| 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 |
2,079.9 |
2,085.5 |
5.6 |
0.3% |
2,107.7 |
| High |
2,092.8 |
2,093.2 |
0.4 |
0.0% |
2,116.8 |
| Low |
2,076.7 |
2,068.2 |
-8.5 |
-0.4% |
2,061.2 |
| Close |
2,081.7 |
2,071.8 |
-9.9 |
-0.5% |
2,085.2 |
| Range |
16.1 |
25.0 |
8.9 |
55.3% |
55.6 |
| ATR |
24.6 |
24.7 |
0.0 |
0.1% |
0.0 |
| Volume |
1,266 |
1,978 |
712 |
56.2% |
7,576 |
|
| Daily Pivots for day following 24-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,152.7 |
2,137.3 |
2,085.6 |
|
| R3 |
2,127.7 |
2,112.3 |
2,078.7 |
|
| R2 |
2,102.7 |
2,102.7 |
2,076.4 |
|
| R1 |
2,087.3 |
2,087.3 |
2,074.1 |
2,082.5 |
| PP |
2,077.7 |
2,077.7 |
2,077.7 |
2,075.4 |
| S1 |
2,062.3 |
2,062.3 |
2,069.5 |
2,057.5 |
| S2 |
2,052.7 |
2,052.7 |
2,067.2 |
|
| S3 |
2,027.7 |
2,037.3 |
2,064.9 |
|
| S4 |
2,002.7 |
2,012.3 |
2,058.1 |
|
|
| 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 |
2,063.9 |
32.1 |
1.5% |
18.2 |
0.9% |
25% |
False |
False |
1,577 |
| 10 |
2,121.2 |
2,061.2 |
60.0 |
2.9% |
23.1 |
1.1% |
18% |
False |
False |
2,044 |
| 20 |
2,154.1 |
2,061.2 |
92.9 |
4.5% |
22.6 |
1.1% |
11% |
False |
False |
1,777 |
| 40 |
2,208.6 |
2,045.6 |
163.0 |
7.9% |
25.6 |
1.2% |
16% |
False |
False |
1,910 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
23.9 |
1.2% |
30% |
False |
False |
1,768 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.9% |
23.5 |
1.1% |
56% |
False |
False |
1,460 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,199.5 |
|
2.618 |
2,158.7 |
|
1.618 |
2,133.7 |
|
1.000 |
2,118.2 |
|
0.618 |
2,108.7 |
|
HIGH |
2,093.2 |
|
0.618 |
2,083.7 |
|
0.500 |
2,080.7 |
|
0.382 |
2,077.8 |
|
LOW |
2,068.2 |
|
0.618 |
2,052.8 |
|
1.000 |
2,043.2 |
|
1.618 |
2,027.8 |
|
2.618 |
2,002.8 |
|
4.250 |
1,962.0 |
|
|
| Fisher Pivots for day following 24-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,080.7 |
2,080.7 |
| PP |
2,077.7 |
2,077.7 |
| S1 |
2,074.8 |
2,074.8 |
|