| 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 |
2,108.1 |
2,095.0 |
-13.1 |
-0.6% |
2,081.4 |
| High |
2,111.4 |
2,095.0 |
-16.4 |
-0.8% |
2,119.7 |
| Low |
2,081.7 |
2,068.2 |
-13.5 |
-0.6% |
2,074.9 |
| Close |
2,090.9 |
2,080.3 |
-10.6 |
-0.5% |
2,090.9 |
| Range |
29.7 |
26.8 |
-2.9 |
-9.8% |
44.8 |
| ATR |
24.3 |
24.4 |
0.2 |
0.7% |
0.0 |
| Volume |
4,140 |
1,844 |
-2,296 |
-55.5% |
14,371 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.6 |
2,147.7 |
2,095.0 |
|
| R3 |
2,134.8 |
2,120.9 |
2,087.7 |
|
| R2 |
2,108.0 |
2,108.0 |
2,085.2 |
|
| R1 |
2,094.1 |
2,094.1 |
2,082.8 |
2,087.7 |
| PP |
2,081.2 |
2,081.2 |
2,081.2 |
2,077.9 |
| S1 |
2,067.3 |
2,067.3 |
2,077.8 |
2,060.9 |
| S2 |
2,054.4 |
2,054.4 |
2,075.4 |
|
| S3 |
2,027.6 |
2,040.5 |
2,072.9 |
|
| S4 |
2,000.8 |
2,013.7 |
2,065.6 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.6 |
2,205.0 |
2,115.5 |
|
| R3 |
2,184.8 |
2,160.2 |
2,103.2 |
|
| R2 |
2,140.0 |
2,140.0 |
2,099.1 |
|
| R1 |
2,115.4 |
2,115.4 |
2,095.0 |
2,127.7 |
| PP |
2,095.2 |
2,095.2 |
2,095.2 |
2,101.3 |
| S1 |
2,070.6 |
2,070.6 |
2,086.8 |
2,082.9 |
| S2 |
2,050.4 |
2,050.4 |
2,082.7 |
|
| S3 |
2,005.6 |
2,025.8 |
2,078.6 |
|
| S4 |
1,960.8 |
1,981.0 |
2,066.3 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,119.7 |
2,068.2 |
51.5 |
2.5% |
27.3 |
1.3% |
23% |
False |
True |
2,789 |
| 10 |
2,119.7 |
2,065.2 |
54.5 |
2.6% |
22.2 |
1.1% |
28% |
False |
False |
2,335 |
| 20 |
2,121.2 |
2,061.2 |
60.0 |
2.9% |
22.8 |
1.1% |
32% |
False |
False |
2,247 |
| 40 |
2,154.1 |
2,045.6 |
108.5 |
5.2% |
23.3 |
1.1% |
32% |
False |
False |
2,102 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.4% |
24.3 |
1.2% |
34% |
False |
False |
1,996 |
| 80 |
2,208.6 |
1,950.8 |
257.8 |
12.4% |
23.8 |
1.1% |
50% |
False |
False |
1,670 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,208.9 |
|
2.618 |
2,165.2 |
|
1.618 |
2,138.4 |
|
1.000 |
2,121.8 |
|
0.618 |
2,111.6 |
|
HIGH |
2,095.0 |
|
0.618 |
2,084.8 |
|
0.500 |
2,081.6 |
|
0.382 |
2,078.4 |
|
LOW |
2,068.2 |
|
0.618 |
2,051.6 |
|
1.000 |
2,041.4 |
|
1.618 |
2,024.8 |
|
2.618 |
1,998.0 |
|
4.250 |
1,954.3 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,081.6 |
2,094.0 |
| PP |
2,081.2 |
2,089.4 |
| S1 |
2,080.7 |
2,084.9 |
|