
38.1 |
0.8% |
76% |
False |
False |
212,972 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.4% |
32.5 |
0.7% |
76% |
False |
False |
177,476 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,702.8 |
2.618 |
4,632.6 |
1.618 |
4,589.6 |
1.000 |
4,563.0 |
0.618 |
4,546.6 |
HIGH |
4,520.0 |
0.618 |
4,503.6 |
0.500 |
4,498.5 |
0.382 |
4,493.4 |
LOW |
4,477.0 |
0.618 |
4,450.4 |
1.000 |
4,434.0 |
1.618 |
4,407.4 |
2.618 |
4,364.4 |
4.250 |
4,294.3 |
|
|
Fisher Pivots for day following 23-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,498.5 |
4,488.5 |
PP |
4,495.0 |
4,488.3 |
S1 |
4,491.5 |
4,488.2 |
|