| Trading Metrics calculated at close of trading on 31-Jan-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2024 |
31-Jan-2024 |
Change |
Change % |
Previous Week |
| Open |
2,086.9 |
2,091.4 |
4.5 |
0.2% |
2,086.1 |
| High |
2,104.0 |
2,110.3 |
6.3 |
0.3% |
2,093.2 |
| Low |
2,084.3 |
2,086.0 |
1.7 |
0.1% |
2,065.2 |
| Close |
2,087.9 |
2,104.1 |
16.2 |
0.8% |
2,072.8 |
| Range |
19.7 |
24.3 |
4.6 |
23.4% |
28.0 |
| ATR |
22.8 |
22.9 |
0.1 |
0.5% |
0.0 |
| Volume |
2,304 |
3,426 |
1,122 |
48.7% |
8,358 |
|
| Daily Pivots for day following 31-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,173.0 |
2,162.9 |
2,117.5 |
|
| R3 |
2,148.7 |
2,138.6 |
2,110.8 |
|
| R2 |
2,124.4 |
2,124.4 |
2,108.6 |
|
| R1 |
2,114.3 |
2,114.3 |
2,106.3 |
2,119.4 |
| PP |
2,100.1 |
2,100.1 |
2,100.1 |
2,102.7 |
| S1 |
2,090.0 |
2,090.0 |
2,101.9 |
2,095.1 |
| S2 |
2,075.8 |
2,075.8 |
2,099.6 |
|
| S3 |
2,051.5 |
2,065.7 |
2,097.4 |
|
| S4 |
2,027.2 |
2,041.4 |
2,090.7 |
|
|
| 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 |
2,110.3 |
2,065.2 |
45.1 |
2.1% |
17.6 |
0.8% |
86% |
True |
False |
2,378 |
| 10 |
2,110.3 |
2,063.9 |
46.4 |
2.2% |
17.9 |
0.9% |
87% |
True |
False |
1,977 |
| 20 |
2,130.2 |
2,061.2 |
69.0 |
3.3% |
22.5 |
1.1% |
62% |
False |
False |
2,119 |
| 40 |
2,208.6 |
2,045.6 |
163.0 |
7.7% |
24.9 |
1.2% |
36% |
False |
False |
2,068 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.3% |
23.5 |
1.1% |
46% |
False |
False |
1,901 |
| 80 |
2,208.6 |
1,900.1 |
308.5 |
14.7% |
23.3 |
1.1% |
66% |
False |
False |
1,576 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,213.6 |
|
2.618 |
2,173.9 |
|
1.618 |
2,149.6 |
|
1.000 |
2,134.6 |
|
0.618 |
2,125.3 |
|
HIGH |
2,110.3 |
|
0.618 |
2,101.0 |
|
0.500 |
2,098.2 |
|
0.382 |
2,095.3 |
|
LOW |
2,086.0 |
|
0.618 |
2,071.0 |
|
1.000 |
2,061.7 |
|
1.618 |
2,046.7 |
|
2.618 |
2,022.4 |
|
4.250 |
1,982.7 |
|
|
| Fisher Pivots for day following 31-Jan-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,102.1 |
2,100.3 |
| PP |
2,100.1 |
2,096.4 |
| S1 |
2,098.2 |
2,092.6 |
|