| 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 |
2,061.1 |
2,071.3 |
10.2 |
0.5% |
2,070.3 |
| High |
2,075.4 |
2,086.7 |
11.3 |
0.5% |
2,077.4 |
| Low |
2,057.9 |
2,066.8 |
8.9 |
0.4% |
2,044.0 |
| Close |
2,064.2 |
2,070.5 |
6.3 |
0.3% |
2,055.6 |
| Range |
17.5 |
19.9 |
2.4 |
13.7% |
33.4 |
| ATR |
24.1 |
24.0 |
-0.1 |
-0.5% |
0.0 |
| Volume |
5,429 |
6,112 |
683 |
12.6% |
19,536 |
|
| Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,134.4 |
2,122.3 |
2,081.4 |
|
| R3 |
2,114.5 |
2,102.4 |
2,076.0 |
|
| R2 |
2,094.6 |
2,094.6 |
2,074.1 |
|
| R1 |
2,082.5 |
2,082.5 |
2,072.3 |
2,078.6 |
| PP |
2,074.7 |
2,074.7 |
2,074.7 |
2,072.7 |
| S1 |
2,062.6 |
2,062.6 |
2,068.7 |
2,058.7 |
| S2 |
2,054.8 |
2,054.8 |
2,066.9 |
|
| S3 |
2,034.9 |
2,042.7 |
2,065.0 |
|
| S4 |
2,015.0 |
2,022.8 |
2,059.6 |
|
|
| 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 |
2,086.7 |
2,044.0 |
42.7 |
2.1% |
18.9 |
0.9% |
62% |
True |
False |
5,177 |
| 10 |
2,086.7 |
2,044.0 |
42.7 |
2.1% |
19.5 |
0.9% |
62% |
True |
False |
4,554 |
| 20 |
2,127.5 |
2,044.0 |
83.5 |
4.0% |
23.8 |
1.1% |
32% |
False |
False |
4,083 |
| 40 |
2,191.2 |
2,027.3 |
163.9 |
7.9% |
26.3 |
1.3% |
26% |
False |
False |
3,557 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
24.4 |
1.2% |
39% |
False |
False |
3,277 |
| 80 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
24.3 |
1.2% |
61% |
False |
False |
2,929 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
22.4 |
1.1% |
61% |
False |
False |
2,503 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
21.1 |
1.0% |
61% |
False |
False |
2,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,171.3 |
|
2.618 |
2,138.8 |
|
1.618 |
2,118.9 |
|
1.000 |
2,106.6 |
|
0.618 |
2,099.0 |
|
HIGH |
2,086.7 |
|
0.618 |
2,079.1 |
|
0.500 |
2,076.8 |
|
0.382 |
2,074.4 |
|
LOW |
2,066.8 |
|
0.618 |
2,054.5 |
|
1.000 |
2,046.9 |
|
1.618 |
2,034.6 |
|
2.618 |
2,014.7 |
|
4.250 |
1,982.2 |
|
|
| Fisher Pivots for day following 30-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,076.8 |
2,070.4 |
| PP |
2,074.7 |
2,070.4 |
| S1 |
2,072.6 |
2,070.3 |
|