| 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 |
7,540.5 |
7,625.0 |
84.5 |
1.1% |
7,501.0 |
| High |
7,641.0 |
7,652.5 |
11.5 |
0.2% |
7,641.0 |
| Low |
7,537.5 |
7,617.0 |
79.5 |
1.1% |
7,447.0 |
| Close |
7,632.5 |
7,621.0 |
-11.5 |
-0.2% |
7,632.5 |
| Range |
103.5 |
35.5 |
-68.0 |
-65.7% |
194.0 |
| ATR |
73.8 |
71.0 |
-2.7 |
-3.7% |
0.0 |
| Volume |
115,328 |
73,693 |
-41,635 |
-36.1% |
438,139 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,736.5 |
7,714.5 |
7,640.5 |
|
| R3 |
7,701.0 |
7,679.0 |
7,631.0 |
|
| R2 |
7,665.5 |
7,665.5 |
7,627.5 |
|
| R1 |
7,643.5 |
7,643.5 |
7,624.5 |
7,637.0 |
| PP |
7,630.0 |
7,630.0 |
7,630.0 |
7,627.0 |
| S1 |
7,608.0 |
7,608.0 |
7,617.5 |
7,601.0 |
| S2 |
7,594.5 |
7,594.5 |
7,614.5 |
|
| S3 |
7,559.0 |
7,572.5 |
7,611.0 |
|
| S4 |
7,523.5 |
7,537.0 |
7,601.5 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,155.5 |
8,088.0 |
7,739.0 |
|
| R3 |
7,961.5 |
7,894.0 |
7,686.0 |
|
| R2 |
7,767.5 |
7,767.5 |
7,668.0 |
|
| R1 |
7,700.0 |
7,700.0 |
7,650.5 |
7,734.0 |
| PP |
7,573.5 |
7,573.5 |
7,573.5 |
7,590.5 |
| S1 |
7,506.0 |
7,506.0 |
7,614.5 |
7,540.0 |
| S2 |
7,379.5 |
7,379.5 |
7,597.0 |
|
| S3 |
7,185.5 |
7,312.0 |
7,579.0 |
|
| S4 |
6,991.5 |
7,118.0 |
7,526.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,652.5 |
7,457.0 |
195.5 |
2.6% |
60.0 |
0.8% |
84% |
True |
False |
86,598 |
| 10 |
7,652.5 |
7,397.5 |
255.0 |
3.3% |
68.0 |
0.9% |
88% |
True |
False |
94,352 |
| 20 |
7,785.5 |
7,397.5 |
388.0 |
5.1% |
71.0 |
0.9% |
58% |
False |
False |
86,774 |
| 40 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
69.0 |
0.9% |
56% |
False |
False |
88,465 |
| 60 |
7,795.0 |
7,355.0 |
440.0 |
5.8% |
55.5 |
0.7% |
60% |
False |
False |
59,024 |
| 80 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
48.5 |
0.6% |
63% |
False |
False |
44,269 |
| 100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
41.0 |
0.5% |
59% |
False |
False |
35,476 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
34.5 |
0.4% |
59% |
False |
False |
29,563 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,803.5 |
|
2.618 |
7,745.5 |
|
1.618 |
7,710.0 |
|
1.000 |
7,688.0 |
|
0.618 |
7,674.5 |
|
HIGH |
7,652.5 |
|
0.618 |
7,639.0 |
|
0.500 |
7,635.0 |
|
0.382 |
7,630.5 |
|
LOW |
7,617.0 |
|
0.618 |
7,595.0 |
|
1.000 |
7,581.5 |
|
1.618 |
7,559.5 |
|
2.618 |
7,524.0 |
|
4.250 |
7,466.0 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,635.0 |
7,605.0 |
| PP |
7,630.0 |
7,589.0 |
| S1 |
7,625.5 |
7,573.0 |
|