Trading Metrics calculated at close of trading on 30-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,648.0 |
4,676.0 |
28.0 |
0.6% |
4,498.0 |
High |
4,680.0 |
4,688.0 |
8.0 |
0.2% |
4,660.0 |
Low |
4,639.0 |
4,660.0 |
21.0 |
0.5% |
4,477.0 |
Close |
4,658.0 |
4,682.0 |
24.0 |
0.5% |
4,655.0 |
Range |
41.0 |
28.0 |
-13.0 |
-31.7% |
183.0 |
ATR |
56.2 |
54.3 |
-1.9 |
-3.3% |
0.0 |
Volume |
510,160 |
556,620 |
46,460 |
9.1% |
3,824,887 |
|
Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,760.7 |
4,749.3 |
4,697.4 |
|
R3 |
4,732.7 |
4,721.3 |
4,689.7 |
|
R2 |
4,704.7 |
4,704.7 |
4,687.1 |
|
R1 |
4,693.3 |
4,693.3 |
4,684.6 |
4,699.0 |
PP |
4,676.7 |
4,676.7 |
4,676.7 |
4,679.5 |
S1 |
4,665.3 |
4,665.3 |
4,679.4 |
4,671.0 |
S2 |
4,648.7 |
4,648.7 |
4,676.9 |
|
S3 |
4,620.7 |
4,637.3 |
4,674.3 |
|
S4 |
4,592.7 |
4,609.3 |
4,666.6 |
|
|
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 |
4,688.0 |
4,502.0 |
186.0 |
4.0% |
57.0 |
1.2% |
97% |
True |
False |
752,978 |
10 |
4,688.0 |
4,402.0 |
286.0 |
6.1% |
54.5 |
1.2% |
98% |
True |
False |
718,438 |
20 |
4,688.0 |
4,402.0 |
286.0 |
6.1% |
56.5 |
1.2% |
98% |
True |
False |
698,163 |
40 |
4,688.0 |
4,402.0 |
286.0 |
6.1% |
48.2 |
1.0% |
98% |
True |
False |
622,880 |
60 |
4,688.0 |
4,094.0 |
594.0 |
12.7% |
43.5 |
0.9% |
99% |
True |
False |
416,746 |
80 |
4,688.0 |
4,034.0 |
654.0 |
14.0% |
43.2 |
0.9% |
99% |
True |
False |
313,082 |
100 |
4,688.0 |
4,034.0 |
654.0 |
14.0% |
40.6 |
0.9% |
99% |
True |
False |
250,580 |
120 |
4,688.0 |
4,034.0 |
654.0 |
14.0% |
34.9 |
0.7% |
99% |
True |
False |
208,851 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,807.0 |
2.618 |
4,761.3 |
1.618 |
4,733.3 |
1.000 |
4,716.0 |
0.618 |
4,705.3 |
HIGH |
4,688.0 |
0.618 |
4,677.3 |
0.500 |
4,674.0 |
0.382 |
4,670.7 |
LOW |
4,660.0 |
0.618 |
4,642.7 |
1.000 |
4,632.0 |
1.618 |
4,614.7 |
2.618 |
4,586.7 |
4.250 |
4,541.0 |
|
|
Fisher Pivots for day following 30-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,679.3 |
4,668.5 |
PP |
4,676.7 |
4,655.0 |
S1 |
4,674.0 |
4,641.5 |
|