| 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 |
2,043.0 |
2,051.5 |
8.5 |
0.4% |
2,051.4 |
| High |
2,056.2 |
2,068.0 |
11.8 |
0.6% |
2,058.5 |
| Low |
2,037.7 |
2,047.1 |
9.4 |
0.5% |
2,023.3 |
| Close |
2,044.6 |
2,050.9 |
6.3 |
0.3% |
2,036.1 |
| Range |
18.5 |
20.9 |
2.4 |
13.0% |
35.2 |
| ATR |
24.7 |
24.6 |
-0.1 |
-0.4% |
0.0 |
| Volume |
184,039 |
214,593 |
30,554 |
16.6% |
340,455 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,118.0 |
2,105.4 |
2,062.4 |
|
| R3 |
2,097.1 |
2,084.5 |
2,056.6 |
|
| R2 |
2,076.2 |
2,076.2 |
2,054.7 |
|
| R1 |
2,063.6 |
2,063.6 |
2,052.8 |
2,059.5 |
| PP |
2,055.3 |
2,055.3 |
2,055.3 |
2,053.3 |
| S1 |
2,042.7 |
2,042.7 |
2,049.0 |
2,038.6 |
| S2 |
2,034.4 |
2,034.4 |
2,047.1 |
|
| S3 |
2,013.5 |
2,021.8 |
2,045.2 |
|
| S4 |
1,992.6 |
2,000.9 |
2,039.4 |
|
|
| 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 |
2,068.0 |
2,023.3 |
44.7 |
2.2% |
19.9 |
1.0% |
62% |
True |
False |
131,394 |
| 10 |
2,068.0 |
2,023.3 |
44.7 |
2.2% |
20.3 |
1.0% |
62% |
True |
False |
82,214 |
| 20 |
2,107.7 |
2,023.3 |
84.4 |
4.1% |
24.5 |
1.2% |
33% |
False |
False |
60,200 |
| 40 |
2,171.5 |
2,007.4 |
164.1 |
8.0% |
27.3 |
1.3% |
27% |
False |
False |
34,191 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.0 |
1.2% |
39% |
False |
False |
24,166 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
24.8 |
1.2% |
61% |
False |
False |
18,804 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
23.0 |
1.1% |
61% |
False |
False |
15,292 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
21.6 |
1.1% |
61% |
False |
False |
12,828 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,156.8 |
|
2.618 |
2,122.7 |
|
1.618 |
2,101.8 |
|
1.000 |
2,088.9 |
|
0.618 |
2,080.9 |
|
HIGH |
2,068.0 |
|
0.618 |
2,060.0 |
|
0.500 |
2,057.6 |
|
0.382 |
2,055.1 |
|
LOW |
2,047.1 |
|
0.618 |
2,034.2 |
|
1.000 |
2,026.2 |
|
1.618 |
2,013.3 |
|
2.618 |
1,992.4 |
|
4.250 |
1,958.3 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,057.6 |
2,051.2 |
| PP |
2,055.3 |
2,051.1 |
| S1 |
2,053.1 |
2,051.0 |
|