Trading Metrics calculated at close of trading on 19-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,768.00 |
4,811.25 |
43.25 |
0.9% |
4,812.00 |
High |
4,817.00 |
4,874.25 |
57.25 |
1.2% |
4,874.25 |
Low |
4,763.50 |
4,808.50 |
45.00 |
0.9% |
4,746.25 |
Close |
4,811.25 |
4,869.50 |
58.25 |
1.2% |
4,869.50 |
Range |
53.50 |
65.75 |
12.25 |
22.9% |
128.00 |
ATR |
47.89 |
49.16 |
1.28 |
2.7% |
0.00 |
Volume |
1,746,936 |
1,876,757 |
129,821 |
7.4% |
7,192,553 |
|
Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,048.00 |
5,024.50 |
4,905.75 |
|
R3 |
4,982.25 |
4,958.75 |
4,887.50 |
|
R2 |
4,916.50 |
4,916.50 |
4,881.50 |
|
R1 |
4,893.00 |
4,893.00 |
4,875.50 |
4,904.75 |
PP |
4,850.75 |
4,850.75 |
4,850.75 |
4,856.50 |
S1 |
4,827.25 |
4,827.25 |
4,863.50 |
4,839.00 |
S2 |
4,785.00 |
4,785.00 |
4,857.50 |
|
S3 |
4,719.25 |
4,761.50 |
4,851.50 |
|
S4 |
4,653.50 |
4,695.75 |
4,833.25 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,214.00 |
5,169.75 |
4,940.00 |
|
R3 |
5,086.00 |
5,041.75 |
4,904.75 |
|
R2 |
4,958.00 |
4,958.00 |
4,893.00 |
|
R1 |
4,913.75 |
4,913.75 |
4,881.25 |
4,936.00 |
PP |
4,830.00 |
4,830.00 |
4,830.00 |
4,841.00 |
S1 |
4,785.75 |
4,785.75 |
4,857.75 |
4,808.00 |
S2 |
4,702.00 |
4,702.00 |
4,846.00 |
|
S3 |
4,574.00 |
4,657.75 |
4,834.25 |
|
S4 |
4,446.00 |
4,529.75 |
4,799.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,874.25 |
4,746.25 |
128.00 |
2.6% |
52.50 |
1.1% |
96% |
True |
False |
1,742,490 |
10 |
4,874.25 |
4,702.00 |
172.25 |
3.5% |
55.25 |
1.1% |
97% |
True |
False |
1,643,987 |
20 |
4,874.25 |
4,702.00 |
172.25 |
3.5% |
49.50 |
1.0% |
97% |
True |
False |
1,496,135 |
40 |
4,874.25 |
4,586.50 |
287.75 |
5.9% |
43.50 |
0.9% |
98% |
True |
False |
1,103,389 |
60 |
4,874.25 |
4,167.50 |
706.75 |
14.5% |
46.75 |
1.0% |
99% |
True |
False |
737,112 |
80 |
4,874.25 |
4,167.50 |
706.75 |
14.5% |
51.50 |
1.1% |
99% |
True |
False |
553,723 |
100 |
4,874.25 |
4,167.50 |
706.75 |
14.5% |
50.00 |
1.0% |
99% |
True |
False |
443,173 |
120 |
4,874.25 |
4,167.50 |
706.75 |
14.5% |
50.50 |
1.0% |
99% |
True |
False |
369,339 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,153.75 |
2.618 |
5,046.50 |
1.618 |
4,980.75 |
1.000 |
4,940.00 |
0.618 |
4,915.00 |
HIGH |
4,874.25 |
0.618 |
4,849.25 |
0.500 |
4,841.50 |
0.382 |
4,833.50 |
LOW |
4,808.50 |
0.618 |
4,767.75 |
1.000 |
4,742.75 |
1.618 |
4,702.00 |
2.618 |
4,636.25 |
4.250 |
4,529.00 |
|
|
Fisher Pivots for day following 19-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,860.00 |
4,849.75 |
PP |
4,850.75 |
4,830.00 |
S1 |
4,841.50 |
4,810.25 |
|