| Trading Metrics calculated at close of trading on 29-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jan-2024 |
29-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,077.5 |
2,081.4 |
3.9 |
0.2% |
2,086.1 |
| High |
2,082.2 |
2,092.4 |
10.2 |
0.5% |
2,093.2 |
| Low |
2,071.4 |
2,074.9 |
3.5 |
0.2% |
2,065.2 |
| Close |
2,072.8 |
2,081.5 |
8.7 |
0.4% |
2,072.8 |
| Range |
10.8 |
17.5 |
6.7 |
62.0% |
28.0 |
| ATR |
23.1 |
22.8 |
-0.2 |
-1.1% |
0.0 |
| Volume |
1,174 |
2,267 |
1,093 |
93.1% |
8,358 |
|
| Daily Pivots for day following 29-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.4 |
2,126.0 |
2,091.1 |
|
| R3 |
2,117.9 |
2,108.5 |
2,086.3 |
|
| R2 |
2,100.4 |
2,100.4 |
2,084.7 |
|
| R1 |
2,091.0 |
2,091.0 |
2,083.1 |
2,095.7 |
| PP |
2,082.9 |
2,082.9 |
2,082.9 |
2,085.3 |
| S1 |
2,073.5 |
2,073.5 |
2,079.9 |
2,078.2 |
| S2 |
2,065.4 |
2,065.4 |
2,078.3 |
|
| S3 |
2,047.9 |
2,056.0 |
2,076.7 |
|
| S4 |
2,030.4 |
2,038.5 |
2,071.9 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.1 |
2,144.9 |
2,088.2 |
|
| R3 |
2,133.1 |
2,116.9 |
2,080.5 |
|
| R2 |
2,105.1 |
2,105.1 |
2,077.9 |
|
| R1 |
2,088.9 |
2,088.9 |
2,075.4 |
2,083.0 |
| PP |
2,077.1 |
2,077.1 |
2,077.1 |
2,074.1 |
| S1 |
2,060.9 |
2,060.9 |
2,070.2 |
2,055.0 |
| S2 |
2,049.1 |
2,049.1 |
2,067.7 |
|
| S3 |
2,021.1 |
2,032.9 |
2,065.1 |
|
| S4 |
1,993.1 |
2,004.9 |
2,057.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,093.2 |
2,065.2 |
28.0 |
1.3% |
17.0 |
0.8% |
58% |
False |
False |
1,881 |
| 10 |
2,116.8 |
2,061.2 |
55.6 |
2.7% |
19.8 |
1.0% |
37% |
False |
False |
1,820 |
| 20 |
2,142.6 |
2,061.2 |
81.4 |
3.9% |
22.1 |
1.1% |
25% |
False |
False |
1,949 |
| 40 |
2,208.6 |
2,045.6 |
163.0 |
7.8% |
25.2 |
1.2% |
22% |
False |
False |
1,977 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
23.4 |
1.1% |
35% |
False |
False |
1,843 |
| 80 |
2,208.6 |
1,899.6 |
309.0 |
14.8% |
23.1 |
1.1% |
59% |
False |
False |
1,515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,166.8 |
|
2.618 |
2,138.2 |
|
1.618 |
2,120.7 |
|
1.000 |
2,109.9 |
|
0.618 |
2,103.2 |
|
HIGH |
2,092.4 |
|
0.618 |
2,085.7 |
|
0.500 |
2,083.7 |
|
0.382 |
2,081.6 |
|
LOW |
2,074.9 |
|
0.618 |
2,064.1 |
|
1.000 |
2,057.4 |
|
1.618 |
2,046.6 |
|
2.618 |
2,029.1 |
|
4.250 |
2,000.5 |
|
|
| Fisher Pivots for day following 29-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,083.7 |
2,080.6 |
| PP |
2,082.9 |
2,079.7 |
| S1 |
2,082.2 |
2,078.8 |
|