| 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 |
2,055.3 |
2,058.7 |
3.4 |
0.2% |
2,070.3 |
| High |
2,063.7 |
2,065.4 |
1.7 |
0.1% |
2,077.4 |
| Low |
2,044.0 |
2,053.9 |
9.9 |
0.5% |
2,044.0 |
| Close |
2,056.3 |
2,055.6 |
-0.7 |
0.0% |
2,055.6 |
| Range |
19.7 |
11.5 |
-8.2 |
-41.6% |
33.4 |
| ATR |
25.4 |
24.4 |
-1.0 |
-3.9% |
0.0 |
| Volume |
3,727 |
4,625 |
898 |
24.1% |
19,536 |
|
| Daily Pivots for day following 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,092.8 |
2,085.7 |
2,061.9 |
|
| R3 |
2,081.3 |
2,074.2 |
2,058.8 |
|
| R2 |
2,069.8 |
2,069.8 |
2,057.7 |
|
| R1 |
2,062.7 |
2,062.7 |
2,056.7 |
2,060.5 |
| PP |
2,058.3 |
2,058.3 |
2,058.3 |
2,057.2 |
| S1 |
2,051.2 |
2,051.2 |
2,054.5 |
2,049.0 |
| S2 |
2,046.8 |
2,046.8 |
2,053.5 |
|
| S3 |
2,035.3 |
2,039.7 |
2,052.4 |
|
| S4 |
2,023.8 |
2,028.2 |
2,049.3 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.2 |
2,140.8 |
2,074.0 |
|
| R3 |
2,125.8 |
2,107.4 |
2,064.8 |
|
| R2 |
2,092.4 |
2,092.4 |
2,061.7 |
|
| R1 |
2,074.0 |
2,074.0 |
2,058.7 |
2,066.5 |
| PP |
2,059.0 |
2,059.0 |
2,059.0 |
2,055.3 |
| S1 |
2,040.6 |
2,040.6 |
2,052.5 |
2,033.1 |
| S2 |
2,025.6 |
2,025.6 |
2,049.5 |
|
| S3 |
1,992.2 |
2,007.2 |
2,046.4 |
|
| S4 |
1,958.8 |
1,973.8 |
2,037.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,077.4 |
2,044.0 |
33.4 |
1.6% |
18.1 |
0.9% |
35% |
False |
False |
3,907 |
| 10 |
2,105.2 |
2,044.0 |
61.2 |
3.0% |
22.4 |
1.1% |
19% |
False |
False |
4,314 |
| 20 |
2,137.5 |
2,044.0 |
93.5 |
4.5% |
23.7 |
1.2% |
12% |
False |
False |
3,710 |
| 40 |
2,191.2 |
2,027.3 |
163.9 |
8.0% |
26.1 |
1.3% |
17% |
False |
False |
3,364 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.6% |
24.7 |
1.2% |
31% |
False |
False |
3,186 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
24.2 |
1.2% |
56% |
False |
False |
2,811 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
22.4 |
1.1% |
56% |
False |
False |
2,394 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.2% |
21.0 |
1.0% |
56% |
False |
False |
2,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,114.3 |
|
2.618 |
2,095.5 |
|
1.618 |
2,084.0 |
|
1.000 |
2,076.9 |
|
0.618 |
2,072.5 |
|
HIGH |
2,065.4 |
|
0.618 |
2,061.0 |
|
0.500 |
2,059.7 |
|
0.382 |
2,058.3 |
|
LOW |
2,053.9 |
|
0.618 |
2,046.8 |
|
1.000 |
2,042.4 |
|
1.618 |
2,035.3 |
|
2.618 |
2,023.8 |
|
4.250 |
2,005.0 |
|
|
| Fisher Pivots for day following 26-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.7 |
2,060.4 |
| PP |
2,058.3 |
2,058.8 |
| S1 |
2,057.0 |
2,057.2 |
|