| 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 |
17,085.0 |
17,048.0 |
-37.0 |
-0.2% |
16,757.0 |
| High |
17,117.0 |
17,092.0 |
-25.0 |
-0.1% |
17,073.0 |
| Low |
17,046.0 |
16,890.0 |
-156.0 |
-0.9% |
16,718.0 |
| Close |
17,074.0 |
16,993.0 |
-81.0 |
-0.5% |
17,063.0 |
| Range |
71.0 |
202.0 |
131.0 |
184.5% |
355.0 |
| ATR |
169.8 |
172.1 |
2.3 |
1.4% |
0.0 |
| Volume |
40,521 |
58,692 |
18,171 |
44.8% |
274,176 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,597.7 |
17,497.3 |
17,104.1 |
|
| R3 |
17,395.7 |
17,295.3 |
17,048.6 |
|
| R2 |
17,193.7 |
17,193.7 |
17,030.0 |
|
| R1 |
17,093.3 |
17,093.3 |
17,011.5 |
17,042.5 |
| PP |
16,991.7 |
16,991.7 |
16,991.7 |
16,966.3 |
| S1 |
16,891.3 |
16,891.3 |
16,974.5 |
16,840.5 |
| S2 |
16,789.7 |
16,789.7 |
16,956.0 |
|
| S3 |
16,587.7 |
16,689.3 |
16,937.5 |
|
| S4 |
16,385.7 |
16,487.3 |
16,881.9 |
|
|
| 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 |
17,117.0 |
16,889.0 |
228.0 |
1.3% |
135.6 |
0.8% |
46% |
False |
False |
49,698 |
| 10 |
17,117.0 |
16,523.0 |
594.0 |
3.5% |
151.2 |
0.9% |
79% |
False |
False |
51,812 |
| 20 |
17,117.0 |
16,464.0 |
653.0 |
3.8% |
177.4 |
1.0% |
81% |
False |
False |
53,154 |
| 40 |
17,200.0 |
16,464.0 |
736.0 |
4.3% |
164.3 |
1.0% |
72% |
False |
False |
43,249 |
| 60 |
17,200.0 |
15,220.0 |
1,980.0 |
11.7% |
142.6 |
0.8% |
90% |
False |
False |
28,851 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
131.4 |
0.8% |
91% |
False |
False |
21,646 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
123.4 |
0.7% |
91% |
False |
False |
17,320 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
109.0 |
0.6% |
91% |
False |
False |
14,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,950.5 |
|
2.618 |
17,620.8 |
|
1.618 |
17,418.8 |
|
1.000 |
17,294.0 |
|
0.618 |
17,216.8 |
|
HIGH |
17,092.0 |
|
0.618 |
17,014.8 |
|
0.500 |
16,991.0 |
|
0.382 |
16,967.2 |
|
LOW |
16,890.0 |
|
0.618 |
16,765.2 |
|
1.000 |
16,688.0 |
|
1.618 |
16,563.2 |
|
2.618 |
16,361.2 |
|
4.250 |
16,031.5 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,992.3 |
17,003.5 |
| PP |
16,991.7 |
17,000.0 |
| S1 |
16,991.0 |
16,996.5 |
|