| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,028.6 |
2,046.3 |
17.7 |
0.9% |
2,073.2 |
| High |
2,044.9 |
2,061.2 |
16.3 |
0.8% |
2,082.2 |
| Low |
2,027.2 |
2,041.7 |
14.5 |
0.7% |
2,024.2 |
| Close |
2,041.1 |
2,048.6 |
7.5 |
0.4% |
2,048.6 |
| Range |
17.7 |
19.5 |
1.8 |
10.2% |
58.0 |
| ATR |
28.5 |
27.9 |
-0.6 |
-2.1% |
0.0 |
| Volume |
28,971 |
27,441 |
-1,530 |
-5.3% |
108,553 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.0 |
2,098.3 |
2,059.3 |
|
| R3 |
2,089.5 |
2,078.8 |
2,054.0 |
|
| R2 |
2,070.0 |
2,070.0 |
2,052.2 |
|
| R1 |
2,059.3 |
2,059.3 |
2,050.4 |
2,064.7 |
| PP |
2,050.5 |
2,050.5 |
2,050.5 |
2,053.2 |
| S1 |
2,039.8 |
2,039.8 |
2,046.8 |
2,045.2 |
| S2 |
2,031.0 |
2,031.0 |
2,045.0 |
|
| S3 |
2,011.5 |
2,020.3 |
2,043.2 |
|
| S4 |
1,992.0 |
2,000.8 |
2,037.9 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,225.7 |
2,195.1 |
2,080.5 |
|
| R3 |
2,167.7 |
2,137.1 |
2,064.6 |
|
| R2 |
2,109.7 |
2,109.7 |
2,059.2 |
|
| R1 |
2,079.1 |
2,079.1 |
2,053.9 |
2,065.4 |
| PP |
2,051.7 |
2,051.7 |
2,051.7 |
2,044.8 |
| S1 |
2,021.1 |
2,021.1 |
2,043.3 |
2,007.4 |
| S2 |
1,993.7 |
1,993.7 |
2,038.0 |
|
| S3 |
1,935.7 |
1,963.1 |
2,032.7 |
|
| S4 |
1,877.7 |
1,905.1 |
2,016.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,086.8 |
2,024.2 |
62.6 |
3.1% |
27.5 |
1.3% |
39% |
False |
False |
33,705 |
| 10 |
2,090.7 |
2,024.2 |
66.5 |
3.2% |
28.2 |
1.4% |
37% |
False |
False |
41,772 |
| 20 |
2,118.0 |
2,024.2 |
93.8 |
4.6% |
24.3 |
1.2% |
26% |
False |
False |
25,243 |
| 40 |
2,171.5 |
2,007.4 |
164.1 |
8.0% |
27.5 |
1.3% |
25% |
False |
False |
16,613 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.7 |
1.3% |
37% |
False |
False |
12,173 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
25.1 |
1.2% |
60% |
False |
False |
9,726 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
22.7 |
1.1% |
60% |
False |
False |
7,934 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
21.6 |
1.1% |
60% |
False |
False |
6,696 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,144.1 |
|
2.618 |
2,112.3 |
|
1.618 |
2,092.8 |
|
1.000 |
2,080.7 |
|
0.618 |
2,073.3 |
|
HIGH |
2,061.2 |
|
0.618 |
2,053.8 |
|
0.500 |
2,051.5 |
|
0.382 |
2,049.1 |
|
LOW |
2,041.7 |
|
0.618 |
2,029.6 |
|
1.000 |
2,022.2 |
|
1.618 |
2,010.1 |
|
2.618 |
1,990.6 |
|
4.250 |
1,958.8 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,051.5 |
2,046.6 |
| PP |
2,050.5 |
2,044.7 |
| S1 |
2,049.6 |
2,042.7 |
|