| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
17,048.0 |
16,922.0 |
-126.0 |
-0.7% |
16,757.0 |
| High |
17,092.0 |
17,038.0 |
-54.0 |
-0.3% |
17,073.0 |
| Low |
16,890.0 |
16,878.0 |
-12.0 |
-0.1% |
16,718.0 |
| Close |
16,993.0 |
16,924.0 |
-69.0 |
-0.4% |
17,063.0 |
| Range |
202.0 |
160.0 |
-42.0 |
-20.8% |
355.0 |
| ATR |
172.1 |
171.2 |
-0.9 |
-0.5% |
0.0 |
| Volume |
58,692 |
60,588 |
1,896 |
3.2% |
274,176 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,426.7 |
17,335.3 |
17,012.0 |
|
| R3 |
17,266.7 |
17,175.3 |
16,968.0 |
|
| R2 |
17,106.7 |
17,106.7 |
16,953.3 |
|
| R1 |
17,015.3 |
17,015.3 |
16,938.7 |
17,061.0 |
| PP |
16,946.7 |
16,946.7 |
16,946.7 |
16,969.5 |
| S1 |
16,855.3 |
16,855.3 |
16,909.3 |
16,901.0 |
| S2 |
16,786.7 |
16,786.7 |
16,894.7 |
|
| S3 |
16,626.7 |
16,695.3 |
16,880.0 |
|
| S4 |
16,466.7 |
16,535.3 |
16,836.0 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,016.3 |
17,894.7 |
17,258.3 |
|
| R3 |
17,661.3 |
17,539.7 |
17,160.6 |
|
| R2 |
17,306.3 |
17,306.3 |
17,128.1 |
|
| R1 |
17,184.7 |
17,184.7 |
17,095.5 |
17,245.5 |
| PP |
16,951.3 |
16,951.3 |
16,951.3 |
16,981.8 |
| S1 |
16,829.7 |
16,829.7 |
17,030.5 |
16,890.5 |
| S2 |
16,596.3 |
16,596.3 |
16,997.9 |
|
| S3 |
16,241.3 |
16,474.7 |
16,965.4 |
|
| S4 |
15,886.3 |
16,119.7 |
16,867.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,117.0 |
16,878.0 |
239.0 |
1.4% |
140.8 |
0.8% |
19% |
False |
True |
50,388 |
| 10 |
17,117.0 |
16,626.0 |
491.0 |
2.9% |
147.4 |
0.9% |
61% |
False |
False |
52,467 |
| 20 |
17,117.0 |
16,464.0 |
653.0 |
3.9% |
169.6 |
1.0% |
70% |
False |
False |
52,952 |
| 40 |
17,200.0 |
16,464.0 |
736.0 |
4.3% |
164.2 |
1.0% |
63% |
False |
False |
44,751 |
| 60 |
17,200.0 |
15,325.0 |
1,875.0 |
11.1% |
141.4 |
0.8% |
85% |
False |
False |
29,860 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
133.4 |
0.8% |
88% |
False |
False |
22,403 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
124.6 |
0.7% |
88% |
False |
False |
17,926 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
14.0% |
110.3 |
0.7% |
88% |
False |
False |
14,938 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,718.0 |
|
2.618 |
17,456.9 |
|
1.618 |
17,296.9 |
|
1.000 |
17,198.0 |
|
0.618 |
17,136.9 |
|
HIGH |
17,038.0 |
|
0.618 |
16,976.9 |
|
0.500 |
16,958.0 |
|
0.382 |
16,939.1 |
|
LOW |
16,878.0 |
|
0.618 |
16,779.1 |
|
1.000 |
16,718.0 |
|
1.618 |
16,619.1 |
|
2.618 |
16,459.1 |
|
4.250 |
16,198.0 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
16,958.0 |
16,997.5 |
| PP |
16,946.7 |
16,973.0 |
| S1 |
16,935.3 |
16,948.5 |
|