| 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 |
2,033.9 |
2,040.0 |
6.1 |
0.3% |
2,051.4 |
| High |
2,044.7 |
2,046.8 |
2.1 |
0.1% |
2,058.5 |
| Low |
2,023.3 |
2,034.4 |
11.1 |
0.5% |
2,023.3 |
| Close |
2,036.8 |
2,036.1 |
-0.7 |
0.0% |
2,036.1 |
| Range |
21.4 |
12.4 |
-9.0 |
-42.1% |
35.2 |
| ATR |
26.1 |
25.1 |
-1.0 |
-3.7% |
0.0 |
| Volume |
93,338 |
87,447 |
-5,891 |
-6.3% |
340,455 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,076.3 |
2,068.6 |
2,042.9 |
|
| R3 |
2,063.9 |
2,056.2 |
2,039.5 |
|
| R2 |
2,051.5 |
2,051.5 |
2,038.4 |
|
| R1 |
2,043.8 |
2,043.8 |
2,037.2 |
2,041.5 |
| PP |
2,039.1 |
2,039.1 |
2,039.1 |
2,037.9 |
| S1 |
2,031.4 |
2,031.4 |
2,035.0 |
2,029.1 |
| S2 |
2,026.7 |
2,026.7 |
2,033.8 |
|
| S3 |
2,014.3 |
2,019.0 |
2,032.7 |
|
| S4 |
2,001.9 |
2,006.6 |
2,029.3 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.9 |
2,125.7 |
2,055.5 |
|
| R3 |
2,109.7 |
2,090.5 |
2,045.8 |
|
| R2 |
2,074.5 |
2,074.5 |
2,042.6 |
|
| R1 |
2,055.3 |
2,055.3 |
2,039.3 |
2,047.3 |
| PP |
2,039.3 |
2,039.3 |
2,039.3 |
2,035.3 |
| S1 |
2,020.1 |
2,020.1 |
2,032.9 |
2,012.1 |
| S2 |
2,004.1 |
2,004.1 |
2,029.6 |
|
| S3 |
1,968.9 |
1,984.9 |
2,026.4 |
|
| S4 |
1,933.7 |
1,949.7 |
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 |
2,058.5 |
2,023.3 |
35.2 |
1.7% |
19.0 |
0.9% |
36% |
False |
False |
68,091 |
| 10 |
2,086.8 |
2,023.3 |
63.5 |
3.1% |
23.2 |
1.1% |
20% |
False |
False |
50,898 |
| 20 |
2,118.0 |
2,023.3 |
94.7 |
4.7% |
24.5 |
1.2% |
14% |
False |
False |
41,088 |
| 40 |
2,171.5 |
2,007.4 |
164.1 |
8.1% |
27.1 |
1.3% |
17% |
False |
False |
24,447 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.3 |
1.2% |
31% |
False |
False |
17,627 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
24.7 |
1.2% |
56% |
False |
False |
13,866 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.9 |
1.1% |
56% |
False |
False |
11,322 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
21.5 |
1.1% |
56% |
False |
False |
9,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,099.5 |
|
2.618 |
2,079.3 |
|
1.618 |
2,066.9 |
|
1.000 |
2,059.2 |
|
0.618 |
2,054.5 |
|
HIGH |
2,046.8 |
|
0.618 |
2,042.1 |
|
0.500 |
2,040.6 |
|
0.382 |
2,039.1 |
|
LOW |
2,034.4 |
|
0.618 |
2,026.7 |
|
1.000 |
2,022.0 |
|
1.618 |
2,014.3 |
|
2.618 |
2,001.9 |
|
4.250 |
1,981.7 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,040.6 |
2,040.3 |
| PP |
2,039.1 |
2,038.9 |
| S1 |
2,037.6 |
2,037.5 |
|