| Trading Metrics calculated at close of trading on 25-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2024 |
25-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,069.5 |
2,055.3 |
-14.2 |
-0.7% |
2,090.5 |
| High |
2,076.7 |
2,063.7 |
-13.0 |
-0.6% |
2,101.9 |
| Low |
2,050.8 |
2,044.0 |
-6.8 |
-0.3% |
2,044.1 |
| Close |
2,054.7 |
2,056.3 |
1.6 |
0.1% |
2,068.1 |
| Range |
25.9 |
19.7 |
-6.2 |
-23.9% |
57.8 |
| ATR |
25.9 |
25.4 |
-0.4 |
-1.7% |
0.0 |
| Volume |
5,996 |
3,727 |
-2,269 |
-37.8% |
17,409 |
|
| Daily Pivots for day following 25-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,113.8 |
2,104.7 |
2,067.1 |
|
| R3 |
2,094.1 |
2,085.0 |
2,061.7 |
|
| R2 |
2,074.4 |
2,074.4 |
2,059.9 |
|
| R1 |
2,065.3 |
2,065.3 |
2,058.1 |
2,069.9 |
| PP |
2,054.7 |
2,054.7 |
2,054.7 |
2,056.9 |
| S1 |
2,045.6 |
2,045.6 |
2,054.5 |
2,050.2 |
| S2 |
2,035.0 |
2,035.0 |
2,052.7 |
|
| S3 |
2,015.3 |
2,025.9 |
2,050.9 |
|
| S4 |
1,995.6 |
2,006.2 |
2,045.5 |
|
|
| 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 |
2,080.5 |
2,044.0 |
36.5 |
1.8% |
19.6 |
1.0% |
34% |
False |
True |
3,907 |
| 10 |
2,105.2 |
2,044.0 |
61.2 |
3.0% |
25.0 |
1.2% |
20% |
False |
True |
4,252 |
| 20 |
2,137.5 |
2,044.0 |
93.5 |
4.5% |
24.2 |
1.2% |
13% |
False |
True |
3,606 |
| 40 |
2,191.2 |
2,027.3 |
163.9 |
8.0% |
26.6 |
1.3% |
18% |
False |
False |
3,317 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.6% |
24.7 |
1.2% |
31% |
False |
False |
3,136 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
24.3 |
1.2% |
57% |
False |
False |
2,766 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
22.5 |
1.1% |
57% |
False |
False |
2,350 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
21.1 |
1.0% |
57% |
False |
False |
1,995 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,147.4 |
|
2.618 |
2,115.3 |
|
1.618 |
2,095.6 |
|
1.000 |
2,083.4 |
|
0.618 |
2,075.9 |
|
HIGH |
2,063.7 |
|
0.618 |
2,056.2 |
|
0.500 |
2,053.9 |
|
0.382 |
2,051.5 |
|
LOW |
2,044.0 |
|
0.618 |
2,031.8 |
|
1.000 |
2,024.3 |
|
1.618 |
2,012.1 |
|
2.618 |
1,992.4 |
|
4.250 |
1,960.3 |
|
|
| Fisher Pivots for day following 25-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,055.5 |
2,060.7 |
| PP |
2,054.7 |
2,059.2 |
| S1 |
2,053.9 |
2,057.8 |
|