Trading Metrics calculated at close of trading on 24-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,500.0 |
4,503.0 |
3.0 |
0.1% |
4,475.0 |
High |
4,520.0 |
4,600.0 |
80.0 |
1.8% |
4,506.0 |
Low |
4,477.0 |
4,502.0 |
25.0 |
0.6% |
4,402.0 |
Close |
4,488.0 |
4,585.0 |
97.0 |
2.2% |
4,468.0 |
Range |
43.0 |
98.0 |
55.0 |
127.9% |
104.0 |
ATR |
52.8 |
57.1 |
4.2 |
8.0% |
0.0 |
Volume |
530,608 |
1,002,539 |
471,931 |
88.9% |
3,039,768 |
|
Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,856.3 |
4,818.7 |
4,638.9 |
|
R3 |
4,758.3 |
4,720.7 |
4,612.0 |
|
R2 |
4,660.3 |
4,660.3 |
4,603.0 |
|
R1 |
4,622.7 |
4,622.7 |
4,594.0 |
4,641.5 |
PP |
4,562.3 |
4,562.3 |
4,562.3 |
4,571.8 |
S1 |
4,524.7 |
4,524.7 |
4,576.0 |
4,543.5 |
S2 |
4,464.3 |
4,464.3 |
4,567.0 |
|
S3 |
4,366.3 |
4,426.7 |
4,558.1 |
|
S4 |
4,268.3 |
4,328.7 |
4,531.1 |
|
|
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 |
4,600.0 |
4,415.0 |
185.0 |
4.0% |
60.2 |
1.3% |
92% |
True |
False |
708,989 |
10 |
4,600.0 |
4,402.0 |
198.0 |
4.3% |
54.3 |
1.2% |
92% |
True |
False |
721,362 |
20 |
4,600.0 |
4,402.0 |
198.0 |
4.3% |
53.8 |
1.2% |
92% |
True |
False |
652,109 |
40 |
4,634.0 |
4,370.0 |
264.0 |
5.8% |
46.0 |
1.0% |
81% |
False |
False |
555,601 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
42.8 |
0.9% |
92% |
False |
False |
370,710 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
43.6 |
1.0% |
92% |
False |
False |
278,682 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
39.1 |
0.9% |
92% |
False |
False |
222,997 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.1% |
33.4 |
0.7% |
92% |
False |
False |
185,831 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,016.5 |
2.618 |
4,856.6 |
1.618 |
4,758.6 |
1.000 |
4,698.0 |
0.618 |
4,660.6 |
HIGH |
4,600.0 |
0.618 |
4,562.6 |
0.500 |
4,551.0 |
0.382 |
4,539.4 |
LOW |
4,502.0 |
0.618 |
4,441.4 |
1.000 |
4,404.0 |
1.618 |
4,343.4 |
2.618 |
4,245.4 |
4.250 |
4,085.5 |
|
|
Fisher Pivots for day following 24-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,573.7 |
4,569.5 |
PP |
4,562.3 |
4,554.0 |
S1 |
4,551.0 |
4,538.5 |
|