| Trading Metrics calculated at close of trading on 23-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2024 |
23-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,086.1 |
2,079.9 |
-6.2 |
-0.3% |
2,107.7 |
| High |
2,089.0 |
2,092.8 |
3.8 |
0.2% |
2,116.8 |
| Low |
2,073.6 |
2,076.7 |
3.1 |
0.1% |
2,061.2 |
| Close |
2,078.1 |
2,081.7 |
3.6 |
0.2% |
2,085.2 |
| Range |
15.4 |
16.1 |
0.7 |
4.5% |
55.6 |
| ATR |
25.3 |
24.6 |
-0.7 |
-2.6% |
0.0 |
| Volume |
1,220 |
1,266 |
46 |
3.8% |
7,576 |
|
| Daily Pivots for day following 23-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,132.0 |
2,123.0 |
2,090.6 |
|
| R3 |
2,115.9 |
2,106.9 |
2,086.1 |
|
| R2 |
2,099.8 |
2,099.8 |
2,084.7 |
|
| R1 |
2,090.8 |
2,090.8 |
2,083.2 |
2,095.3 |
| PP |
2,083.7 |
2,083.7 |
2,083.7 |
2,086.0 |
| S1 |
2,074.7 |
2,074.7 |
2,080.2 |
2,079.2 |
| S2 |
2,067.6 |
2,067.6 |
2,078.7 |
|
| S3 |
2,051.5 |
2,058.6 |
2,077.3 |
|
| S4 |
2,035.4 |
2,042.5 |
2,072.8 |
|
|
| 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 |
2,096.0 |
2,061.2 |
34.8 |
1.7% |
19.2 |
0.9% |
59% |
False |
False |
1,694 |
| 10 |
2,121.2 |
2,061.2 |
60.0 |
2.9% |
22.1 |
1.1% |
34% |
False |
False |
2,100 |
| 20 |
2,154.1 |
2,061.2 |
92.9 |
4.5% |
22.5 |
1.1% |
22% |
False |
False |
1,768 |
| 40 |
2,208.6 |
2,045.6 |
163.0 |
7.8% |
25.3 |
1.2% |
22% |
False |
False |
1,892 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
23.8 |
1.1% |
35% |
False |
False |
1,746 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.8% |
23.5 |
1.1% |
59% |
False |
False |
1,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,161.2 |
|
2.618 |
2,134.9 |
|
1.618 |
2,118.8 |
|
1.000 |
2,108.9 |
|
0.618 |
2,102.7 |
|
HIGH |
2,092.8 |
|
0.618 |
2,086.6 |
|
0.500 |
2,084.8 |
|
0.382 |
2,082.9 |
|
LOW |
2,076.7 |
|
0.618 |
2,066.8 |
|
1.000 |
2,060.6 |
|
1.618 |
2,050.7 |
|
2.618 |
2,034.6 |
|
4.250 |
2,008.3 |
|
|
| Fisher Pivots for day following 23-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,084.8 |
2,084.8 |
| PP |
2,083.7 |
2,083.8 |
| S1 |
2,082.7 |
2,082.7 |
|