| Trading Metrics calculated at close of trading on 19-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2024 |
19-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,066.4 |
2,080.6 |
14.2 |
0.7% |
2,107.7 |
| High |
2,080.8 |
2,096.0 |
15.2 |
0.7% |
2,116.8 |
| Low |
2,063.9 |
2,078.4 |
14.5 |
0.7% |
2,061.2 |
| Close |
2,077.5 |
2,085.2 |
7.7 |
0.4% |
2,085.2 |
| Range |
16.9 |
17.6 |
0.7 |
4.1% |
55.6 |
| ATR |
26.6 |
26.0 |
-0.6 |
-2.2% |
0.0 |
| Volume |
984 |
2,437 |
1,453 |
147.7% |
7,576 |
|
| Daily Pivots for day following 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,139.3 |
2,129.9 |
2,094.9 |
|
| R3 |
2,121.7 |
2,112.3 |
2,090.0 |
|
| R2 |
2,104.1 |
2,104.1 |
2,088.4 |
|
| R1 |
2,094.7 |
2,094.7 |
2,086.8 |
2,099.4 |
| PP |
2,086.5 |
2,086.5 |
2,086.5 |
2,088.9 |
| S1 |
2,077.1 |
2,077.1 |
2,083.6 |
2,081.8 |
| S2 |
2,068.9 |
2,068.9 |
2,082.0 |
|
| S3 |
2,051.3 |
2,059.5 |
2,080.4 |
|
| S4 |
2,033.7 |
2,041.9 |
2,075.5 |
|
|
| Weekly Pivots for week ending 19-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,254.5 |
2,225.5 |
2,115.8 |
|
| R3 |
2,198.9 |
2,169.9 |
2,100.5 |
|
| R2 |
2,143.3 |
2,143.3 |
2,095.4 |
|
| R1 |
2,114.3 |
2,114.3 |
2,090.3 |
2,101.0 |
| PP |
2,087.7 |
2,087.7 |
2,087.7 |
2,081.1 |
| S1 |
2,058.7 |
2,058.7 |
2,080.1 |
2,045.4 |
| S2 |
2,032.1 |
2,032.1 |
2,075.0 |
|
| S3 |
1,976.5 |
2,003.1 |
2,069.9 |
|
| S4 |
1,920.9 |
1,947.5 |
2,054.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,121.2 |
2,061.2 |
60.0 |
2.9% |
25.8 |
1.2% |
40% |
False |
False |
2,266 |
| 10 |
2,127.4 |
2,061.2 |
66.2 |
3.2% |
25.7 |
1.2% |
36% |
False |
False |
2,211 |
| 20 |
2,154.1 |
2,061.2 |
92.9 |
4.5% |
22.3 |
1.1% |
26% |
False |
False |
1,772 |
| 40 |
2,208.6 |
2,045.6 |
163.0 |
7.8% |
25.5 |
1.2% |
24% |
False |
False |
2,112 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
24.0 |
1.1% |
37% |
False |
False |
1,717 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.8% |
23.7 |
1.1% |
60% |
False |
False |
1,421 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,170.8 |
|
2.618 |
2,142.1 |
|
1.618 |
2,124.5 |
|
1.000 |
2,113.6 |
|
0.618 |
2,106.9 |
|
HIGH |
2,096.0 |
|
0.618 |
2,089.3 |
|
0.500 |
2,087.2 |
|
0.382 |
2,085.1 |
|
LOW |
2,078.4 |
|
0.618 |
2,067.5 |
|
1.000 |
2,060.8 |
|
1.618 |
2,049.9 |
|
2.618 |
2,032.3 |
|
4.250 |
2,003.6 |
|
|
| Fisher Pivots for day following 19-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,087.2 |
2,083.0 |
| PP |
2,086.5 |
2,080.8 |
| S1 |
2,085.9 |
2,078.6 |
|