| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,991.0 |
1,985.5 |
-5.5 |
-0.3% |
1,957.6 |
| High |
2,008.3 |
2,023.3 |
15.0 |
0.7% |
2,017.2 |
| Low |
1,982.5 |
1,979.3 |
-3.2 |
-0.2% |
1,957.4 |
| Close |
1,988.5 |
2,022.8 |
34.3 |
1.7% |
1,988.5 |
| Range |
25.8 |
44.0 |
18.2 |
70.5% |
59.8 |
| ATR |
39.0 |
39.4 |
0.4 |
0.9% |
0.0 |
| Volume |
179,638 |
161,799 |
-17,839 |
-9.9% |
1,067,770 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,140.5 |
2,125.6 |
2,047.0 |
|
| R3 |
2,096.5 |
2,081.6 |
2,034.9 |
|
| R2 |
2,052.5 |
2,052.5 |
2,030.9 |
|
| R1 |
2,037.6 |
2,037.6 |
2,026.8 |
2,045.1 |
| PP |
2,008.5 |
2,008.5 |
2,008.5 |
2,012.2 |
| S1 |
1,993.6 |
1,993.6 |
2,018.8 |
2,001.1 |
| S2 |
1,964.5 |
1,964.5 |
2,014.7 |
|
| S3 |
1,920.5 |
1,949.6 |
2,010.7 |
|
| S4 |
1,876.5 |
1,905.6 |
1,998.6 |
|
|
| 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 |
2,023.3 |
1,968.3 |
55.0 |
2.7% |
38.2 |
1.9% |
99% |
True |
False |
199,643 |
| 10 |
2,023.3 |
1,904.8 |
118.5 |
5.9% |
37.7 |
1.9% |
100% |
True |
False |
210,303 |
| 20 |
2,086.2 |
1,904.8 |
181.4 |
9.0% |
40.8 |
2.0% |
65% |
False |
False |
218,783 |
| 40 |
2,097.0 |
1,816.4 |
280.6 |
13.9% |
40.3 |
2.0% |
74% |
False |
False |
202,485 |
| 60 |
2,097.0 |
1,670.6 |
426.4 |
21.1% |
38.1 |
1.9% |
83% |
False |
False |
135,094 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
21.8% |
37.0 |
1.8% |
83% |
False |
False |
101,363 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
21.8% |
34.3 |
1.7% |
83% |
False |
False |
81,110 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
21.8% |
32.1 |
1.6% |
83% |
False |
False |
67,592 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,210.3 |
|
2.618 |
2,138.5 |
|
1.618 |
2,094.5 |
|
1.000 |
2,067.3 |
|
0.618 |
2,050.5 |
|
HIGH |
2,023.3 |
|
0.618 |
2,006.5 |
|
0.500 |
2,001.3 |
|
0.382 |
1,996.1 |
|
LOW |
1,979.3 |
|
0.618 |
1,952.1 |
|
1.000 |
1,935.3 |
|
1.618 |
1,908.1 |
|
2.618 |
1,864.1 |
|
4.250 |
1,792.3 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,015.6 |
2,014.2 |
| PP |
2,008.5 |
2,005.6 |
| S1 |
2,001.3 |
1,997.1 |
|