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 |
4,600.0 |
4,613.0 |
13.0 |
0.3% |
4,460.0 |
High |
4,605.0 |
4,632.0 |
27.0 |
0.6% |
4,606.0 |
Low |
4,590.0 |
4,613.0 |
23.0 |
0.5% |
4,431.0 |
Close |
4,605.0 |
4,629.0 |
24.0 |
0.5% |
4,602.0 |
Range |
15.0 |
19.0 |
4.0 |
26.7% |
175.0 |
ATR |
43.0 |
41.9 |
-1.1 |
-2.7% |
0.0 |
Volume |
19,564 |
7,012 |
-12,552 |
-64.2% |
3,779 |
|
Daily Pivots for day following 30-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,681.7 |
4,674.3 |
4,639.5 |
|
R3 |
4,662.7 |
4,655.3 |
4,634.2 |
|
R2 |
4,643.7 |
4,643.7 |
4,632.5 |
|
R1 |
4,636.3 |
4,636.3 |
4,630.7 |
4,640.0 |
PP |
4,624.7 |
4,624.7 |
4,624.7 |
4,626.5 |
S1 |
4,617.3 |
4,617.3 |
4,627.3 |
4,621.0 |
S2 |
4,605.7 |
4,605.7 |
4,625.5 |
|
S3 |
4,586.7 |
4,598.3 |
4,623.8 |
|
S4 |
4,567.7 |
4,579.3 |
4,618.6 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,071.3 |
5,011.7 |
4,698.3 |
|
R3 |
4,896.3 |
4,836.7 |
4,650.1 |
|
R2 |
4,721.3 |
4,721.3 |
4,634.1 |
|
R1 |
4,661.7 |
4,661.7 |
4,618.0 |
4,691.5 |
PP |
4,546.3 |
4,546.3 |
4,546.3 |
4,561.3 |
S1 |
4,486.7 |
4,486.7 |
4,586.0 |
4,516.5 |
S2 |
4,371.3 |
4,371.3 |
4,569.9 |
|
S3 |
4,196.3 |
4,311.7 |
4,553.9 |
|
S4 |
4,021.3 |
4,136.7 |
4,505.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,632.0 |
4,470.0 |
162.0 |
3.5% |
41.0 |
0.9% |
98% |
True |
False |
5,754 |
10 |
4,632.0 |
4,352.0 |
280.0 |
6.0% |
37.0 |
0.8% |
99% |
True |
False |
3,080 |
20 |
4,632.0 |
4,352.0 |
280.0 |
6.0% |
35.0 |
0.8% |
99% |
True |
False |
1,555 |
40 |
4,632.0 |
4,352.0 |
280.0 |
6.0% |
29.9 |
0.6% |
99% |
True |
False |
849 |
60 |
4,632.0 |
4,139.0 |
493.0 |
10.7% |
19.9 |
0.4% |
99% |
True |
False |
566 |
80 |
4,632.0 |
4,007.0 |
625.0 |
13.5% |
15.3 |
0.3% |
100% |
True |
False |
427 |
100 |
4,632.0 |
4,007.0 |
625.0 |
13.5% |
12.3 |
0.3% |
100% |
True |
False |
341 |
120 |
4,632.0 |
4,007.0 |
625.0 |
13.5% |
10.2 |
0.2% |
100% |
True |
False |
284 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,712.8 |
2.618 |
4,681.7 |
1.618 |
4,662.7 |
1.000 |
4,651.0 |
0.618 |
4,643.7 |
HIGH |
4,632.0 |
0.618 |
4,624.7 |
0.500 |
4,622.5 |
0.382 |
4,620.3 |
LOW |
4,613.0 |
0.618 |
4,601.3 |
1.000 |
4,594.0 |
1.618 |
4,582.3 |
2.618 |
4,563.3 |
4.250 |
4,532.3 |
|
|
Fisher Pivots for day following 30-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,626.8 |
4,618.2 |
PP |
4,624.7 |
4,607.3 |
S1 |
4,622.5 |
4,596.5 |
|