| 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 |
2,286.3110 |
2,303.4770 |
17.1660 |
0.8% |
2,259.2790 |
| High |
2,310.7190 |
2,321.3850 |
10.6660 |
0.5% |
2,388.5710 |
| Low |
2,248.6180 |
2,284.0960 |
35.4780 |
1.6% |
2,239.1960 |
| Close |
2,303.9670 |
2,296.0440 |
-7.9230 |
-0.3% |
2,296.0440 |
| Range |
62.1010 |
37.2890 |
-24.8120 |
-40.0% |
149.3750 |
| ATR |
112.8127 |
107.4182 |
-5.3946 |
-4.8% |
0.0000 |
| Volume |
114,856 |
92,822 |
-22,034 |
-19.2% |
482,125 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,412.3753 |
2,391.4987 |
2,316.5530 |
|
| R3 |
2,375.0863 |
2,354.2097 |
2,306.2985 |
|
| R2 |
2,337.7973 |
2,337.7973 |
2,302.8803 |
|
| R1 |
2,316.9207 |
2,316.9207 |
2,299.4622 |
2,308.7145 |
| PP |
2,300.5083 |
2,300.5083 |
2,300.5083 |
2,296.4053 |
| S1 |
2,279.6317 |
2,279.6317 |
2,292.6258 |
2,271.4255 |
| S2 |
2,263.2193 |
2,263.2193 |
2,289.2077 |
|
| S3 |
2,225.9303 |
2,242.3427 |
2,285.7895 |
|
| S4 |
2,188.6413 |
2,205.0537 |
2,275.5351 |
|
|
| 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 |
2,388.5710 |
2,239.1960 |
149.3750 |
6.5% |
73.8684 |
3.2% |
38% |
False |
False |
96,425 |
| 10 |
2,493.9400 |
2,170.7140 |
323.2260 |
14.1% |
93.4246 |
4.1% |
39% |
False |
False |
122,959 |
| 20 |
2,715.8900 |
2,169.5890 |
546.3010 |
23.8% |
116.7652 |
5.1% |
23% |
False |
False |
163,804 |
| 40 |
2,715.8900 |
2,111.1450 |
604.7450 |
26.3% |
119.1582 |
5.2% |
31% |
False |
False |
186,231 |
| 60 |
2,715.8900 |
1,851.7300 |
864.1600 |
37.6% |
113.1015 |
4.9% |
51% |
False |
False |
188,251 |
| 80 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.0% |
101.1319 |
4.4% |
65% |
False |
False |
179,470 |
| 100 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.0% |
90.4655 |
3.9% |
65% |
False |
False |
166,015 |
| 120 |
2,715.8900 |
1,523.0770 |
1,192.8130 |
52.0% |
85.1542 |
3.7% |
65% |
False |
False |
165,205 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,479.8633 |
|
2.618 |
2,419.0076 |
|
1.618 |
2,381.7186 |
|
1.000 |
2,358.6740 |
|
0.618 |
2,344.4296 |
|
HIGH |
2,321.3850 |
|
0.618 |
2,307.1406 |
|
0.500 |
2,302.7405 |
|
0.382 |
2,298.3404 |
|
LOW |
2,284.0960 |
|
0.618 |
2,261.0514 |
|
1.000 |
2,246.8070 |
|
1.618 |
2,223.7624 |
|
2.618 |
2,186.4734 |
|
4.250 |
2,125.6178 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,302.7405 |
2,314.8665 |
| PP |
2,300.5083 |
2,308.5923 |
| S1 |
2,298.2762 |
2,302.3182 |
|