Trading Metrics calculated at close of trading on 22-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,811.25 |
4,872.50 |
61.25 |
1.3% |
4,812.00 |
High |
4,874.25 |
4,898.25 |
24.00 |
0.5% |
4,874.25 |
Low |
4,808.50 |
4,872.50 |
64.00 |
1.3% |
4,746.25 |
Close |
4,869.50 |
4,881.00 |
11.50 |
0.2% |
4,869.50 |
Range |
65.75 |
25.75 |
-40.00 |
-60.8% |
128.00 |
ATR |
49.16 |
47.70 |
-1.46 |
-3.0% |
0.00 |
Volume |
1,876,757 |
1,356,050 |
-520,707 |
-27.7% |
7,192,553 |
|
Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,961.25 |
4,946.75 |
4,895.25 |
|
R3 |
4,935.50 |
4,921.00 |
4,888.00 |
|
R2 |
4,909.75 |
4,909.75 |
4,885.75 |
|
R1 |
4,895.25 |
4,895.25 |
4,883.25 |
4,902.50 |
PP |
4,884.00 |
4,884.00 |
4,884.00 |
4,887.50 |
S1 |
4,869.50 |
4,869.50 |
4,878.75 |
4,876.75 |
S2 |
4,858.25 |
4,858.25 |
4,876.25 |
|
S3 |
4,832.50 |
4,843.75 |
4,874.00 |
|
S4 |
4,806.75 |
4,818.00 |
4,866.75 |
|
|
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 |
4,898.25 |
4,746.25 |
152.00 |
3.1% |
48.50 |
1.0% |
89% |
True |
False |
1,709,720 |
10 |
4,898.25 |
4,715.25 |
183.00 |
3.7% |
52.00 |
1.1% |
91% |
True |
False |
1,602,867 |
20 |
4,898.25 |
4,702.00 |
196.25 |
4.0% |
46.25 |
0.9% |
91% |
True |
False |
1,476,480 |
40 |
4,898.25 |
4,593.00 |
305.25 |
6.3% |
43.50 |
0.9% |
94% |
True |
False |
1,137,188 |
60 |
4,898.25 |
4,167.50 |
730.75 |
15.0% |
46.25 |
0.9% |
98% |
True |
False |
759,652 |
80 |
4,898.25 |
4,167.50 |
730.75 |
15.0% |
51.00 |
1.0% |
98% |
True |
False |
570,635 |
100 |
4,898.25 |
4,167.50 |
730.75 |
15.0% |
50.00 |
1.0% |
98% |
True |
False |
456,733 |
120 |
4,898.25 |
4,167.50 |
730.75 |
15.0% |
50.50 |
1.0% |
98% |
True |
False |
380,639 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,007.75 |
2.618 |
4,965.75 |
1.618 |
4,940.00 |
1.000 |
4,924.00 |
0.618 |
4,914.25 |
HIGH |
4,898.25 |
0.618 |
4,888.50 |
0.500 |
4,885.50 |
0.382 |
4,882.25 |
LOW |
4,872.50 |
0.618 |
4,856.50 |
1.000 |
4,846.75 |
1.618 |
4,830.75 |
2.618 |
4,805.00 |
4.250 |
4,763.00 |
|
|
Fisher Pivots for day following 22-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,885.50 |
4,864.25 |
PP |
4,884.00 |
4,847.50 |
S1 |
4,882.50 |
4,831.00 |
|