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 |
17,571.25 |
17,502.00 |
-69.25 |
-0.4% |
17,466.00 |
High |
17,632.00 |
17,716.25 |
84.25 |
0.5% |
17,793.50 |
Low |
17,466.00 |
17,457.50 |
-8.50 |
0.0% |
17,409.50 |
Close |
17,527.00 |
17,706.00 |
179.00 |
1.0% |
17,527.00 |
Range |
166.00 |
258.75 |
92.75 |
55.9% |
384.00 |
ATR |
224.47 |
226.92 |
2.45 |
1.1% |
0.00 |
Volume |
631,481 |
568,739 |
-62,742 |
-9.9% |
3,209,231 |
|
Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,402.75 |
18,313.25 |
17,848.25 |
|
R3 |
18,144.00 |
18,054.50 |
17,777.25 |
|
R2 |
17,885.25 |
17,885.25 |
17,753.50 |
|
R1 |
17,795.75 |
17,795.75 |
17,729.75 |
17,840.50 |
PP |
17,626.50 |
17,626.50 |
17,626.50 |
17,649.00 |
S1 |
17,537.00 |
17,537.00 |
17,682.25 |
17,581.75 |
S2 |
17,367.75 |
17,367.75 |
17,658.50 |
|
S3 |
17,109.00 |
17,278.25 |
17,634.75 |
|
S4 |
16,850.25 |
17,019.50 |
17,563.75 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,728.75 |
18,511.75 |
17,738.25 |
|
R3 |
18,344.75 |
18,127.75 |
17,632.50 |
|
R2 |
17,960.75 |
17,960.75 |
17,597.50 |
|
R1 |
17,743.75 |
17,743.75 |
17,562.25 |
17,852.25 |
PP |
17,576.75 |
17,576.75 |
17,576.75 |
17,631.00 |
S1 |
17,359.75 |
17,359.75 |
17,491.75 |
17,468.25 |
S2 |
17,192.75 |
17,192.75 |
17,456.50 |
|
S3 |
16,808.75 |
16,975.75 |
17,421.50 |
|
S4 |
16,424.75 |
16,591.75 |
17,315.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,793.50 |
17,409.50 |
384.00 |
2.2% |
205.00 |
1.2% |
77% |
False |
False |
628,145 |
10 |
17,793.50 |
16,689.25 |
1,104.25 |
6.2% |
234.50 |
1.3% |
92% |
False |
False |
692,713 |
20 |
17,793.50 |
16,334.25 |
1,459.25 |
8.2% |
243.50 |
1.4% |
94% |
False |
False |
648,564 |
40 |
17,793.50 |
15,920.25 |
1,873.25 |
10.6% |
221.00 |
1.2% |
95% |
False |
False |
509,011 |
60 |
17,793.50 |
14,595.50 |
3,198.00 |
18.1% |
217.75 |
1.2% |
97% |
False |
False |
339,815 |
80 |
17,793.50 |
14,322.75 |
3,470.75 |
19.6% |
231.25 |
1.3% |
97% |
False |
False |
255,121 |
100 |
17,793.50 |
14,322.75 |
3,470.75 |
19.6% |
231.25 |
1.3% |
97% |
False |
False |
204,229 |
120 |
17,793.50 |
14,322.75 |
3,470.75 |
19.6% |
235.25 |
1.3% |
97% |
False |
False |
170,210 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,816.00 |
2.618 |
18,393.75 |
1.618 |
18,135.00 |
1.000 |
17,975.00 |
0.618 |
17,876.25 |
HIGH |
17,716.25 |
0.618 |
17,617.50 |
0.500 |
17,587.00 |
0.382 |
17,556.25 |
LOW |
17,457.50 |
0.618 |
17,297.50 |
1.000 |
17,198.75 |
1.618 |
17,038.75 |
2.618 |
16,780.00 |
4.250 |
16,357.75 |
|
|
Fisher Pivots for day following 29-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
17,666.25 |
17,672.25 |
PP |
17,626.50 |
17,638.50 |
S1 |
17,587.00 |
17,604.75 |
|