Trading Metrics calculated at close of trading on 29-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,919.25 |
4,908.75 |
-10.50 |
-0.2% |
4,872.50 |
High |
4,934.25 |
4,956.00 |
21.75 |
0.4% |
4,934.25 |
Low |
4,898.50 |
4,901.75 |
3.25 |
0.1% |
4,872.50 |
Close |
4,916.25 |
4,954.50 |
38.25 |
0.8% |
4,916.25 |
Range |
35.75 |
54.25 |
18.50 |
51.7% |
61.75 |
ATR |
44.54 |
45.23 |
0.69 |
1.6% |
0.00 |
Volume |
1,363,612 |
1,197,989 |
-165,623 |
-12.1% |
6,969,261 |
|
Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,100.25 |
5,081.50 |
4,984.25 |
|
R3 |
5,046.00 |
5,027.25 |
4,969.50 |
|
R2 |
4,991.75 |
4,991.75 |
4,964.50 |
|
R1 |
4,973.00 |
4,973.00 |
4,959.50 |
4,982.50 |
PP |
4,937.50 |
4,937.50 |
4,937.50 |
4,942.00 |
S1 |
4,918.75 |
4,918.75 |
4,949.50 |
4,928.00 |
S2 |
4,883.25 |
4,883.25 |
4,944.50 |
|
S3 |
4,829.00 |
4,864.50 |
4,939.50 |
|
S4 |
4,774.75 |
4,810.25 |
4,924.75 |
|
|
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 |
4,956.00 |
4,874.25 |
81.75 |
1.7% |
39.00 |
0.8% |
98% |
True |
False |
1,362,240 |
10 |
4,956.00 |
4,746.25 |
209.75 |
4.2% |
43.75 |
0.9% |
99% |
True |
False |
1,535,980 |
20 |
4,956.00 |
4,702.00 |
254.00 |
5.1% |
48.50 |
1.0% |
99% |
True |
False |
1,533,476 |
40 |
4,956.00 |
4,594.00 |
362.00 |
7.3% |
45.00 |
0.9% |
100% |
True |
False |
1,306,526 |
60 |
4,956.00 |
4,237.50 |
718.50 |
14.5% |
44.75 |
0.9% |
100% |
True |
False |
872,695 |
80 |
4,956.00 |
4,167.50 |
788.50 |
15.9% |
49.50 |
1.0% |
100% |
True |
False |
655,570 |
100 |
4,956.00 |
4,167.50 |
788.50 |
15.9% |
50.00 |
1.0% |
100% |
True |
False |
524,833 |
120 |
4,956.00 |
4,167.50 |
788.50 |
15.9% |
50.25 |
1.0% |
100% |
True |
False |
437,393 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,186.50 |
2.618 |
5,098.00 |
1.618 |
5,043.75 |
1.000 |
5,010.25 |
0.618 |
4,989.50 |
HIGH |
4,956.00 |
0.618 |
4,935.25 |
0.500 |
4,929.00 |
0.382 |
4,922.50 |
LOW |
4,901.75 |
0.618 |
4,868.25 |
1.000 |
4,847.50 |
1.618 |
4,814.00 |
2.618 |
4,759.75 |
4.250 |
4,671.25 |
|
|
Fisher Pivots for day following 29-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,946.00 |
4,944.50 |
PP |
4,937.50 |
4,934.50 |
S1 |
4,929.00 |
4,924.50 |
|