| 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 |
2,055.3 |
2,057.9 |
2.6 |
0.1% |
2,051.4 |
| High |
2,074.6 |
2,083.2 |
8.6 |
0.4% |
2,058.5 |
| Low |
2,048.8 |
2,046.4 |
-2.4 |
-0.1% |
2,023.3 |
| Close |
2,067.4 |
2,071.1 |
3.7 |
0.2% |
2,036.1 |
| Range |
25.8 |
36.8 |
11.0 |
42.6% |
35.2 |
| ATR |
24.7 |
25.6 |
0.9 |
3.5% |
0.0 |
| Volume |
238,373 |
260,921 |
22,548 |
9.5% |
340,455 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,177.3 |
2,161.0 |
2,091.3 |
|
| R3 |
2,140.5 |
2,124.2 |
2,081.2 |
|
| R2 |
2,103.7 |
2,103.7 |
2,077.8 |
|
| R1 |
2,087.4 |
2,087.4 |
2,074.5 |
2,095.6 |
| PP |
2,066.9 |
2,066.9 |
2,066.9 |
2,071.0 |
| S1 |
2,050.6 |
2,050.6 |
2,067.7 |
2,058.8 |
| S2 |
2,030.1 |
2,030.1 |
2,064.4 |
|
| S3 |
1,993.3 |
2,013.8 |
2,061.0 |
|
| S4 |
1,956.5 |
1,977.0 |
2,050.9 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.9 |
2,125.7 |
2,055.5 |
|
| R3 |
2,109.7 |
2,090.5 |
2,045.8 |
|
| R2 |
2,074.5 |
2,074.5 |
2,042.6 |
|
| R1 |
2,055.3 |
2,055.3 |
2,039.3 |
2,047.3 |
| PP |
2,039.3 |
2,039.3 |
2,039.3 |
2,035.3 |
| S1 |
2,020.1 |
2,020.1 |
2,032.9 |
2,012.1 |
| S2 |
2,004.1 |
2,004.1 |
2,029.6 |
|
| S3 |
1,968.9 |
1,984.9 |
2,026.4 |
|
| S4 |
1,933.7 |
1,949.7 |
2,016.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,083.2 |
2,034.4 |
48.8 |
2.4% |
22.9 |
1.1% |
75% |
True |
False |
197,074 |
| 10 |
2,083.2 |
2,023.3 |
59.9 |
2.9% |
21.7 |
1.0% |
80% |
True |
False |
126,582 |
| 20 |
2,090.7 |
2,023.3 |
67.4 |
3.3% |
24.7 |
1.2% |
71% |
False |
False |
83,369 |
| 40 |
2,118.0 |
2,007.4 |
110.6 |
5.3% |
24.9 |
1.2% |
58% |
False |
False |
45,924 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.5% |
25.5 |
1.2% |
49% |
False |
False |
32,358 |
| 80 |
2,171.5 |
1,895.6 |
275.9 |
13.3% |
25.1 |
1.2% |
64% |
False |
False |
24,952 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
23.4 |
1.1% |
68% |
False |
False |
20,272 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.0% |
21.8 |
1.1% |
68% |
False |
False |
16,979 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,239.6 |
|
2.618 |
2,179.5 |
|
1.618 |
2,142.7 |
|
1.000 |
2,120.0 |
|
0.618 |
2,105.9 |
|
HIGH |
2,083.2 |
|
0.618 |
2,069.1 |
|
0.500 |
2,064.8 |
|
0.382 |
2,060.5 |
|
LOW |
2,046.4 |
|
0.618 |
2,023.7 |
|
1.000 |
2,009.6 |
|
1.618 |
1,986.9 |
|
2.618 |
1,950.1 |
|
4.250 |
1,890.0 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,069.0 |
2,069.0 |
| PP |
2,066.9 |
2,066.9 |
| S1 |
2,064.8 |
2,064.8 |
|