| 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 |
2,040.2 |
2,054.8 |
14.6 |
0.7% |
2,024.4 |
| High |
2,064.5 |
2,055.9 |
-8.6 |
-0.4% |
2,064.5 |
| Low |
2,029.0 |
2,027.7 |
-1.3 |
-0.1% |
2,018.8 |
| Close |
2,053.0 |
2,036.1 |
-16.9 |
-0.8% |
2,036.1 |
| Range |
35.5 |
28.2 |
-7.3 |
-20.6% |
45.7 |
| ATR |
25.6 |
25.8 |
0.2 |
0.7% |
0.0 |
| Volume |
947 |
888 |
-59 |
-6.2% |
181,457 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,124.5 |
2,108.5 |
2,051.6 |
|
| R3 |
2,096.3 |
2,080.3 |
2,043.9 |
|
| R2 |
2,068.1 |
2,068.1 |
2,041.3 |
|
| R1 |
2,052.1 |
2,052.1 |
2,038.7 |
2,046.0 |
| PP |
2,039.9 |
2,039.9 |
2,039.9 |
2,036.9 |
| S1 |
2,023.9 |
2,023.9 |
2,033.5 |
2,017.8 |
| S2 |
2,011.7 |
2,011.7 |
2,030.9 |
|
| S3 |
1,983.5 |
1,995.7 |
2,028.3 |
|
| S4 |
1,955.3 |
1,967.5 |
2,020.6 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,176.9 |
2,152.2 |
2,061.2 |
|
| R3 |
2,131.2 |
2,106.5 |
2,048.7 |
|
| R2 |
2,085.5 |
2,085.5 |
2,044.5 |
|
| R1 |
2,060.8 |
2,060.8 |
2,040.3 |
2,073.2 |
| PP |
2,039.8 |
2,039.8 |
2,039.8 |
2,046.0 |
| S1 |
2,015.1 |
2,015.1 |
2,031.9 |
2,027.5 |
| S2 |
1,994.1 |
1,994.1 |
2,027.7 |
|
| S3 |
1,948.4 |
1,969.4 |
2,023.5 |
|
| S4 |
1,902.7 |
1,923.7 |
2,011.0 |
|
|
| 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 |
2,018.8 |
45.7 |
2.2% |
25.5 |
1.3% |
38% |
False |
False |
36,291 |
| 10 |
2,064.5 |
2,004.0 |
60.5 |
3.0% |
22.3 |
1.1% |
53% |
False |
False |
104,162 |
| 20 |
2,071.1 |
2,004.0 |
67.1 |
3.3% |
25.4 |
1.2% |
48% |
False |
False |
167,951 |
| 40 |
2,098.2 |
1,987.9 |
110.3 |
5.4% |
25.1 |
1.2% |
44% |
False |
False |
161,760 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
26.3 |
1.3% |
41% |
False |
False |
144,103 |
| 80 |
2,152.3 |
1,885.4 |
266.9 |
13.1% |
26.0 |
1.3% |
56% |
False |
False |
110,636 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
24.4 |
1.2% |
62% |
False |
False |
89,468 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.2% |
22.8 |
1.1% |
62% |
False |
False |
74,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,175.8 |
|
2.618 |
2,129.7 |
|
1.618 |
2,101.5 |
|
1.000 |
2,084.1 |
|
0.618 |
2,073.3 |
|
HIGH |
2,055.9 |
|
0.618 |
2,045.1 |
|
0.500 |
2,041.8 |
|
0.382 |
2,038.5 |
|
LOW |
2,027.7 |
|
0.618 |
2,010.3 |
|
1.000 |
1,999.5 |
|
1.618 |
1,982.1 |
|
2.618 |
1,953.9 |
|
4.250 |
1,907.9 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,041.8 |
2,046.1 |
| PP |
2,039.9 |
2,042.8 |
| S1 |
2,038.0 |
2,039.4 |
|