Trading Metrics calculated at close of trading on 30-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,908.75 |
4,950.25 |
41.50 |
0.8% |
4,872.50 |
High |
4,956.00 |
4,957.25 |
1.25 |
0.0% |
4,934.25 |
Low |
4,901.75 |
4,933.00 |
31.25 |
0.6% |
4,872.50 |
Close |
4,954.50 |
4,951.00 |
-3.50 |
-0.1% |
4,916.25 |
Range |
54.25 |
24.25 |
-30.00 |
-55.3% |
61.75 |
ATR |
45.23 |
43.73 |
-1.50 |
-3.3% |
0.00 |
Volume |
1,197,989 |
1,157,425 |
-40,564 |
-3.4% |
6,969,261 |
|
Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,019.75 |
5,009.75 |
4,964.25 |
|
R3 |
4,995.50 |
4,985.50 |
4,957.75 |
|
R2 |
4,971.25 |
4,971.25 |
4,955.50 |
|
R1 |
4,961.25 |
4,961.25 |
4,953.25 |
4,966.25 |
PP |
4,947.00 |
4,947.00 |
4,947.00 |
4,949.50 |
S1 |
4,937.00 |
4,937.00 |
4,948.75 |
4,942.00 |
S2 |
4,922.75 |
4,922.75 |
4,946.50 |
|
S3 |
4,898.50 |
4,912.75 |
4,944.25 |
|
S4 |
4,874.25 |
4,888.50 |
4,937.75 |
|
|
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 |
4,957.25 |
4,889.00 |
68.25 |
1.4% |
38.25 |
0.8% |
91% |
True |
False |
1,367,575 |
10 |
4,957.25 |
4,746.25 |
211.00 |
4.3% |
42.00 |
0.8% |
97% |
True |
False |
1,461,169 |
20 |
4,957.25 |
4,702.00 |
255.25 |
5.2% |
47.50 |
1.0% |
98% |
True |
False |
1,527,261 |
40 |
4,957.25 |
4,599.00 |
358.25 |
7.2% |
44.50 |
0.9% |
98% |
True |
False |
1,335,066 |
60 |
4,957.25 |
4,303.50 |
653.75 |
13.2% |
44.00 |
0.9% |
99% |
True |
False |
891,919 |
80 |
4,957.25 |
4,167.50 |
789.75 |
16.0% |
48.75 |
1.0% |
99% |
True |
False |
669,981 |
100 |
4,957.25 |
4,167.50 |
789.75 |
16.0% |
49.50 |
1.0% |
99% |
True |
False |
536,402 |
120 |
4,957.25 |
4,167.50 |
789.75 |
16.0% |
50.00 |
1.0% |
99% |
True |
False |
447,038 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,060.25 |
2.618 |
5,020.75 |
1.618 |
4,996.50 |
1.000 |
4,981.50 |
0.618 |
4,972.25 |
HIGH |
4,957.25 |
0.618 |
4,948.00 |
0.500 |
4,945.00 |
0.382 |
4,942.25 |
LOW |
4,933.00 |
0.618 |
4,918.00 |
1.000 |
4,908.75 |
1.618 |
4,893.75 |
2.618 |
4,869.50 |
4.250 |
4,830.00 |
|
|
Fisher Pivots for day following 30-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,949.00 |
4,943.25 |
PP |
4,947.00 |
4,935.50 |
S1 |
4,945.00 |
4,928.00 |
|