| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,019.1 |
2,009.5 |
-9.6 |
-0.5% |
1,957.6 |
| High |
2,025.5 |
2,019.6 |
-5.9 |
-0.3% |
2,017.2 |
| Low |
1,999.3 |
1,953.5 |
-45.8 |
-2.3% |
1,957.4 |
| Close |
2,005.9 |
1,955.9 |
-50.0 |
-2.5% |
1,988.5 |
| Range |
26.2 |
66.1 |
39.9 |
152.3% |
59.8 |
| ATR |
38.5 |
40.4 |
2.0 |
5.1% |
0.0 |
| Volume |
161,490 |
314,780 |
153,290 |
94.9% |
1,067,770 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,174.6 |
2,131.4 |
1,992.3 |
|
| R3 |
2,108.5 |
2,065.3 |
1,974.1 |
|
| R2 |
2,042.4 |
2,042.4 |
1,968.0 |
|
| R1 |
1,999.2 |
1,999.2 |
1,962.0 |
1,987.8 |
| PP |
1,976.3 |
1,976.3 |
1,976.3 |
1,970.6 |
| S1 |
1,933.1 |
1,933.1 |
1,949.8 |
1,921.7 |
| S2 |
1,910.2 |
1,910.2 |
1,943.8 |
|
| S3 |
1,844.1 |
1,867.0 |
1,937.7 |
|
| S4 |
1,778.0 |
1,800.9 |
1,919.5 |
|
|
| 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 |
1,953.5 |
72.0 |
3.7% |
39.5 |
2.0% |
3% |
False |
True |
206,248 |
| 10 |
2,025.5 |
1,911.2 |
114.3 |
5.8% |
39.2 |
2.0% |
39% |
False |
False |
213,364 |
| 20 |
2,037.3 |
1,904.8 |
132.5 |
6.8% |
41.3 |
2.1% |
39% |
False |
False |
219,295 |
| 40 |
2,097.0 |
1,865.5 |
231.5 |
11.8% |
40.2 |
2.1% |
39% |
False |
False |
214,271 |
| 60 |
2,097.0 |
1,705.7 |
391.3 |
20.0% |
38.5 |
2.0% |
64% |
False |
False |
143,024 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
37.5 |
1.9% |
68% |
False |
False |
107,309 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
35.0 |
1.8% |
68% |
False |
False |
85,873 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
32.5 |
1.7% |
68% |
False |
False |
71,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,300.5 |
|
2.618 |
2,192.6 |
|
1.618 |
2,126.5 |
|
1.000 |
2,085.7 |
|
0.618 |
2,060.4 |
|
HIGH |
2,019.6 |
|
0.618 |
1,994.3 |
|
0.500 |
1,986.6 |
|
0.382 |
1,978.8 |
|
LOW |
1,953.5 |
|
0.618 |
1,912.7 |
|
1.000 |
1,887.4 |
|
1.618 |
1,846.6 |
|
2.618 |
1,780.5 |
|
4.250 |
1,672.6 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,986.6 |
1,989.5 |
| PP |
1,976.3 |
1,978.3 |
| S1 |
1,966.1 |
1,967.1 |
|