Trading Metrics calculated at close of trading on 31-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,950.25 |
4,930.25 |
-20.00 |
-0.4% |
4,872.50 |
High |
4,957.25 |
4,938.00 |
-19.25 |
-0.4% |
4,934.25 |
Low |
4,933.00 |
4,866.00 |
-67.00 |
-1.4% |
4,872.50 |
Close |
4,951.00 |
4,870.50 |
-80.50 |
-1.6% |
4,916.25 |
Range |
24.25 |
72.00 |
47.75 |
196.9% |
61.75 |
ATR |
43.73 |
46.68 |
2.95 |
6.7% |
0.00 |
Volume |
1,157,425 |
2,285,993 |
1,128,568 |
97.5% |
6,969,261 |
|
Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,107.50 |
5,061.00 |
4,910.00 |
|
R3 |
5,035.50 |
4,989.00 |
4,890.25 |
|
R2 |
4,963.50 |
4,963.50 |
4,883.75 |
|
R1 |
4,917.00 |
4,917.00 |
4,877.00 |
4,904.25 |
PP |
4,891.50 |
4,891.50 |
4,891.50 |
4,885.00 |
S1 |
4,845.00 |
4,845.00 |
4,864.00 |
4,832.25 |
S2 |
4,819.50 |
4,819.50 |
4,857.25 |
|
S3 |
4,747.50 |
4,773.00 |
4,850.75 |
|
S4 |
4,675.50 |
4,701.00 |
4,831.00 |
|
|
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 |
4,866.00 |
91.25 |
1.9% |
44.00 |
0.9% |
5% |
False |
True |
1,507,409 |
10 |
4,957.25 |
4,763.50 |
193.75 |
4.0% |
43.75 |
0.9% |
55% |
False |
False |
1,523,436 |
20 |
4,957.25 |
4,702.00 |
255.25 |
5.2% |
48.00 |
1.0% |
66% |
False |
False |
1,557,654 |
40 |
4,957.25 |
4,599.00 |
358.25 |
7.4% |
45.25 |
0.9% |
76% |
False |
False |
1,391,550 |
60 |
4,957.25 |
4,373.25 |
584.00 |
12.0% |
43.75 |
0.9% |
85% |
False |
False |
929,926 |
80 |
4,957.25 |
4,167.50 |
789.75 |
16.2% |
49.25 |
1.0% |
89% |
False |
False |
698,515 |
100 |
4,957.25 |
4,167.50 |
789.75 |
16.2% |
50.00 |
1.0% |
89% |
False |
False |
559,260 |
120 |
4,957.25 |
4,167.50 |
789.75 |
16.2% |
50.00 |
1.0% |
89% |
False |
False |
466,087 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,244.00 |
2.618 |
5,126.50 |
1.618 |
5,054.50 |
1.000 |
5,010.00 |
0.618 |
4,982.50 |
HIGH |
4,938.00 |
0.618 |
4,910.50 |
0.500 |
4,902.00 |
0.382 |
4,893.50 |
LOW |
4,866.00 |
0.618 |
4,821.50 |
1.000 |
4,794.00 |
1.618 |
4,749.50 |
2.618 |
4,677.50 |
4.250 |
4,560.00 |
|
|
Fisher Pivots for day following 31-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,902.00 |
4,911.50 |
PP |
4,891.50 |
4,898.00 |
S1 |
4,881.00 |
4,884.25 |
|