| 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 |
2,380.5530 |
2,286.3110 |
-94.2420 |
-4.0% |
2,486.7030 |
| High |
2,381.1150 |
2,310.7190 |
-70.3960 |
-3.0% |
2,493.9400 |
| Low |
2,270.4490 |
2,248.6180 |
-21.8310 |
-1.0% |
2,170.7140 |
| Close |
2,286.3110 |
2,303.9670 |
17.6560 |
0.8% |
2,259.6790 |
| Range |
110.6660 |
62.1010 |
-48.5650 |
-43.9% |
323.2260 |
| ATR |
116.7136 |
112.8127 |
-3.9009 |
-3.3% |
0.0000 |
| Volume |
141,600 |
114,856 |
-26,744 |
-18.9% |
747,466 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,474.0710 |
2,451.1200 |
2,338.1226 |
|
| R3 |
2,411.9700 |
2,389.0190 |
2,321.0448 |
|
| R2 |
2,349.8690 |
2,349.8690 |
2,315.3522 |
|
| R1 |
2,326.9180 |
2,326.9180 |
2,309.6596 |
2,338.3935 |
| PP |
2,287.7680 |
2,287.7680 |
2,287.7680 |
2,293.5058 |
| S1 |
2,264.8170 |
2,264.8170 |
2,298.2744 |
2,276.2925 |
| S2 |
2,225.6670 |
2,225.6670 |
2,292.5818 |
|
| S3 |
2,163.5660 |
2,202.7160 |
2,286.8892 |
|
| S4 |
2,101.4650 |
2,140.6150 |
2,269.8115 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,277.7890 |
3,091.9600 |
2,437.4533 |
|
| R3 |
2,954.5630 |
2,768.7340 |
2,348.5662 |
|
| R2 |
2,631.3370 |
2,631.3370 |
2,318.9371 |
|
| R1 |
2,445.5080 |
2,445.5080 |
2,289.3081 |
2,376.8095 |
| PP |
2,308.1110 |
2,308.1110 |
2,308.1110 |
2,273.7618 |
| S1 |
2,122.2820 |
2,122.2820 |
2,230.0500 |
2,053.5835 |
| S2 |
1,984.8850 |
1,984.8850 |
2,200.4209 |
|
| S3 |
1,661.6590 |
1,799.0560 |
2,170.7919 |
|
| S4 |
1,338.4330 |
1,475.8300 |
2,081.9047 |
|
|
| 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 |
2,195.7070 |
192.8640 |
8.4% |
83.4984 |
3.6% |
56% |
False |
False |
108,453 |
| 10 |
2,502.1950 |
2,170.7140 |
331.4810 |
14.4% |
98.3256 |
4.3% |
40% |
False |
False |
130,897 |
| 20 |
2,715.8900 |
2,169.5890 |
546.3010 |
23.7% |
119.7825 |
5.2% |
25% |
False |
False |
169,933 |
| 40 |
2,715.8900 |
2,111.1450 |
604.7450 |
26.2% |
121.1560 |
5.3% |
32% |
False |
False |
190,478 |
| 60 |
2,715.8900 |
1,825.7960 |
890.0940 |
38.6% |
113.9662 |
4.9% |
54% |
False |
False |
186,733 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
51.8% |
102.0061 |
4.4% |
65% |
False |
False |
178,334 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
51.8% |
91.1402 |
4.0% |
65% |
False |
False |
165,109 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
51.8% |
84.9826 |
3.7% |
65% |
False |
False |
165,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,574.6483 |
|
2.618 |
2,473.2994 |
|
1.618 |
2,411.1984 |
|
1.000 |
2,372.8200 |
|
0.618 |
2,349.0974 |
|
HIGH |
2,310.7190 |
|
0.618 |
2,286.9964 |
|
0.500 |
2,279.6685 |
|
0.382 |
2,272.3406 |
|
LOW |
2,248.6180 |
|
0.618 |
2,210.2396 |
|
1.000 |
2,186.5170 |
|
1.618 |
2,148.1386 |
|
2.618 |
2,086.0376 |
|
4.250 |
1,984.6888 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,295.8675 |
2,318.5945 |
| PP |
2,287.7680 |
2,313.7187 |
| S1 |
2,279.6685 |
2,308.8428 |
|