| Trading Metrics calculated at close of trading on 30-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2024 |
30-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
1,985.5 |
2,019.1 |
33.6 |
1.7% |
1,957.6 |
| High |
2,023.3 |
2,025.5 |
2.2 |
0.1% |
2,017.2 |
| Low |
1,979.3 |
1,999.3 |
20.0 |
1.0% |
1,957.4 |
| Close |
2,022.8 |
2,005.9 |
-16.9 |
-0.8% |
1,988.5 |
| Range |
44.0 |
26.2 |
-17.8 |
-40.5% |
59.8 |
| ATR |
39.4 |
38.5 |
-0.9 |
-2.4% |
0.0 |
| Volume |
161,799 |
161,490 |
-309 |
-0.2% |
1,067,770 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,088.8 |
2,073.6 |
2,020.3 |
|
| R3 |
2,062.6 |
2,047.4 |
2,013.1 |
|
| R2 |
2,036.4 |
2,036.4 |
2,010.7 |
|
| R1 |
2,021.2 |
2,021.2 |
2,008.3 |
2,015.7 |
| PP |
2,010.2 |
2,010.2 |
2,010.2 |
2,007.5 |
| S1 |
1,995.0 |
1,995.0 |
2,003.5 |
1,989.5 |
| S2 |
1,984.0 |
1,984.0 |
2,001.1 |
|
| S3 |
1,957.8 |
1,968.8 |
1,998.7 |
|
| S4 |
1,931.6 |
1,942.6 |
1,991.5 |
|
|
| 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 |
2,025.5 |
1,968.3 |
57.2 |
2.9% |
36.0 |
1.8% |
66% |
True |
False |
186,446 |
| 10 |
2,025.5 |
1,904.8 |
120.7 |
6.0% |
36.3 |
1.8% |
84% |
True |
False |
202,889 |
| 20 |
2,061.6 |
1,904.8 |
156.8 |
7.8% |
39.9 |
2.0% |
64% |
False |
False |
216,527 |
| 40 |
2,097.0 |
1,816.4 |
280.6 |
14.0% |
40.4 |
2.0% |
68% |
False |
False |
206,481 |
| 60 |
2,097.0 |
1,696.5 |
400.5 |
20.0% |
38.1 |
1.9% |
77% |
False |
False |
137,782 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.0% |
36.9 |
1.8% |
79% |
False |
False |
103,377 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.0% |
34.3 |
1.7% |
79% |
False |
False |
82,725 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.0% |
32.1 |
1.6% |
79% |
False |
False |
68,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,136.9 |
|
2.618 |
2,094.1 |
|
1.618 |
2,067.9 |
|
1.000 |
2,051.7 |
|
0.618 |
2,041.7 |
|
HIGH |
2,025.5 |
|
0.618 |
2,015.5 |
|
0.500 |
2,012.4 |
|
0.382 |
2,009.3 |
|
LOW |
1,999.3 |
|
0.618 |
1,983.1 |
|
1.000 |
1,973.1 |
|
1.618 |
1,956.9 |
|
2.618 |
1,930.7 |
|
4.250 |
1,888.0 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,012.4 |
2,004.7 |
| PP |
2,010.2 |
2,003.6 |
| S1 |
2,008.1 |
2,002.4 |
|