Trading Metrics calculated at close of trading on 24-Jan-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2024 |
24-Jan-2024 |
Change |
Change % |
Previous Week |
Open |
4,935.50 |
4,959.00 |
23.50 |
0.5% |
4,863.25 |
High |
4,956.75 |
4,989.50 |
32.75 |
0.7% |
4,928.75 |
Low |
4,929.75 |
4,945.50 |
15.75 |
0.3% |
4,799.25 |
Close |
4,950.50 |
4,954.00 |
3.50 |
0.1% |
4,924.00 |
Range |
27.00 |
44.00 |
17.00 |
63.0% |
129.50 |
ATR |
45.62 |
45.50 |
-0.12 |
-0.3% |
0.00 |
Volume |
2,755 |
7,785 |
5,030 |
182.6% |
9,702 |
|
Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,095.00 |
5,068.50 |
4,978.25 |
|
R3 |
5,051.00 |
5,024.50 |
4,966.00 |
|
R2 |
5,007.00 |
5,007.00 |
4,962.00 |
|
R1 |
4,980.50 |
4,980.50 |
4,958.00 |
4,971.75 |
PP |
4,963.00 |
4,963.00 |
4,963.00 |
4,958.50 |
S1 |
4,936.50 |
4,936.50 |
4,950.00 |
4,927.75 |
S2 |
4,919.00 |
4,919.00 |
4,946.00 |
|
S3 |
4,875.00 |
4,892.50 |
4,942.00 |
|
S4 |
4,831.00 |
4,848.50 |
4,929.75 |
|
|
Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,272.50 |
5,227.75 |
4,995.25 |
|
R3 |
5,143.00 |
5,098.25 |
4,959.50 |
|
R2 |
5,013.50 |
5,013.50 |
4,947.75 |
|
R1 |
4,968.75 |
4,968.75 |
4,935.75 |
4,991.00 |
PP |
4,884.00 |
4,884.00 |
4,884.00 |
4,895.25 |
S1 |
4,839.25 |
4,839.25 |
4,912.25 |
4,861.50 |
S2 |
4,754.50 |
4,754.50 |
4,900.25 |
|
S3 |
4,625.00 |
4,709.75 |
4,888.50 |
|
S4 |
4,495.50 |
4,580.25 |
4,852.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,989.50 |
4,816.50 |
173.00 |
3.5% |
43.25 |
0.9% |
79% |
True |
False |
5,025 |
10 |
4,989.50 |
4,799.25 |
190.25 |
3.8% |
46.25 |
0.9% |
81% |
True |
False |
3,559 |
20 |
4,989.50 |
4,754.50 |
235.00 |
4.7% |
45.25 |
0.9% |
85% |
True |
False |
3,832 |
40 |
4,989.50 |
4,645.75 |
343.75 |
6.9% |
43.00 |
0.9% |
90% |
True |
False |
2,366 |
60 |
4,989.50 |
4,215.25 |
774.25 |
15.6% |
43.75 |
0.9% |
95% |
True |
False |
1,661 |
80 |
4,989.50 |
4,215.25 |
774.25 |
15.6% |
48.00 |
1.0% |
95% |
True |
False |
1,283 |
100 |
4,989.50 |
4,215.25 |
774.25 |
15.6% |
45.50 |
0.9% |
95% |
True |
False |
1,061 |
120 |
4,989.50 |
4,215.25 |
774.25 |
15.6% |
42.00 |
0.8% |
95% |
True |
False |
888 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,176.50 |
2.618 |
5,104.75 |
1.618 |
5,060.75 |
1.000 |
5,033.50 |
0.618 |
5,016.75 |
HIGH |
4,989.50 |
0.618 |
4,972.75 |
0.500 |
4,967.50 |
0.382 |
4,962.25 |
LOW |
4,945.50 |
0.618 |
4,918.25 |
1.000 |
4,901.50 |
1.618 |
4,874.25 |
2.618 |
4,830.25 |
4.250 |
4,758.50 |
|
|
Fisher Pivots for day following 24-Jan-2024 |
Pivot |
1 day |
3 day |
R1 |
4,967.50 |
4,958.50 |
PP |
4,963.00 |
4,957.00 |
S1 |
4,958.50 |
4,955.50 |
|