Trading Metrics calculated at close of trading on 23-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,872.50 |
4,881.75 |
9.25 |
0.2% |
4,812.00 |
High |
4,898.25 |
4,902.00 |
3.75 |
0.1% |
4,874.25 |
Low |
4,872.50 |
4,874.25 |
1.75 |
0.0% |
4,746.25 |
Close |
4,881.00 |
4,895.00 |
14.00 |
0.3% |
4,869.50 |
Range |
25.75 |
27.75 |
2.00 |
7.8% |
128.00 |
ATR |
47.70 |
46.28 |
-1.43 |
-3.0% |
0.00 |
Volume |
1,356,050 |
1,130,749 |
-225,301 |
-16.6% |
7,192,553 |
|
Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,973.75 |
4,962.00 |
4,910.25 |
|
R3 |
4,946.00 |
4,934.25 |
4,902.75 |
|
R2 |
4,918.25 |
4,918.25 |
4,900.00 |
|
R1 |
4,906.50 |
4,906.50 |
4,897.50 |
4,912.50 |
PP |
4,890.50 |
4,890.50 |
4,890.50 |
4,893.25 |
S1 |
4,878.75 |
4,878.75 |
4,892.50 |
4,884.50 |
S2 |
4,862.75 |
4,862.75 |
4,890.00 |
|
S3 |
4,835.00 |
4,851.00 |
4,887.25 |
|
S4 |
4,807.25 |
4,823.25 |
4,879.75 |
|
|
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 |
4,902.00 |
4,746.25 |
155.75 |
3.2% |
45.50 |
0.9% |
96% |
True |
False |
1,554,764 |
10 |
4,902.00 |
4,746.25 |
155.75 |
3.2% |
46.00 |
0.9% |
96% |
True |
False |
1,574,169 |
20 |
4,902.00 |
4,702.00 |
200.00 |
4.1% |
45.25 |
0.9% |
97% |
True |
False |
1,448,665 |
40 |
4,902.00 |
4,594.00 |
308.00 |
6.3% |
43.25 |
0.9% |
98% |
True |
False |
1,165,266 |
60 |
4,902.00 |
4,167.50 |
734.50 |
15.0% |
45.75 |
0.9% |
99% |
True |
False |
778,414 |
80 |
4,902.00 |
4,167.50 |
734.50 |
15.0% |
50.50 |
1.0% |
99% |
True |
False |
584,714 |
100 |
4,902.00 |
4,167.50 |
734.50 |
15.0% |
49.50 |
1.0% |
99% |
True |
False |
468,036 |
120 |
4,902.00 |
4,167.50 |
734.50 |
15.0% |
50.50 |
1.0% |
99% |
True |
False |
390,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,020.00 |
2.618 |
4,974.75 |
1.618 |
4,947.00 |
1.000 |
4,929.75 |
0.618 |
4,919.25 |
HIGH |
4,902.00 |
0.618 |
4,891.50 |
0.500 |
4,888.00 |
0.382 |
4,884.75 |
LOW |
4,874.25 |
0.618 |
4,857.00 |
1.000 |
4,846.50 |
1.618 |
4,829.25 |
2.618 |
4,801.50 |
4.250 |
4,756.25 |
|
|
Fisher Pivots for day following 23-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,892.75 |
4,881.75 |
PP |
4,890.50 |
4,868.50 |
S1 |
4,888.00 |
4,855.25 |
|