Trading Metrics calculated at close of trading on 24-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,881.75 |
4,900.25 |
18.50 |
0.4% |
4,812.00 |
High |
4,902.00 |
4,933.25 |
31.25 |
0.6% |
4,874.25 |
Low |
4,874.25 |
4,889.00 |
14.75 |
0.3% |
4,746.25 |
Close |
4,895.00 |
4,898.00 |
3.00 |
0.1% |
4,869.50 |
Range |
27.75 |
44.25 |
16.50 |
59.5% |
128.00 |
ATR |
46.28 |
46.13 |
-0.14 |
-0.3% |
0.00 |
Volume |
1,130,749 |
1,586,824 |
456,075 |
40.3% |
7,192,553 |
|
Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,039.50 |
5,013.00 |
4,922.25 |
|
R3 |
4,995.25 |
4,968.75 |
4,910.25 |
|
R2 |
4,951.00 |
4,951.00 |
4,906.00 |
|
R1 |
4,924.50 |
4,924.50 |
4,902.00 |
4,915.50 |
PP |
4,906.75 |
4,906.75 |
4,906.75 |
4,902.25 |
S1 |
4,880.25 |
4,880.25 |
4,894.00 |
4,871.50 |
S2 |
4,862.50 |
4,862.50 |
4,890.00 |
|
S3 |
4,818.25 |
4,836.00 |
4,885.75 |
|
S4 |
4,774.00 |
4,791.75 |
4,873.75 |
|
|
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 |
4,933.25 |
4,763.50 |
169.75 |
3.5% |
43.50 |
0.9% |
79% |
True |
False |
1,539,463 |
10 |
4,933.25 |
4,746.25 |
187.00 |
3.8% |
46.75 |
1.0% |
81% |
True |
False |
1,595,941 |
20 |
4,933.25 |
4,702.00 |
231.25 |
4.7% |
45.75 |
0.9% |
85% |
True |
False |
1,461,671 |
40 |
4,933.25 |
4,594.00 |
339.25 |
6.9% |
44.00 |
0.9% |
90% |
True |
False |
1,204,842 |
60 |
4,933.25 |
4,167.50 |
765.75 |
15.6% |
45.50 |
0.9% |
95% |
True |
False |
804,725 |
80 |
4,933.25 |
4,167.50 |
765.75 |
15.6% |
50.50 |
1.0% |
95% |
True |
False |
604,518 |
100 |
4,933.25 |
4,167.50 |
765.75 |
15.6% |
49.50 |
1.0% |
95% |
True |
False |
483,901 |
120 |
4,933.25 |
4,167.50 |
765.75 |
15.6% |
50.25 |
1.0% |
95% |
True |
False |
403,284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,121.25 |
2.618 |
5,049.00 |
1.618 |
5,004.75 |
1.000 |
4,977.50 |
0.618 |
4,960.50 |
HIGH |
4,933.25 |
0.618 |
4,916.25 |
0.500 |
4,911.00 |
0.382 |
4,906.00 |
LOW |
4,889.00 |
0.618 |
4,861.75 |
1.000 |
4,844.75 |
1.618 |
4,817.50 |
2.618 |
4,773.25 |
4.250 |
4,701.00 |
|
|
Fisher Pivots for day following 24-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,911.00 |
4,903.00 |
PP |
4,906.75 |
4,901.25 |
S1 |
4,902.50 |
4,899.50 |
|