| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
4,605.0 |
4,637.0 |
32.0 |
0.7% |
4,600.0 |
| High |
4,617.0 |
4,638.0 |
21.0 |
0.5% |
4,638.0 |
| Low |
4,590.0 |
4,617.0 |
27.0 |
0.6% |
4,590.0 |
| Close |
4,596.0 |
4,617.0 |
21.0 |
0.5% |
4,617.0 |
| Range |
27.0 |
21.0 |
-6.0 |
-22.2% |
48.0 |
| ATR |
39.9 |
40.0 |
0.2 |
0.4% |
0.0 |
| Volume |
5,040 |
18 |
-5,022 |
-99.6% |
36,657 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,687.0 |
4,673.0 |
4,628.6 |
|
| R3 |
4,666.0 |
4,652.0 |
4,622.8 |
|
| R2 |
4,645.0 |
4,645.0 |
4,620.9 |
|
| R1 |
4,631.0 |
4,631.0 |
4,618.9 |
4,627.5 |
| PP |
4,624.0 |
4,624.0 |
4,624.0 |
4,622.3 |
| S1 |
4,610.0 |
4,610.0 |
4,615.1 |
4,606.5 |
| S2 |
4,603.0 |
4,603.0 |
4,613.2 |
|
| S3 |
4,582.0 |
4,589.0 |
4,611.2 |
|
| S4 |
4,561.0 |
4,568.0 |
4,605.5 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,759.0 |
4,736.0 |
4,643.4 |
|
| R3 |
4,711.0 |
4,688.0 |
4,630.2 |
|
| R2 |
4,663.0 |
4,663.0 |
4,625.8 |
|
| R1 |
4,640.0 |
4,640.0 |
4,621.4 |
4,651.5 |
| PP |
4,615.0 |
4,615.0 |
4,615.0 |
4,620.8 |
| S1 |
4,592.0 |
4,592.0 |
4,612.6 |
4,603.5 |
| S2 |
4,567.0 |
4,567.0 |
4,608.2 |
|
| S3 |
4,519.0 |
4,544.0 |
4,603.8 |
|
| S4 |
4,471.0 |
4,496.0 |
4,590.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
4,638.0 |
4,590.0 |
48.0 |
1.0% |
20.2 |
0.4% |
56% |
True |
False |
7,331 |
| 10 |
4,638.0 |
4,431.0 |
207.0 |
4.5% |
32.6 |
0.7% |
90% |
True |
False |
4,043 |
| 20 |
4,638.0 |
4,352.0 |
286.0 |
6.2% |
31.1 |
0.7% |
93% |
True |
False |
2,047 |
| 40 |
4,638.0 |
4,352.0 |
286.0 |
6.2% |
30.7 |
0.7% |
93% |
True |
False |
1,101 |
| 60 |
4,638.0 |
4,166.0 |
472.0 |
10.2% |
21.0 |
0.5% |
96% |
True |
False |
734 |
| 80 |
4,638.0 |
4,007.0 |
631.0 |
13.7% |
16.2 |
0.3% |
97% |
True |
False |
553 |
| 100 |
4,638.0 |
4,007.0 |
631.0 |
13.7% |
12.9 |
0.3% |
97% |
True |
False |
442 |
| 120 |
4,638.0 |
4,007.0 |
631.0 |
13.7% |
10.8 |
0.2% |
97% |
True |
False |
368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,727.3 |
|
2.618 |
4,693.0 |
|
1.618 |
4,672.0 |
|
1.000 |
4,659.0 |
|
0.618 |
4,651.0 |
|
HIGH |
4,638.0 |
|
0.618 |
4,630.0 |
|
0.500 |
4,627.5 |
|
0.382 |
4,625.0 |
|
LOW |
4,617.0 |
|
0.618 |
4,604.0 |
|
1.000 |
4,596.0 |
|
1.618 |
4,583.0 |
|
2.618 |
4,562.0 |
|
4.250 |
4,527.8 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
4,627.5 |
4,616.0 |
| PP |
4,624.0 |
4,615.0 |
| S1 |
4,620.5 |
4,614.0 |
|