| 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 |
2,035.4 |
2,040.2 |
4.8 |
0.2% |
2,031.8 |
| High |
2,055.0 |
2,064.5 |
9.5 |
0.5% |
2,039.3 |
| Low |
2,030.0 |
2,029.0 |
-1.0 |
0.0% |
2,004.0 |
| Close |
2,048.4 |
2,053.0 |
4.6 |
0.2% |
2,017.3 |
| Range |
25.0 |
35.5 |
10.5 |
42.0% |
35.3 |
| ATR |
24.9 |
25.6 |
0.8 |
3.1% |
0.0 |
| Volume |
2,007 |
947 |
-1,060 |
-52.8% |
860,172 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,155.3 |
2,139.7 |
2,072.5 |
|
| R3 |
2,119.8 |
2,104.2 |
2,062.8 |
|
| R2 |
2,084.3 |
2,084.3 |
2,059.5 |
|
| R1 |
2,068.7 |
2,068.7 |
2,056.3 |
2,076.5 |
| PP |
2,048.8 |
2,048.8 |
2,048.8 |
2,052.8 |
| S1 |
2,033.2 |
2,033.2 |
2,049.7 |
2,041.0 |
| S2 |
2,013.3 |
2,013.3 |
2,046.5 |
|
| S3 |
1,977.8 |
1,997.7 |
2,043.2 |
|
| S4 |
1,942.3 |
1,962.2 |
2,033.5 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,126.1 |
2,107.0 |
2,036.7 |
|
| R3 |
2,090.8 |
2,071.7 |
2,027.0 |
|
| R2 |
2,055.5 |
2,055.5 |
2,023.8 |
|
| R1 |
2,036.4 |
2,036.4 |
2,020.5 |
2,028.3 |
| PP |
2,020.2 |
2,020.2 |
2,020.2 |
2,016.2 |
| S1 |
2,001.1 |
2,001.1 |
2,014.1 |
1,993.0 |
| S2 |
1,984.9 |
1,984.9 |
2,010.8 |
|
| S3 |
1,949.6 |
1,965.8 |
2,007.6 |
|
| S4 |
1,914.3 |
1,930.5 |
1,997.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,064.5 |
2,015.6 |
48.9 |
2.4% |
22.4 |
1.1% |
76% |
True |
False |
60,031 |
| 10 |
2,064.5 |
2,004.0 |
60.5 |
2.9% |
21.5 |
1.0% |
81% |
True |
False |
121,354 |
| 20 |
2,071.1 |
2,004.0 |
67.1 |
3.3% |
24.7 |
1.2% |
73% |
False |
False |
174,419 |
| 40 |
2,098.2 |
1,987.9 |
110.3 |
5.4% |
25.2 |
1.2% |
59% |
False |
False |
166,976 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.6% |
26.1 |
1.3% |
50% |
False |
False |
144,319 |
| 80 |
2,152.3 |
1,876.8 |
275.5 |
13.4% |
25.9 |
1.3% |
64% |
False |
False |
110,726 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
24.3 |
1.2% |
68% |
False |
False |
89,471 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.1% |
22.7 |
1.1% |
68% |
False |
False |
74,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,215.4 |
|
2.618 |
2,157.4 |
|
1.618 |
2,121.9 |
|
1.000 |
2,100.0 |
|
0.618 |
2,086.4 |
|
HIGH |
2,064.5 |
|
0.618 |
2,050.9 |
|
0.500 |
2,046.8 |
|
0.382 |
2,042.6 |
|
LOW |
2,029.0 |
|
0.618 |
2,007.1 |
|
1.000 |
1,993.5 |
|
1.618 |
1,971.6 |
|
2.618 |
1,936.1 |
|
4.250 |
1,878.1 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.9 |
2,050.8 |
| PP |
2,048.8 |
2,048.5 |
| S1 |
2,046.8 |
2,046.3 |
|