| Trading Metrics calculated at close of trading on 26-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2024 |
26-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,973.4 |
1,991.0 |
17.6 |
0.9% |
1,957.6 |
| High |
2,006.0 |
2,008.3 |
2.3 |
0.1% |
2,017.2 |
| Low |
1,970.8 |
1,982.5 |
11.7 |
0.6% |
1,957.4 |
| Close |
1,987.7 |
1,988.5 |
0.8 |
0.0% |
1,988.5 |
| Range |
35.2 |
25.8 |
-9.4 |
-26.7% |
59.8 |
| ATR |
40.1 |
39.0 |
-1.0 |
-2.5% |
0.0 |
| Volume |
213,535 |
179,638 |
-33,897 |
-15.9% |
1,067,770 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,070.5 |
2,055.3 |
2,002.7 |
|
| R3 |
2,044.7 |
2,029.5 |
1,995.6 |
|
| R2 |
2,018.9 |
2,018.9 |
1,993.2 |
|
| R1 |
2,003.7 |
2,003.7 |
1,990.9 |
1,998.4 |
| PP |
1,993.1 |
1,993.1 |
1,993.1 |
1,990.5 |
| S1 |
1,977.9 |
1,977.9 |
1,986.1 |
1,972.6 |
| S2 |
1,967.3 |
1,967.3 |
1,983.8 |
|
| S3 |
1,941.5 |
1,952.1 |
1,981.4 |
|
| S4 |
1,915.7 |
1,926.3 |
1,974.3 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.1 |
2,137.6 |
2,021.4 |
|
| R3 |
2,107.3 |
2,077.8 |
2,004.9 |
|
| R2 |
2,047.5 |
2,047.5 |
1,999.5 |
|
| R1 |
2,018.0 |
2,018.0 |
1,994.0 |
2,032.8 |
| PP |
1,987.7 |
1,987.7 |
1,987.7 |
1,995.1 |
| S1 |
1,958.2 |
1,958.2 |
1,983.0 |
1,973.0 |
| S2 |
1,927.9 |
1,927.9 |
1,977.5 |
|
| S3 |
1,868.1 |
1,898.4 |
1,972.1 |
|
| S4 |
1,808.3 |
1,838.6 |
1,955.6 |
|
|
| 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 |
1,957.4 |
59.8 |
3.0% |
37.6 |
1.9% |
52% |
False |
False |
213,554 |
| 10 |
2,017.2 |
1,904.8 |
112.4 |
5.7% |
37.9 |
1.9% |
74% |
False |
False |
215,112 |
| 20 |
2,096.2 |
1,904.8 |
191.4 |
9.6% |
39.8 |
2.0% |
44% |
False |
False |
218,313 |
| 40 |
2,097.0 |
1,816.4 |
280.6 |
14.1% |
40.1 |
2.0% |
61% |
False |
False |
198,461 |
| 60 |
2,097.0 |
1,661.9 |
435.1 |
21.9% |
37.8 |
1.9% |
75% |
False |
False |
132,400 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
36.9 |
1.9% |
75% |
False |
False |
99,342 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
34.1 |
1.7% |
75% |
False |
False |
79,492 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
31.9 |
1.6% |
75% |
False |
False |
66,244 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,118.0 |
|
2.618 |
2,075.8 |
|
1.618 |
2,050.0 |
|
1.000 |
2,034.1 |
|
0.618 |
2,024.2 |
|
HIGH |
2,008.3 |
|
0.618 |
1,998.4 |
|
0.500 |
1,995.4 |
|
0.382 |
1,992.4 |
|
LOW |
1,982.5 |
|
0.618 |
1,966.6 |
|
1.000 |
1,956.7 |
|
1.618 |
1,940.8 |
|
2.618 |
1,915.0 |
|
4.250 |
1,872.9 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,995.4 |
1,992.8 |
| PP |
1,993.1 |
1,991.3 |
| S1 |
1,990.8 |
1,989.9 |
|