| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,936.9 |
1,957.6 |
20.7 |
1.1% |
1,962.9 |
| High |
1,958.3 |
1,998.7 |
40.4 |
2.1% |
1,971.1 |
| Low |
1,921.3 |
1,957.4 |
36.1 |
1.9% |
1,904.8 |
| Close |
1,954.8 |
1,996.3 |
41.5 |
2.1% |
1,954.8 |
| Range |
37.0 |
41.3 |
4.3 |
11.6% |
66.3 |
| ATR |
39.7 |
40.0 |
0.3 |
0.8% |
0.0 |
| Volume |
210,553 |
231,350 |
20,797 |
9.9% |
873,462 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,108.0 |
2,093.5 |
2,019.0 |
|
| R3 |
2,066.7 |
2,052.2 |
2,007.7 |
|
| R2 |
2,025.4 |
2,025.4 |
2,003.9 |
|
| R1 |
2,010.9 |
2,010.9 |
2,000.1 |
2,018.2 |
| PP |
1,984.1 |
1,984.1 |
1,984.1 |
1,987.8 |
| S1 |
1,969.6 |
1,969.6 |
1,992.5 |
1,976.9 |
| S2 |
1,942.8 |
1,942.8 |
1,988.7 |
|
| S3 |
1,901.5 |
1,928.3 |
1,984.9 |
|
| S4 |
1,860.2 |
1,887.0 |
1,973.6 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,142.5 |
2,114.9 |
1,991.3 |
|
| R3 |
2,076.2 |
2,048.6 |
1,973.0 |
|
| R2 |
2,009.9 |
2,009.9 |
1,967.0 |
|
| R1 |
1,982.3 |
1,982.3 |
1,960.9 |
1,963.0 |
| PP |
1,943.6 |
1,943.6 |
1,943.6 |
1,933.9 |
| S1 |
1,916.0 |
1,916.0 |
1,948.7 |
1,896.7 |
| S2 |
1,877.3 |
1,877.3 |
1,942.6 |
|
| S3 |
1,811.0 |
1,849.7 |
1,936.6 |
|
| S4 |
1,744.7 |
1,783.4 |
1,918.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,998.7 |
1,904.8 |
93.9 |
4.7% |
37.2 |
1.9% |
97% |
True |
False |
220,962 |
| 10 |
2,004.6 |
1,904.8 |
99.8 |
5.0% |
40.3 |
2.0% |
92% |
False |
False |
213,084 |
| 20 |
2,097.0 |
1,904.8 |
192.2 |
9.6% |
38.8 |
1.9% |
48% |
False |
False |
212,069 |
| 40 |
2,097.0 |
1,806.5 |
290.5 |
14.6% |
38.4 |
1.9% |
65% |
False |
False |
177,582 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
22.1% |
37.5 |
1.9% |
77% |
False |
False |
118,472 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.1% |
36.8 |
1.8% |
77% |
False |
False |
88,896 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.1% |
33.3 |
1.7% |
77% |
False |
False |
71,128 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.1% |
31.1 |
1.6% |
77% |
False |
False |
59,274 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,174.2 |
|
2.618 |
2,106.8 |
|
1.618 |
2,065.5 |
|
1.000 |
2,040.0 |
|
0.618 |
2,024.2 |
|
HIGH |
1,998.7 |
|
0.618 |
1,982.9 |
|
0.500 |
1,978.1 |
|
0.382 |
1,973.2 |
|
LOW |
1,957.4 |
|
0.618 |
1,931.9 |
|
1.000 |
1,916.1 |
|
1.618 |
1,890.6 |
|
2.618 |
1,849.3 |
|
4.250 |
1,781.9 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,990.2 |
1,982.5 |
| PP |
1,984.1 |
1,968.7 |
| S1 |
1,978.1 |
1,955.0 |
|