| 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 |
16,995.0 |
17,022.0 |
27.0 |
0.2% |
16,757.0 |
| High |
17,073.0 |
17,106.0 |
33.0 |
0.2% |
17,073.0 |
| Low |
16,948.0 |
16,960.0 |
12.0 |
0.1% |
16,718.0 |
| Close |
17,063.0 |
17,038.0 |
-25.0 |
-0.1% |
17,063.0 |
| Range |
125.0 |
146.0 |
21.0 |
16.8% |
355.0 |
| ATR |
179.1 |
176.8 |
-2.4 |
-1.3% |
0.0 |
| Volume |
52,145 |
39,995 |
-12,150 |
-23.3% |
274,176 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,472.7 |
17,401.3 |
17,118.3 |
|
| R3 |
17,326.7 |
17,255.3 |
17,078.2 |
|
| R2 |
17,180.7 |
17,180.7 |
17,064.8 |
|
| R1 |
17,109.3 |
17,109.3 |
17,051.4 |
17,145.0 |
| PP |
17,034.7 |
17,034.7 |
17,034.7 |
17,052.5 |
| S1 |
16,963.3 |
16,963.3 |
17,024.6 |
16,999.0 |
| S2 |
16,888.7 |
16,888.7 |
17,011.2 |
|
| S3 |
16,742.7 |
16,817.3 |
16,997.9 |
|
| S4 |
16,596.7 |
16,671.3 |
16,957.7 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,016.3 |
17,894.7 |
17,258.3 |
|
| R3 |
17,661.3 |
17,539.7 |
17,160.6 |
|
| R2 |
17,306.3 |
17,306.3 |
17,128.1 |
|
| R1 |
17,184.7 |
17,184.7 |
17,095.5 |
17,245.5 |
| PP |
16,951.3 |
16,951.3 |
16,951.3 |
16,981.8 |
| S1 |
16,829.7 |
16,829.7 |
17,030.5 |
16,890.5 |
| S2 |
16,596.3 |
16,596.3 |
16,997.9 |
|
| S3 |
16,241.3 |
16,474.7 |
16,965.4 |
|
| S4 |
15,886.3 |
16,119.7 |
16,867.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,106.0 |
16,733.0 |
373.0 |
2.2% |
159.0 |
0.9% |
82% |
True |
False |
53,306 |
| 10 |
17,106.0 |
16,464.0 |
642.0 |
3.8% |
158.1 |
0.9% |
89% |
True |
False |
53,311 |
| 20 |
17,123.0 |
16,464.0 |
659.0 |
3.9% |
184.6 |
1.1% |
87% |
False |
False |
53,173 |
| 40 |
17,200.0 |
16,205.0 |
995.0 |
5.8% |
164.4 |
1.0% |
84% |
False |
False |
40,780 |
| 60 |
17,200.0 |
15,005.0 |
2,195.0 |
12.9% |
141.7 |
0.8% |
93% |
False |
False |
27,198 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
132.7 |
0.8% |
93% |
False |
False |
20,406 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
120.7 |
0.7% |
93% |
False |
False |
16,328 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
106.7 |
0.6% |
93% |
False |
False |
13,606 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,726.5 |
|
2.618 |
17,488.2 |
|
1.618 |
17,342.2 |
|
1.000 |
17,252.0 |
|
0.618 |
17,196.2 |
|
HIGH |
17,106.0 |
|
0.618 |
17,050.2 |
|
0.500 |
17,033.0 |
|
0.382 |
17,015.8 |
|
LOW |
16,960.0 |
|
0.618 |
16,869.8 |
|
1.000 |
16,814.0 |
|
1.618 |
16,723.8 |
|
2.618 |
16,577.8 |
|
4.250 |
16,339.5 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,036.3 |
17,024.5 |
| PP |
17,034.7 |
17,011.0 |
| S1 |
17,033.0 |
16,997.5 |
|