| Trading Metrics calculated at close of trading on 24-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,997.7 |
1,989.8 |
-7.9 |
-0.4% |
1,962.9 |
| High |
2,017.0 |
2,017.2 |
0.2 |
0.0% |
1,971.1 |
| Low |
1,980.0 |
1,968.3 |
-11.7 |
-0.6% |
1,904.8 |
| Close |
1,989.5 |
1,972.2 |
-17.3 |
-0.9% |
1,954.8 |
| Range |
37.0 |
48.9 |
11.9 |
32.2% |
66.3 |
| ATR |
39.8 |
40.4 |
0.7 |
1.6% |
0.0 |
| Volume |
227,477 |
215,770 |
-11,707 |
-5.1% |
873,462 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.6 |
2,101.3 |
1,999.1 |
|
| R3 |
2,083.7 |
2,052.4 |
1,985.6 |
|
| R2 |
2,034.8 |
2,034.8 |
1,981.2 |
|
| R1 |
2,003.5 |
2,003.5 |
1,976.7 |
1,994.7 |
| PP |
1,985.9 |
1,985.9 |
1,985.9 |
1,981.5 |
| S1 |
1,954.6 |
1,954.6 |
1,967.7 |
1,945.8 |
| S2 |
1,937.0 |
1,937.0 |
1,963.2 |
|
| S3 |
1,888.1 |
1,905.7 |
1,958.8 |
|
| S4 |
1,839.2 |
1,856.8 |
1,945.3 |
|
|
| 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 |
2,017.2 |
1,911.2 |
106.0 |
5.4% |
39.0 |
2.0% |
58% |
True |
False |
220,481 |
| 10 |
2,017.2 |
1,904.8 |
112.4 |
5.7% |
40.2 |
2.0% |
60% |
True |
False |
220,928 |
| 20 |
2,097.0 |
1,904.8 |
192.2 |
9.7% |
39.6 |
2.0% |
35% |
False |
False |
213,218 |
| 40 |
2,097.0 |
1,808.0 |
289.0 |
14.7% |
39.5 |
2.0% |
57% |
False |
False |
188,649 |
| 60 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
37.9 |
1.9% |
72% |
False |
False |
125,853 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
37.2 |
1.9% |
72% |
False |
False |
94,434 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
33.7 |
1.7% |
72% |
False |
False |
75,561 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
31.7 |
1.6% |
72% |
False |
False |
62,968 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,225.0 |
|
2.618 |
2,145.2 |
|
1.618 |
2,096.3 |
|
1.000 |
2,066.1 |
|
0.618 |
2,047.4 |
|
HIGH |
2,017.2 |
|
0.618 |
1,998.5 |
|
0.500 |
1,992.8 |
|
0.382 |
1,987.0 |
|
LOW |
1,968.3 |
|
0.618 |
1,938.1 |
|
1.000 |
1,919.4 |
|
1.618 |
1,889.2 |
|
2.618 |
1,840.3 |
|
4.250 |
1,760.5 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,992.8 |
1,987.3 |
| PP |
1,985.9 |
1,982.3 |
| S1 |
1,979.1 |
1,977.2 |
|