Trading Metrics calculated at close of trading on 26-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,899.50 |
4,919.25 |
19.75 |
0.4% |
4,872.50 |
High |
4,926.50 |
4,934.25 |
7.75 |
0.2% |
4,934.25 |
Low |
4,893.25 |
4,898.50 |
5.25 |
0.1% |
4,872.50 |
Close |
4,923.25 |
4,916.25 |
-7.00 |
-0.1% |
4,916.25 |
Range |
33.25 |
35.75 |
2.50 |
7.5% |
61.75 |
ATR |
45.21 |
44.54 |
-0.68 |
-1.5% |
0.00 |
Volume |
1,532,026 |
1,363,612 |
-168,414 |
-11.0% |
6,969,261 |
|
Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,023.50 |
5,005.75 |
4,936.00 |
|
R3 |
4,987.75 |
4,970.00 |
4,926.00 |
|
R2 |
4,952.00 |
4,952.00 |
4,922.75 |
|
R1 |
4,934.25 |
4,934.25 |
4,919.50 |
4,925.25 |
PP |
4,916.25 |
4,916.25 |
4,916.25 |
4,912.00 |
S1 |
4,898.50 |
4,898.50 |
4,913.00 |
4,889.50 |
S2 |
4,880.50 |
4,880.50 |
4,909.75 |
|
S3 |
4,844.75 |
4,862.75 |
4,906.50 |
|
S4 |
4,809.00 |
4,827.00 |
4,896.50 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.00 |
5,066.25 |
4,950.25 |
|
R3 |
5,031.25 |
5,004.50 |
4,933.25 |
|
R2 |
4,969.50 |
4,969.50 |
4,927.50 |
|
R1 |
4,942.75 |
4,942.75 |
4,922.00 |
4,956.00 |
PP |
4,907.75 |
4,907.75 |
4,907.75 |
4,914.25 |
S1 |
4,881.00 |
4,881.00 |
4,910.50 |
4,894.50 |
S2 |
4,846.00 |
4,846.00 |
4,905.00 |
|
S3 |
4,784.25 |
4,819.25 |
4,899.25 |
|
S4 |
4,722.50 |
4,757.50 |
4,882.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,934.25 |
4,872.50 |
61.75 |
1.3% |
33.25 |
0.7% |
71% |
True |
False |
1,393,852 |
10 |
4,934.25 |
4,746.25 |
188.00 |
3.8% |
43.00 |
0.9% |
90% |
True |
False |
1,568,171 |
20 |
4,934.25 |
4,702.00 |
232.25 |
4.7% |
46.50 |
0.9% |
92% |
True |
False |
1,519,929 |
40 |
4,934.25 |
4,594.00 |
340.25 |
6.9% |
44.50 |
0.9% |
95% |
True |
False |
1,276,805 |
60 |
4,934.25 |
4,212.50 |
721.75 |
14.7% |
44.50 |
0.9% |
98% |
True |
False |
852,836 |
80 |
4,934.25 |
4,167.50 |
766.75 |
15.6% |
49.75 |
1.0% |
98% |
True |
False |
640,625 |
100 |
4,934.25 |
4,167.50 |
766.75 |
15.6% |
49.75 |
1.0% |
98% |
True |
False |
512,855 |
120 |
4,934.25 |
4,167.50 |
766.75 |
15.6% |
50.00 |
1.0% |
98% |
True |
False |
427,412 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,086.25 |
2.618 |
5,027.75 |
1.618 |
4,992.00 |
1.000 |
4,970.00 |
0.618 |
4,956.25 |
HIGH |
4,934.25 |
0.618 |
4,920.50 |
0.500 |
4,916.50 |
0.382 |
4,912.25 |
LOW |
4,898.50 |
0.618 |
4,876.50 |
1.000 |
4,862.75 |
1.618 |
4,840.75 |
2.618 |
4,805.00 |
4.250 |
4,746.50 |
|
|
Fisher Pivots for day following 26-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,916.50 |
4,914.75 |
PP |
4,916.25 |
4,913.25 |
S1 |
4,916.25 |
4,911.50 |
|