| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,028.0 |
2,032.0 |
4.0 |
0.2% |
2,038.9 |
| High |
2,036.7 |
2,032.0 |
-4.7 |
-0.2% |
2,040.8 |
| Low |
2,020.3 |
2,020.0 |
-0.3 |
0.0% |
2,013.8 |
| Close |
2,032.2 |
2,023.3 |
-8.9 |
-0.4% |
2,023.3 |
| Range |
16.4 |
12.0 |
-4.4 |
-26.8% |
27.0 |
| ATR |
23.1 |
22.3 |
-0.8 |
-3.4% |
0.0 |
| Volume |
341 |
62 |
-279 |
-81.8% |
1,135 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,061.1 |
2,054.2 |
2,029.9 |
|
| R3 |
2,049.1 |
2,042.2 |
2,026.6 |
|
| R2 |
2,037.1 |
2,037.1 |
2,025.5 |
|
| R1 |
2,030.2 |
2,030.2 |
2,024.4 |
2,027.7 |
| PP |
2,025.1 |
2,025.1 |
2,025.1 |
2,023.8 |
| S1 |
2,018.2 |
2,018.2 |
2,022.2 |
2,015.7 |
| S2 |
2,013.1 |
2,013.1 |
2,021.1 |
|
| S3 |
2,001.1 |
2,006.2 |
2,020.0 |
|
| S4 |
1,989.1 |
1,994.2 |
2,016.7 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,107.0 |
2,092.1 |
2,038.2 |
|
| R3 |
2,080.0 |
2,065.1 |
2,030.7 |
|
| R2 |
2,053.0 |
2,053.0 |
2,028.3 |
|
| R1 |
2,038.1 |
2,038.1 |
2,025.8 |
2,032.1 |
| PP |
2,026.0 |
2,026.0 |
2,026.0 |
2,022.9 |
| S1 |
2,011.1 |
2,011.1 |
2,020.8 |
2,005.1 |
| S2 |
1,999.0 |
1,999.0 |
2,018.4 |
|
| S3 |
1,972.0 |
1,984.1 |
2,015.9 |
|
| S4 |
1,945.0 |
1,957.1 |
2,008.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,040.8 |
2,013.8 |
27.0 |
1.3% |
14.7 |
0.7% |
35% |
False |
False |
227 |
| 10 |
2,064.5 |
2,013.8 |
50.7 |
2.5% |
20.1 |
1.0% |
19% |
False |
False |
18,259 |
| 20 |
2,067.3 |
2,004.0 |
63.3 |
3.1% |
21.8 |
1.1% |
30% |
False |
False |
109,969 |
| 40 |
2,098.2 |
1,987.9 |
110.3 |
5.5% |
23.6 |
1.2% |
32% |
False |
False |
139,936 |
| 60 |
2,152.3 |
1,959.0 |
193.3 |
9.6% |
25.6 |
1.3% |
33% |
False |
False |
139,464 |
| 80 |
2,152.3 |
1,944.5 |
207.8 |
10.3% |
25.3 |
1.2% |
38% |
False |
False |
110,079 |
| 100 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
24.4 |
1.2% |
58% |
False |
False |
89,323 |
| 120 |
2,152.3 |
1,842.5 |
309.8 |
15.3% |
22.8 |
1.1% |
58% |
False |
False |
74,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,083.0 |
|
2.618 |
2,063.4 |
|
1.618 |
2,051.4 |
|
1.000 |
2,044.0 |
|
0.618 |
2,039.4 |
|
HIGH |
2,032.0 |
|
0.618 |
2,027.4 |
|
0.500 |
2,026.0 |
|
0.382 |
2,024.6 |
|
LOW |
2,020.0 |
|
0.618 |
2,012.6 |
|
1.000 |
2,008.0 |
|
1.618 |
2,000.6 |
|
2.618 |
1,988.6 |
|
4.250 |
1,969.0 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,026.0 |
2,029.8 |
| PP |
2,025.1 |
2,027.6 |
| S1 |
2,024.2 |
2,025.5 |
|