| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,054.8 |
2,038.9 |
-15.9 |
-0.8% |
2,024.4 |
| High |
2,055.9 |
2,040.8 |
-15.1 |
-0.7% |
2,064.5 |
| Low |
2,027.7 |
2,013.8 |
-13.9 |
-0.7% |
2,018.8 |
| Close |
2,036.1 |
2,025.7 |
-10.4 |
-0.5% |
2,036.1 |
| Range |
28.2 |
27.0 |
-1.2 |
-4.3% |
45.7 |
| ATR |
25.8 |
25.9 |
0.1 |
0.3% |
0.0 |
| Volume |
888 |
412 |
-476 |
-53.6% |
181,457 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.8 |
2,093.7 |
2,040.6 |
|
| R3 |
2,080.8 |
2,066.7 |
2,033.1 |
|
| R2 |
2,053.8 |
2,053.8 |
2,030.7 |
|
| R1 |
2,039.7 |
2,039.7 |
2,028.2 |
2,033.3 |
| PP |
2,026.8 |
2,026.8 |
2,026.8 |
2,023.5 |
| S1 |
2,012.7 |
2,012.7 |
2,023.2 |
2,006.3 |
| S2 |
1,999.8 |
1,999.8 |
2,020.8 |
|
| S3 |
1,972.8 |
1,985.7 |
2,018.3 |
|
| S4 |
1,945.8 |
1,958.7 |
2,010.9 |
|
|
| 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 |
2,013.8 |
50.7 |
2.5% |
27.2 |
1.3% |
23% |
False |
True |
6,232 |
| 10 |
2,064.5 |
2,004.0 |
60.5 |
3.0% |
23.3 |
1.2% |
36% |
False |
False |
88,928 |
| 20 |
2,067.3 |
2,004.0 |
63.3 |
3.1% |
24.7 |
1.2% |
34% |
False |
False |
157,237 |
| 40 |
2,098.2 |
1,987.9 |
110.3 |
5.4% |
25.3 |
1.2% |
34% |
False |
False |
157,914 |
| 60 |
2,152.3 |
1,955.4 |
196.9 |
9.7% |
26.4 |
1.3% |
36% |
False |
False |
143,077 |
| 80 |
2,152.3 |
1,891.2 |
261.1 |
12.9% |
26.2 |
1.3% |
52% |
False |
False |
110,545 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
24.5 |
1.2% |
59% |
False |
False |
89,439 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
22.9 |
1.1% |
59% |
False |
False |
74,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,155.6 |
|
2.618 |
2,111.5 |
|
1.618 |
2,084.5 |
|
1.000 |
2,067.8 |
|
0.618 |
2,057.5 |
|
HIGH |
2,040.8 |
|
0.618 |
2,030.5 |
|
0.500 |
2,027.3 |
|
0.382 |
2,024.1 |
|
LOW |
2,013.8 |
|
0.618 |
1,997.1 |
|
1.000 |
1,986.8 |
|
1.618 |
1,970.1 |
|
2.618 |
1,943.1 |
|
4.250 |
1,899.1 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,027.3 |
2,039.2 |
| PP |
2,026.8 |
2,034.7 |
| S1 |
2,026.2 |
2,030.2 |
|