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 |
7,648.5 |
7,659.5 |
11.0 |
0.1% |
7,501.0 |
High |
7,671.0 |
7,674.0 |
3.0 |
0.0% |
7,641.0 |
Low |
7,627.5 |
7,587.5 |
-40.0 |
-0.5% |
7,447.0 |
Close |
7,657.0 |
7,629.0 |
-28.0 |
-0.4% |
7,632.5 |
Range |
43.5 |
86.5 |
43.0 |
98.9% |
194.0 |
ATR |
69.5 |
70.8 |
1.2 |
1.7% |
0.0 |
Volume |
77,951 |
112,843 |
34,892 |
44.8% |
438,139 |
|
Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
7,889.5 |
7,846.0 |
7,676.5 |
|
R3 |
7,803.0 |
7,759.5 |
7,653.0 |
|
R2 |
7,716.5 |
7,716.5 |
7,645.0 |
|
R1 |
7,673.0 |
7,673.0 |
7,637.0 |
7,651.5 |
PP |
7,630.0 |
7,630.0 |
7,630.0 |
7,619.5 |
S1 |
7,586.5 |
7,586.5 |
7,621.0 |
7,565.0 |
S2 |
7,543.5 |
7,543.5 |
7,613.0 |
|
S3 |
7,457.0 |
7,500.0 |
7,605.0 |
|
S4 |
7,370.5 |
7,413.5 |
7,581.5 |
|
|
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 |
7,674.0 |
7,493.5 |
180.5 |
2.4% |
64.5 |
0.8% |
75% |
True |
False |
93,711 |
10 |
7,674.0 |
7,421.0 |
253.0 |
3.3% |
62.0 |
0.8% |
82% |
True |
False |
90,024 |
20 |
7,738.5 |
7,397.5 |
341.0 |
4.5% |
68.0 |
0.9% |
68% |
False |
False |
86,618 |
40 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
68.5 |
0.9% |
58% |
False |
False |
90,607 |
60 |
7,795.0 |
7,355.0 |
440.0 |
5.8% |
56.5 |
0.7% |
62% |
False |
False |
62,203 |
80 |
7,795.0 |
7,319.0 |
476.0 |
6.2% |
50.0 |
0.7% |
65% |
False |
False |
46,654 |
100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
42.5 |
0.6% |
61% |
False |
False |
37,384 |
120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
35.5 |
0.5% |
61% |
False |
False |
31,153 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
8,041.5 |
2.618 |
7,900.5 |
1.618 |
7,814.0 |
1.000 |
7,760.5 |
0.618 |
7,727.5 |
HIGH |
7,674.0 |
0.618 |
7,641.0 |
0.500 |
7,631.0 |
0.382 |
7,620.5 |
LOW |
7,587.5 |
0.618 |
7,534.0 |
1.000 |
7,501.0 |
1.618 |
7,447.5 |
2.618 |
7,361.0 |
4.250 |
7,220.0 |
|
|
Fisher Pivots for day following 31-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
7,631.0 |
7,631.0 |
PP |
7,630.0 |
7,630.0 |
S1 |
7,629.5 |
7,629.5 |
|