| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,295.7860 |
2,287.8960 |
-7.8900 |
-0.3% |
2,259.2790 |
| High |
2,334.9110 |
2,390.6410 |
55.7300 |
2.4% |
2,388.5710 |
| Low |
2,269.1870 |
2,284.8710 |
15.6840 |
0.7% |
2,239.1960 |
| Close |
2,287.9410 |
2,381.0130 |
93.0720 |
4.1% |
2,296.0440 |
| Range |
65.7240 |
105.7700 |
40.0460 |
60.9% |
149.3750 |
| ATR |
104.4400 |
104.5350 |
0.0950 |
0.1% |
0.0000 |
| Volume |
813 |
163,193 |
162,380 |
19,972.9% |
482,125 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,669.4850 |
2,631.0190 |
2,439.1865 |
|
| R3 |
2,563.7150 |
2,525.2490 |
2,410.0998 |
|
| R2 |
2,457.9450 |
2,457.9450 |
2,400.4042 |
|
| R1 |
2,419.4790 |
2,419.4790 |
2,390.7086 |
2,438.7120 |
| PP |
2,352.1750 |
2,352.1750 |
2,352.1750 |
2,361.7915 |
| S1 |
2,313.7090 |
2,313.7090 |
2,371.3174 |
2,332.9420 |
| S2 |
2,246.4050 |
2,246.4050 |
2,361.6218 |
|
| S3 |
2,140.6350 |
2,207.9390 |
2,351.9263 |
|
| S4 |
2,034.8650 |
2,102.1690 |
2,322.8395 |
|
|
| 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 |
2,390.6410 |
2,248.6180 |
142.0230 |
6.0% |
76.3100 |
3.2% |
93% |
True |
False |
102,656 |
| 10 |
2,390.6410 |
2,177.6670 |
212.9740 |
8.9% |
75.0778 |
3.2% |
95% |
True |
False |
108,440 |
| 20 |
2,715.8900 |
2,170.7140 |
545.1760 |
22.9% |
111.8214 |
4.7% |
39% |
False |
False |
163,533 |
| 40 |
2,715.8900 |
2,111.1450 |
604.7450 |
25.4% |
117.5476 |
4.9% |
45% |
False |
False |
177,955 |
| 60 |
2,715.8900 |
1,883.7550 |
832.1350 |
34.9% |
114.5209 |
4.8% |
60% |
False |
False |
185,569 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
50.1% |
102.3837 |
4.3% |
72% |
False |
False |
177,949 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
50.1% |
91.0541 |
3.8% |
72% |
False |
False |
164,461 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
50.1% |
86.1114 |
3.6% |
72% |
False |
False |
165,782 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,840.1635 |
|
2.618 |
2,667.5469 |
|
1.618 |
2,561.7769 |
|
1.000 |
2,496.4110 |
|
0.618 |
2,456.0069 |
|
HIGH |
2,390.6410 |
|
0.618 |
2,350.2369 |
|
0.500 |
2,337.7560 |
|
0.382 |
2,325.2751 |
|
LOW |
2,284.8710 |
|
0.618 |
2,219.5051 |
|
1.000 |
2,179.1010 |
|
1.618 |
2,113.7351 |
|
2.618 |
2,007.9651 |
|
4.250 |
1,835.3485 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,366.5940 |
2,363.9800 |
| PP |
2,352.1750 |
2,346.9470 |
| S1 |
2,337.7560 |
2,329.9140 |
|