| 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 |
2,075.0 |
2,076.9 |
1.9 |
0.1% |
2,070.3 |
| High |
2,093.9 |
2,102.5 |
8.6 |
0.4% |
2,077.4 |
| Low |
2,068.5 |
2,066.0 |
-2.5 |
-0.1% |
2,044.0 |
| Close |
2,087.0 |
2,090.6 |
3.6 |
0.2% |
2,055.6 |
| Range |
25.4 |
36.5 |
11.1 |
43.7% |
33.4 |
| ATR |
24.1 |
25.0 |
0.9 |
3.7% |
0.0 |
| Volume |
6,846 |
9,168 |
2,322 |
33.9% |
19,536 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,195.9 |
2,179.7 |
2,110.7 |
|
| R3 |
2,159.4 |
2,143.2 |
2,100.6 |
|
| R2 |
2,122.9 |
2,122.9 |
2,097.3 |
|
| R1 |
2,106.7 |
2,106.7 |
2,093.9 |
2,114.8 |
| PP |
2,086.4 |
2,086.4 |
2,086.4 |
2,090.4 |
| S1 |
2,070.2 |
2,070.2 |
2,087.3 |
2,078.3 |
| S2 |
2,049.9 |
2,049.9 |
2,083.9 |
|
| S3 |
2,013.4 |
2,033.7 |
2,080.6 |
|
| S4 |
1,976.9 |
1,997.2 |
2,070.5 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,159.2 |
2,140.8 |
2,074.0 |
|
| R3 |
2,125.8 |
2,107.4 |
2,064.8 |
|
| R2 |
2,092.4 |
2,092.4 |
2,061.7 |
|
| R1 |
2,074.0 |
2,074.0 |
2,058.7 |
2,066.5 |
| PP |
2,059.0 |
2,059.0 |
2,059.0 |
2,055.3 |
| S1 |
2,040.6 |
2,040.6 |
2,052.5 |
2,033.1 |
| S2 |
2,025.6 |
2,025.6 |
2,049.5 |
|
| S3 |
1,992.2 |
2,007.2 |
2,046.4 |
|
| S4 |
1,958.8 |
1,973.8 |
2,037.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,102.5 |
2,053.9 |
48.6 |
2.3% |
22.2 |
1.1% |
76% |
True |
False |
6,436 |
| 10 |
2,102.5 |
2,044.0 |
58.5 |
2.8% |
20.9 |
1.0% |
80% |
True |
False |
5,171 |
| 20 |
2,110.2 |
2,044.0 |
66.2 |
3.2% |
23.9 |
1.1% |
70% |
False |
False |
4,606 |
| 40 |
2,137.5 |
2,027.3 |
110.2 |
5.3% |
24.0 |
1.1% |
57% |
False |
False |
3,749 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.4% |
24.9 |
1.2% |
49% |
False |
False |
3,439 |
| 80 |
2,191.2 |
1,914.8 |
276.4 |
13.2% |
24.6 |
1.2% |
64% |
False |
False |
3,103 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
22.9 |
1.1% |
68% |
False |
False |
2,652 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
14.9% |
21.3 |
1.0% |
68% |
False |
False |
2,256 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,257.6 |
|
2.618 |
2,198.1 |
|
1.618 |
2,161.6 |
|
1.000 |
2,139.0 |
|
0.618 |
2,125.1 |
|
HIGH |
2,102.5 |
|
0.618 |
2,088.6 |
|
0.500 |
2,084.3 |
|
0.382 |
2,079.9 |
|
LOW |
2,066.0 |
|
0.618 |
2,043.4 |
|
1.000 |
2,029.5 |
|
1.618 |
2,006.9 |
|
2.618 |
1,970.4 |
|
4.250 |
1,910.9 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,088.5 |
2,088.5 |
| PP |
2,086.4 |
2,086.4 |
| S1 |
2,084.3 |
2,084.3 |
|