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 |
17,711.75 |
17,415.50 |
-296.25 |
-1.7% |
17,466.00 |
High |
17,735.75 |
17,484.00 |
-251.75 |
-1.4% |
17,793.50 |
Low |
17,467.00 |
17,221.50 |
-245.50 |
-1.4% |
17,409.50 |
Close |
17,588.50 |
17,242.25 |
-346.25 |
-2.0% |
17,527.00 |
Range |
268.75 |
262.50 |
-6.25 |
-2.3% |
384.00 |
ATR |
229.91 |
239.70 |
9.79 |
4.3% |
0.00 |
Volume |
554,146 |
816,119 |
261,973 |
47.3% |
3,209,231 |
|
Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,103.50 |
17,935.25 |
17,386.50 |
|
R3 |
17,841.00 |
17,672.75 |
17,314.50 |
|
R2 |
17,578.50 |
17,578.50 |
17,290.50 |
|
R1 |
17,410.25 |
17,410.25 |
17,266.25 |
17,363.00 |
PP |
17,316.00 |
17,316.00 |
17,316.00 |
17,292.25 |
S1 |
17,147.75 |
17,147.75 |
17,218.25 |
17,100.50 |
S2 |
17,053.50 |
17,053.50 |
17,194.00 |
|
S3 |
16,791.00 |
16,885.25 |
17,170.00 |
|
S4 |
16,528.50 |
16,622.75 |
17,098.00 |
|
|
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 |
17,752.00 |
17,221.50 |
530.50 |
3.1% |
233.25 |
1.4% |
4% |
False |
True |
656,261 |
10 |
17,793.50 |
16,834.25 |
959.25 |
5.6% |
236.25 |
1.4% |
43% |
False |
False |
675,859 |
20 |
17,793.50 |
16,334.25 |
1,459.25 |
8.5% |
239.50 |
1.4% |
62% |
False |
False |
660,898 |
40 |
17,793.50 |
15,920.25 |
1,873.25 |
10.9% |
223.50 |
1.3% |
71% |
False |
False |
543,088 |
60 |
17,793.50 |
15,118.50 |
2,675.00 |
15.5% |
216.50 |
1.3% |
79% |
False |
False |
362,594 |
80 |
17,793.50 |
14,322.75 |
3,470.75 |
20.1% |
230.25 |
1.3% |
84% |
False |
False |
272,223 |
100 |
17,793.50 |
14,322.75 |
3,470.75 |
20.1% |
232.50 |
1.3% |
84% |
False |
False |
217,930 |
120 |
17,793.50 |
14,322.75 |
3,470.75 |
20.1% |
235.25 |
1.4% |
84% |
False |
False |
181,628 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,599.50 |
2.618 |
18,171.25 |
1.618 |
17,908.75 |
1.000 |
17,746.50 |
0.618 |
17,646.25 |
HIGH |
17,484.00 |
0.618 |
17,383.75 |
0.500 |
17,352.75 |
0.382 |
17,321.75 |
LOW |
17,221.50 |
0.618 |
17,059.25 |
1.000 |
16,959.00 |
1.618 |
16,796.75 |
2.618 |
16,534.25 |
4.250 |
16,106.00 |
|
|
Fisher Pivots for day following 31-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
17,352.75 |
17,478.50 |
PP |
17,316.00 |
17,399.75 |
S1 |
17,279.00 |
17,321.00 |
|