Trading Metrics calculated at close of trading on 25-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,900.25 |
4,899.50 |
-0.75 |
0.0% |
4,812.00 |
High |
4,933.25 |
4,926.50 |
-6.75 |
-0.1% |
4,874.25 |
Low |
4,889.00 |
4,893.25 |
4.25 |
0.1% |
4,746.25 |
Close |
4,898.00 |
4,923.25 |
25.25 |
0.5% |
4,869.50 |
Range |
44.25 |
33.25 |
-11.00 |
-24.9% |
128.00 |
ATR |
46.13 |
45.21 |
-0.92 |
-2.0% |
0.00 |
Volume |
1,586,824 |
1,532,026 |
-54,798 |
-3.5% |
7,192,553 |
|
Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,014.00 |
5,002.00 |
4,941.50 |
|
R3 |
4,980.75 |
4,968.75 |
4,932.50 |
|
R2 |
4,947.50 |
4,947.50 |
4,929.25 |
|
R1 |
4,935.50 |
4,935.50 |
4,926.25 |
4,941.50 |
PP |
4,914.25 |
4,914.25 |
4,914.25 |
4,917.50 |
S1 |
4,902.25 |
4,902.25 |
4,920.25 |
4,908.25 |
S2 |
4,881.00 |
4,881.00 |
4,917.25 |
|
S3 |
4,847.75 |
4,869.00 |
4,914.00 |
|
S4 |
4,814.50 |
4,835.75 |
4,905.00 |
|
|
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 |
4,808.50 |
124.75 |
2.5% |
39.25 |
0.8% |
92% |
False |
False |
1,496,481 |
10 |
4,933.25 |
4,746.25 |
187.00 |
3.8% |
45.75 |
0.9% |
95% |
False |
False |
1,611,366 |
20 |
4,933.25 |
4,702.00 |
231.25 |
4.7% |
45.75 |
0.9% |
96% |
False |
False |
1,503,862 |
40 |
4,933.25 |
4,594.00 |
339.25 |
6.9% |
44.50 |
0.9% |
97% |
False |
False |
1,242,939 |
60 |
4,933.25 |
4,188.50 |
744.75 |
15.1% |
45.00 |
0.9% |
99% |
False |
False |
830,162 |
80 |
4,933.25 |
4,167.50 |
765.75 |
15.6% |
50.00 |
1.0% |
99% |
False |
False |
623,630 |
100 |
4,933.25 |
4,167.50 |
765.75 |
15.6% |
49.75 |
1.0% |
99% |
False |
False |
499,220 |
120 |
4,933.25 |
4,167.50 |
765.75 |
15.6% |
50.25 |
1.0% |
99% |
False |
False |
416,050 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,067.75 |
2.618 |
5,013.50 |
1.618 |
4,980.25 |
1.000 |
4,959.75 |
0.618 |
4,947.00 |
HIGH |
4,926.50 |
0.618 |
4,913.75 |
0.500 |
4,910.00 |
0.382 |
4,906.00 |
LOW |
4,893.25 |
0.618 |
4,872.75 |
1.000 |
4,860.00 |
1.618 |
4,839.50 |
2.618 |
4,806.25 |
4.250 |
4,752.00 |
|
|
Fisher Pivots for day following 25-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,918.75 |
4,916.75 |
PP |
4,914.25 |
4,910.25 |
S1 |
4,910.00 |
4,903.75 |
|