| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,303.4770 |
2,295.7860 |
-7.6910 |
-0.3% |
2,259.2790 |
| High |
2,321.3850 |
2,334.9110 |
13.5260 |
0.6% |
2,388.5710 |
| Low |
2,284.0960 |
2,269.1870 |
-14.9090 |
-0.7% |
2,239.1960 |
| Close |
2,296.0440 |
2,287.9410 |
-8.1030 |
-0.4% |
2,296.0440 |
| Range |
37.2890 |
65.7240 |
28.4350 |
76.3% |
149.3750 |
| ATR |
107.4182 |
104.4400 |
-2.9782 |
-2.8% |
0.0000 |
| Volume |
92,822 |
813 |
-92,009 |
-99.1% |
482,125 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,494.5183 |
2,456.9537 |
2,324.0892 |
|
| R3 |
2,428.7943 |
2,391.2297 |
2,306.0151 |
|
| R2 |
2,363.0703 |
2,363.0703 |
2,299.9904 |
|
| R1 |
2,325.5057 |
2,325.5057 |
2,293.9657 |
2,311.4260 |
| PP |
2,297.3463 |
2,297.3463 |
2,297.3463 |
2,290.3065 |
| S1 |
2,259.7817 |
2,259.7817 |
2,281.9163 |
2,245.7020 |
| S2 |
2,231.6223 |
2,231.6223 |
2,275.8916 |
|
| S3 |
2,165.8983 |
2,194.0577 |
2,269.8669 |
|
| S4 |
2,100.1743 |
2,128.3337 |
2,251.7928 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,756.0620 |
2,675.4280 |
2,378.2003 |
|
| R3 |
2,606.6870 |
2,526.0530 |
2,337.1221 |
|
| R2 |
2,457.3120 |
2,457.3120 |
2,323.4294 |
|
| R1 |
2,376.6780 |
2,376.6780 |
2,309.7367 |
2,416.9950 |
| PP |
2,307.9370 |
2,307.9370 |
2,307.9370 |
2,328.0955 |
| S1 |
2,227.3030 |
2,227.3030 |
2,282.3513 |
2,267.6200 |
| S2 |
2,158.5620 |
2,158.5620 |
2,268.6586 |
|
| S3 |
2,009.1870 |
2,077.9280 |
2,254.9659 |
|
| S4 |
1,859.8120 |
1,928.5530 |
2,213.8878 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,388.5710 |
2,248.6180 |
139.9530 |
6.1% |
72.6590 |
3.2% |
28% |
False |
False |
96,367 |
| 10 |
2,388.5710 |
2,170.7140 |
217.8570 |
9.5% |
82.3298 |
3.6% |
54% |
False |
False |
123,038 |
| 20 |
2,715.8900 |
2,169.5890 |
546.3010 |
23.9% |
116.0237 |
5.1% |
22% |
False |
False |
155,484 |
| 40 |
2,715.8900 |
2,111.1450 |
604.7450 |
26.4% |
118.9135 |
5.2% |
29% |
False |
False |
180,375 |
| 60 |
2,715.8900 |
1,874.4960 |
841.3940 |
36.8% |
113.2642 |
5.0% |
49% |
False |
False |
184,970 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.1% |
101.4313 |
4.4% |
64% |
False |
False |
177,895 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.1% |
90.3358 |
3.9% |
64% |
False |
False |
164,214 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.1% |
85.4698 |
3.7% |
64% |
False |
False |
165,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,614.2380 |
|
2.618 |
2,506.9764 |
|
1.618 |
2,441.2524 |
|
1.000 |
2,400.6350 |
|
0.618 |
2,375.5284 |
|
HIGH |
2,334.9110 |
|
0.618 |
2,309.8044 |
|
0.500 |
2,302.0490 |
|
0.382 |
2,294.2936 |
|
LOW |
2,269.1870 |
|
0.618 |
2,228.5696 |
|
1.000 |
2,203.4630 |
|
1.618 |
2,162.8456 |
|
2.618 |
2,097.1216 |
|
4.250 |
1,989.8600 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,302.0490 |
2,291.7645 |
| PP |
2,297.3463 |
2,290.4900 |
| S1 |
2,292.6437 |
2,289.2155 |
|