| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,989.8 |
1,973.4 |
-16.4 |
-0.8% |
1,962.9 |
| High |
2,017.2 |
2,006.0 |
-11.2 |
-0.6% |
1,971.1 |
| Low |
1,968.3 |
1,970.8 |
2.5 |
0.1% |
1,904.8 |
| Close |
1,972.2 |
1,987.7 |
15.5 |
0.8% |
1,954.8 |
| Range |
48.9 |
35.2 |
-13.7 |
-28.0% |
66.3 |
| ATR |
40.4 |
40.1 |
-0.4 |
-0.9% |
0.0 |
| Volume |
215,770 |
213,535 |
-2,235 |
-1.0% |
873,462 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,093.8 |
2,075.9 |
2,007.1 |
|
| R3 |
2,058.6 |
2,040.7 |
1,997.4 |
|
| R2 |
2,023.4 |
2,023.4 |
1,994.2 |
|
| R1 |
2,005.5 |
2,005.5 |
1,990.9 |
2,014.5 |
| PP |
1,988.2 |
1,988.2 |
1,988.2 |
1,992.6 |
| S1 |
1,970.3 |
1,970.3 |
1,984.5 |
1,979.3 |
| S2 |
1,953.0 |
1,953.0 |
1,981.2 |
|
| S3 |
1,917.8 |
1,935.1 |
1,978.0 |
|
| S4 |
1,882.6 |
1,899.9 |
1,968.3 |
|
|
| 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 |
1,921.3 |
95.9 |
4.8% |
39.9 |
2.0% |
69% |
False |
False |
219,737 |
| 10 |
2,017.2 |
1,904.8 |
112.4 |
5.7% |
41.2 |
2.1% |
74% |
False |
False |
223,732 |
| 20 |
2,097.0 |
1,904.8 |
192.2 |
9.7% |
39.6 |
2.0% |
43% |
False |
False |
217,673 |
| 40 |
2,097.0 |
1,808.0 |
289.0 |
14.5% |
39.9 |
2.0% |
62% |
False |
False |
193,983 |
| 60 |
2,097.0 |
1,659.5 |
437.5 |
22.0% |
37.8 |
1.9% |
75% |
False |
False |
129,409 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
37.3 |
1.9% |
75% |
False |
False |
97,099 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
34.0 |
1.7% |
75% |
False |
False |
77,696 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
31.8 |
1.6% |
75% |
False |
False |
64,747 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,155.6 |
|
2.618 |
2,098.2 |
|
1.618 |
2,063.0 |
|
1.000 |
2,041.2 |
|
0.618 |
2,027.8 |
|
HIGH |
2,006.0 |
|
0.618 |
1,992.6 |
|
0.500 |
1,988.4 |
|
0.382 |
1,984.2 |
|
LOW |
1,970.8 |
|
0.618 |
1,949.0 |
|
1.000 |
1,935.6 |
|
1.618 |
1,913.8 |
|
2.618 |
1,878.6 |
|
4.250 |
1,821.2 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,988.4 |
1,992.8 |
| PP |
1,988.2 |
1,991.1 |
| S1 |
1,987.9 |
1,989.4 |
|