| 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 |
2,036.83 |
2,038.86 |
2.03 |
0.1% |
2,028.85 |
| High |
2,054.44 |
2,063.81 |
9.37 |
0.5% |
2,036.20 |
| Low |
2,032.63 |
2,031.26 |
-1.37 |
-0.1% |
2,012.15 |
| Close |
2,038.31 |
2,055.08 |
16.77 |
0.8% |
2,018.70 |
| Range |
21.81 |
32.55 |
10.74 |
49.2% |
24.05 |
| ATR |
20.03 |
20.92 |
0.89 |
4.5% |
0.00 |
| Volume |
5,477 |
5,333 |
-144 |
-2.6% |
27,383 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,147.70 |
2,133.94 |
2,072.98 |
|
| R3 |
2,115.15 |
2,101.39 |
2,064.03 |
|
| R2 |
2,082.60 |
2,082.60 |
2,061.05 |
|
| R1 |
2,068.84 |
2,068.84 |
2,058.06 |
2,075.72 |
| PP |
2,050.05 |
2,050.05 |
2,050.05 |
2,053.49 |
| S1 |
2,036.29 |
2,036.29 |
2,052.10 |
2,043.17 |
| S2 |
2,017.50 |
2,017.50 |
2,049.11 |
|
| S3 |
1,984.95 |
2,003.74 |
2,046.13 |
|
| S4 |
1,952.40 |
1,971.19 |
2,037.18 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.50 |
2,080.65 |
2,031.93 |
|
| R3 |
2,070.45 |
2,056.60 |
2,025.31 |
|
| R2 |
2,046.40 |
2,046.40 |
2,023.11 |
|
| R1 |
2,032.55 |
2,032.55 |
2,020.90 |
2,027.45 |
| PP |
2,022.35 |
2,022.35 |
2,022.35 |
2,019.80 |
| S1 |
2,008.50 |
2,008.50 |
2,016.50 |
2,003.40 |
| S2 |
1,998.30 |
1,998.30 |
2,014.29 |
|
| S3 |
1,974.25 |
1,984.45 |
2,012.09 |
|
| S4 |
1,950.20 |
1,960.40 |
2,005.47 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,063.81 |
2,016.42 |
47.39 |
2.3% |
19.95 |
1.0% |
82% |
True |
False |
5,484 |
| 10 |
2,063.81 |
2,012.15 |
51.66 |
2.5% |
17.76 |
0.9% |
83% |
True |
False |
5,467 |
| 20 |
2,063.81 |
2,002.71 |
61.10 |
3.0% |
20.44 |
1.0% |
86% |
True |
False |
5,431 |
| 40 |
2,088.26 |
1,973.95 |
114.31 |
5.6% |
21.81 |
1.1% |
71% |
False |
False |
5,435 |
| 60 |
2,122.65 |
1,933.24 |
189.41 |
9.2% |
22.59 |
1.1% |
64% |
False |
False |
5,469 |
| 80 |
2,122.65 |
1,832.61 |
290.04 |
14.1% |
22.65 |
1.1% |
77% |
False |
False |
5,476 |
| 100 |
2,122.65 |
1,812.39 |
310.26 |
15.1% |
21.28 |
1.0% |
78% |
False |
False |
5,535 |
| 120 |
2,122.65 |
1,812.39 |
310.26 |
15.1% |
19.88 |
1.0% |
78% |
False |
False |
5,573 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,202.15 |
|
2.618 |
2,149.03 |
|
1.618 |
2,116.48 |
|
1.000 |
2,096.36 |
|
0.618 |
2,083.93 |
|
HIGH |
2,063.81 |
|
0.618 |
2,051.38 |
|
0.500 |
2,047.54 |
|
0.382 |
2,043.69 |
|
LOW |
2,031.26 |
|
0.618 |
2,011.14 |
|
1.000 |
1,998.71 |
|
1.618 |
1,978.59 |
|
2.618 |
1,946.04 |
|
4.250 |
1,892.92 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,052.57 |
2,052.42 |
| PP |
2,050.05 |
2,049.76 |
| S1 |
2,047.54 |
2,047.10 |
|