| Trading Metrics calculated at close of trading on 22-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jan-2024 |
22-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,064.3 |
2,070.3 |
6.0 |
0.3% |
2,090.5 |
| High |
2,080.5 |
2,072.0 |
-8.5 |
-0.4% |
2,101.9 |
| Low |
2,061.4 |
2,056.4 |
-5.0 |
-0.2% |
2,044.1 |
| Close |
2,068.1 |
2,061.0 |
-7.1 |
-0.3% |
2,068.1 |
| Range |
19.1 |
15.6 |
-3.5 |
-18.3% |
57.8 |
| ATR |
27.3 |
26.5 |
-0.8 |
-3.1% |
0.0 |
| Volume |
4,625 |
2,643 |
-1,982 |
-42.9% |
17,409 |
|
| Daily Pivots for day following 22-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,109.9 |
2,101.1 |
2,069.6 |
|
| R3 |
2,094.3 |
2,085.5 |
2,065.3 |
|
| R2 |
2,078.7 |
2,078.7 |
2,063.9 |
|
| R1 |
2,069.9 |
2,069.9 |
2,062.4 |
2,066.5 |
| PP |
2,063.1 |
2,063.1 |
2,063.1 |
2,061.5 |
| S1 |
2,054.3 |
2,054.3 |
2,059.6 |
2,050.9 |
| S2 |
2,047.5 |
2,047.5 |
2,058.1 |
|
| S3 |
2,031.9 |
2,038.7 |
2,056.7 |
|
| S4 |
2,016.3 |
2,023.1 |
2,052.4 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,244.8 |
2,214.2 |
2,099.9 |
|
| R3 |
2,187.0 |
2,156.4 |
2,084.0 |
|
| R2 |
2,129.2 |
2,129.2 |
2,078.7 |
|
| R1 |
2,098.6 |
2,098.6 |
2,073.4 |
2,085.0 |
| PP |
2,071.4 |
2,071.4 |
2,071.4 |
2,064.6 |
| S1 |
2,040.8 |
2,040.8 |
2,062.8 |
2,027.2 |
| S2 |
2,013.6 |
2,013.6 |
2,057.5 |
|
| S3 |
1,955.8 |
1,983.0 |
2,052.2 |
|
| S4 |
1,898.0 |
1,925.2 |
2,036.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,101.9 |
2,044.1 |
57.8 |
2.8% |
23.4 |
1.1% |
29% |
False |
False |
4,010 |
| 10 |
2,105.2 |
2,044.1 |
61.1 |
3.0% |
25.2 |
1.2% |
28% |
False |
False |
4,169 |
| 20 |
2,137.5 |
2,044.1 |
93.4 |
4.5% |
23.7 |
1.1% |
18% |
False |
False |
3,252 |
| 40 |
2,191.2 |
2,027.3 |
163.9 |
8.0% |
26.2 |
1.3% |
21% |
False |
False |
3,204 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
25.0 |
1.2% |
34% |
False |
False |
3,067 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
24.6 |
1.2% |
58% |
False |
False |
2,669 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
22.3 |
1.1% |
58% |
False |
False |
2,235 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
20.9 |
1.0% |
58% |
False |
False |
1,897 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,138.3 |
|
2.618 |
2,112.8 |
|
1.618 |
2,097.2 |
|
1.000 |
2,087.6 |
|
0.618 |
2,081.6 |
|
HIGH |
2,072.0 |
|
0.618 |
2,066.0 |
|
0.500 |
2,064.2 |
|
0.382 |
2,062.4 |
|
LOW |
2,056.4 |
|
0.618 |
2,046.8 |
|
1.000 |
2,040.8 |
|
1.618 |
2,031.2 |
|
2.618 |
2,015.6 |
|
4.250 |
1,990.1 |
|
|
| Fisher Pivots for day following 22-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.2 |
2,063.7 |
| PP |
2,063.1 |
2,062.8 |
| S1 |
2,062.1 |
2,061.9 |
|