| 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 |
2,051.5 |
2,055.3 |
3.8 |
0.2% |
2,051.4 |
| High |
2,068.0 |
2,074.6 |
6.6 |
0.3% |
2,058.5 |
| Low |
2,047.1 |
2,048.8 |
1.7 |
0.1% |
2,023.3 |
| Close |
2,050.9 |
2,067.4 |
16.5 |
0.8% |
2,036.1 |
| Range |
20.9 |
25.8 |
4.9 |
23.4% |
35.2 |
| ATR |
24.6 |
24.7 |
0.1 |
0.3% |
0.0 |
| Volume |
214,593 |
238,373 |
23,780 |
11.1% |
340,455 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,141.0 |
2,130.0 |
2,081.6 |
|
| R3 |
2,115.2 |
2,104.2 |
2,074.5 |
|
| R2 |
2,089.4 |
2,089.4 |
2,072.1 |
|
| R1 |
2,078.4 |
2,078.4 |
2,069.8 |
2,083.9 |
| PP |
2,063.6 |
2,063.6 |
2,063.6 |
2,066.4 |
| S1 |
2,052.6 |
2,052.6 |
2,065.0 |
2,058.1 |
| S2 |
2,037.8 |
2,037.8 |
2,062.7 |
|
| S3 |
2,012.0 |
2,026.8 |
2,060.3 |
|
| S4 |
1,986.2 |
2,001.0 |
2,053.2 |
|
|
| 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 |
2,074.6 |
2,023.3 |
51.3 |
2.5% |
19.8 |
1.0% |
86% |
True |
False |
163,558 |
| 10 |
2,074.6 |
2,023.3 |
51.3 |
2.5% |
19.7 |
1.0% |
86% |
True |
False |
103,387 |
| 20 |
2,094.2 |
2,023.3 |
70.9 |
3.4% |
24.6 |
1.2% |
62% |
False |
False |
71,544 |
| 40 |
2,171.5 |
2,007.4 |
164.1 |
7.9% |
26.8 |
1.3% |
37% |
False |
False |
39,888 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
25.3 |
1.2% |
47% |
False |
False |
28,093 |
| 80 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
25.0 |
1.2% |
66% |
False |
False |
21,739 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
23.2 |
1.1% |
66% |
False |
False |
17,668 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
21.7 |
1.0% |
66% |
False |
False |
14,810 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,184.3 |
|
2.618 |
2,142.1 |
|
1.618 |
2,116.3 |
|
1.000 |
2,100.4 |
|
0.618 |
2,090.5 |
|
HIGH |
2,074.6 |
|
0.618 |
2,064.7 |
|
0.500 |
2,061.7 |
|
0.382 |
2,058.7 |
|
LOW |
2,048.8 |
|
0.618 |
2,032.9 |
|
1.000 |
2,023.0 |
|
1.618 |
2,007.1 |
|
2.618 |
1,981.3 |
|
4.250 |
1,939.2 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,065.5 |
2,063.7 |
| PP |
2,063.6 |
2,059.9 |
| S1 |
2,061.7 |
2,056.2 |
|