Trading Metrics calculated at close of trading on 25-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,503.0 |
4,577.0 |
74.0 |
1.6% |
4,475.0 |
High |
4,600.0 |
4,619.0 |
19.0 |
0.4% |
4,506.0 |
Low |
4,502.0 |
4,566.0 |
64.0 |
1.4% |
4,402.0 |
Close |
4,585.0 |
4,603.0 |
18.0 |
0.4% |
4,468.0 |
Range |
98.0 |
53.0 |
-45.0 |
-45.9% |
104.0 |
ATR |
57.1 |
56.8 |
-0.3 |
-0.5% |
0.0 |
Volume |
1,002,539 |
762,897 |
-239,642 |
-23.9% |
3,039,768 |
|
Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,755.0 |
4,732.0 |
4,632.2 |
|
R3 |
4,702.0 |
4,679.0 |
4,617.6 |
|
R2 |
4,649.0 |
4,649.0 |
4,612.7 |
|
R1 |
4,626.0 |
4,626.0 |
4,607.9 |
4,637.5 |
PP |
4,596.0 |
4,596.0 |
4,596.0 |
4,601.8 |
S1 |
4,573.0 |
4,573.0 |
4,598.1 |
4,584.5 |
S2 |
4,543.0 |
4,543.0 |
4,593.3 |
|
S3 |
4,490.0 |
4,520.0 |
4,588.4 |
|
S4 |
4,437.0 |
4,467.0 |
4,573.9 |
|
|
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 |
4,619.0 |
4,457.0 |
162.0 |
3.5% |
55.2 |
1.2% |
90% |
True |
False |
709,071 |
10 |
4,619.0 |
4,402.0 |
217.0 |
4.7% |
56.0 |
1.2% |
93% |
True |
False |
750,918 |
20 |
4,619.0 |
4,402.0 |
217.0 |
4.7% |
54.9 |
1.2% |
93% |
True |
False |
668,283 |
40 |
4,634.0 |
4,370.0 |
264.0 |
5.7% |
46.7 |
1.0% |
88% |
False |
False |
574,448 |
60 |
4,634.0 |
4,034.0 |
600.0 |
13.0% |
43.1 |
0.9% |
95% |
False |
False |
383,424 |
80 |
4,634.0 |
4,034.0 |
600.0 |
13.0% |
43.8 |
1.0% |
95% |
False |
False |
288,218 |
100 |
4,634.0 |
4,034.0 |
600.0 |
13.0% |
39.6 |
0.9% |
95% |
False |
False |
230,626 |
120 |
4,634.0 |
4,034.0 |
600.0 |
13.0% |
33.8 |
0.7% |
95% |
False |
False |
192,188 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,844.3 |
2.618 |
4,757.8 |
1.618 |
4,704.8 |
1.000 |
4,672.0 |
0.618 |
4,651.8 |
HIGH |
4,619.0 |
0.618 |
4,598.8 |
0.500 |
4,592.5 |
0.382 |
4,586.2 |
LOW |
4,566.0 |
0.618 |
4,533.2 |
1.000 |
4,513.0 |
1.618 |
4,480.2 |
2.618 |
4,427.2 |
4.250 |
4,340.8 |
|
|
Fisher Pivots for day following 25-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,599.5 |
4,584.7 |
PP |
4,596.0 |
4,566.3 |
S1 |
4,592.5 |
4,548.0 |
|