Trading Metrics calculated at close of trading on 26-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,577.0 |
4,612.0 |
35.0 |
0.8% |
4,498.0 |
High |
4,619.0 |
4,660.0 |
41.0 |
0.9% |
4,660.0 |
Low |
4,566.0 |
4,595.0 |
29.0 |
0.6% |
4,477.0 |
Close |
4,603.0 |
4,655.0 |
52.0 |
1.1% |
4,655.0 |
Range |
53.0 |
65.0 |
12.0 |
22.6% |
183.0 |
ATR |
56.8 |
57.4 |
0.6 |
1.0% |
0.0 |
Volume |
762,897 |
932,675 |
169,778 |
22.3% |
3,824,887 |
|
Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,831.7 |
4,808.3 |
4,690.8 |
|
R3 |
4,766.7 |
4,743.3 |
4,672.9 |
|
R2 |
4,701.7 |
4,701.7 |
4,666.9 |
|
R1 |
4,678.3 |
4,678.3 |
4,661.0 |
4,690.0 |
PP |
4,636.7 |
4,636.7 |
4,636.7 |
4,642.5 |
S1 |
4,613.3 |
4,613.3 |
4,649.0 |
4,625.0 |
S2 |
4,571.7 |
4,571.7 |
4,643.1 |
|
S3 |
4,506.7 |
4,548.3 |
4,637.1 |
|
S4 |
4,441.7 |
4,483.3 |
4,619.3 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,146.3 |
5,083.7 |
4,755.7 |
|
R3 |
4,963.3 |
4,900.7 |
4,705.3 |
|
R2 |
4,780.3 |
4,780.3 |
4,688.6 |
|
R1 |
4,717.7 |
4,717.7 |
4,671.8 |
4,749.0 |
PP |
4,597.3 |
4,597.3 |
4,597.3 |
4,613.0 |
S1 |
4,534.7 |
4,534.7 |
4,638.2 |
4,566.0 |
S2 |
4,414.3 |
4,414.3 |
4,621.5 |
|
S3 |
4,231.3 |
4,351.7 |
4,604.7 |
|
S4 |
4,048.3 |
4,168.7 |
4,554.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,660.0 |
4,477.0 |
183.0 |
3.9% |
58.4 |
1.3% |
97% |
True |
False |
764,977 |
10 |
4,660.0 |
4,402.0 |
258.0 |
5.5% |
55.1 |
1.2% |
98% |
True |
False |
757,373 |
20 |
4,660.0 |
4,402.0 |
258.0 |
5.5% |
56.6 |
1.2% |
98% |
True |
False |
699,190 |
40 |
4,660.0 |
4,370.0 |
290.0 |
6.2% |
48.0 |
1.0% |
98% |
True |
False |
597,609 |
60 |
4,660.0 |
4,068.0 |
592.0 |
12.7% |
43.1 |
0.9% |
99% |
True |
False |
398,967 |
80 |
4,660.0 |
4,034.0 |
626.0 |
13.4% |
43.8 |
0.9% |
99% |
True |
False |
299,750 |
100 |
4,660.0 |
4,034.0 |
626.0 |
13.4% |
40.3 |
0.9% |
99% |
True |
False |
239,953 |
120 |
4,660.0 |
4,034.0 |
626.0 |
13.4% |
34.3 |
0.7% |
99% |
True |
False |
199,961 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,936.3 |
2.618 |
4,830.2 |
1.618 |
4,765.2 |
1.000 |
4,725.0 |
0.618 |
4,700.2 |
HIGH |
4,660.0 |
0.618 |
4,635.2 |
0.500 |
4,627.5 |
0.382 |
4,619.8 |
LOW |
4,595.0 |
0.618 |
4,554.8 |
1.000 |
4,530.0 |
1.618 |
4,489.8 |
2.618 |
4,424.8 |
4.250 |
4,318.8 |
|
|
Fisher Pivots for day following 26-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,645.8 |
4,630.3 |
PP |
4,636.7 |
4,605.7 |
S1 |
4,627.5 |
4,581.0 |
|