Trading Metrics calculated at close of trading on 31-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,676.0 |
4,677.0 |
1.0 |
0.0% |
4,498.0 |
High |
4,688.0 |
4,694.0 |
6.0 |
0.1% |
4,660.0 |
Low |
4,660.0 |
4,646.0 |
-14.0 |
-0.3% |
4,477.0 |
Close |
4,682.0 |
4,665.0 |
-17.0 |
-0.4% |
4,655.0 |
Range |
28.0 |
48.0 |
20.0 |
71.4% |
183.0 |
ATR |
54.3 |
53.9 |
-0.5 |
-0.8% |
0.0 |
Volume |
556,620 |
899,445 |
342,825 |
61.6% |
3,824,887 |
|
Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,812.3 |
4,786.7 |
4,691.4 |
|
R3 |
4,764.3 |
4,738.7 |
4,678.2 |
|
R2 |
4,716.3 |
4,716.3 |
4,673.8 |
|
R1 |
4,690.7 |
4,690.7 |
4,669.4 |
4,679.5 |
PP |
4,668.3 |
4,668.3 |
4,668.3 |
4,662.8 |
S1 |
4,642.7 |
4,642.7 |
4,660.6 |
4,631.5 |
S2 |
4,620.3 |
4,620.3 |
4,656.2 |
|
S3 |
4,572.3 |
4,594.7 |
4,651.8 |
|
S4 |
4,524.3 |
4,546.7 |
4,638.6 |
|
|
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 |
4,694.0 |
4,566.0 |
128.0 |
2.7% |
47.0 |
1.0% |
77% |
True |
False |
732,359 |
10 |
4,694.0 |
4,415.0 |
279.0 |
6.0% |
53.6 |
1.1% |
90% |
True |
False |
720,674 |
20 |
4,694.0 |
4,402.0 |
292.0 |
6.3% |
54.6 |
1.2% |
90% |
True |
False |
705,469 |
40 |
4,694.0 |
4,402.0 |
292.0 |
6.3% |
48.4 |
1.0% |
90% |
True |
False |
645,223 |
60 |
4,694.0 |
4,167.0 |
527.0 |
11.3% |
43.4 |
0.9% |
94% |
True |
False |
431,686 |
80 |
4,694.0 |
4,034.0 |
660.0 |
14.1% |
43.2 |
0.9% |
96% |
True |
False |
324,286 |
100 |
4,694.0 |
4,034.0 |
660.0 |
14.1% |
41.1 |
0.9% |
96% |
True |
False |
259,574 |
120 |
4,694.0 |
4,034.0 |
660.0 |
14.1% |
35.0 |
0.7% |
96% |
True |
False |
216,346 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,898.0 |
2.618 |
4,819.7 |
1.618 |
4,771.7 |
1.000 |
4,742.0 |
0.618 |
4,723.7 |
HIGH |
4,694.0 |
0.618 |
4,675.7 |
0.500 |
4,670.0 |
0.382 |
4,664.3 |
LOW |
4,646.0 |
0.618 |
4,616.3 |
1.000 |
4,598.0 |
1.618 |
4,568.3 |
2.618 |
4,520.3 |
4.250 |
4,442.0 |
|
|
Fisher Pivots for day following 31-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,670.0 |
4,666.5 |
PP |
4,668.3 |
4,666.0 |
S1 |
4,666.7 |
4,665.5 |
|