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 |
4,677.0 |
4,658.0 |
-19.0 |
-0.4% |
4,498.0 |
High |
4,694.0 |
4,679.0 |
-15.0 |
-0.3% |
4,660.0 |
Low |
4,646.0 |
4,630.0 |
-16.0 |
-0.3% |
4,477.0 |
Close |
4,665.0 |
4,649.0 |
-16.0 |
-0.3% |
4,655.0 |
Range |
48.0 |
49.0 |
1.0 |
2.1% |
183.0 |
ATR |
53.9 |
53.5 |
-0.3 |
-0.6% |
0.0 |
Volume |
899,445 |
801,257 |
-98,188 |
-10.9% |
3,824,887 |
|
Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,799.7 |
4,773.3 |
4,676.0 |
|
R3 |
4,750.7 |
4,724.3 |
4,662.5 |
|
R2 |
4,701.7 |
4,701.7 |
4,658.0 |
|
R1 |
4,675.3 |
4,675.3 |
4,653.5 |
4,664.0 |
PP |
4,652.7 |
4,652.7 |
4,652.7 |
4,647.0 |
S1 |
4,626.3 |
4,626.3 |
4,644.5 |
4,615.0 |
S2 |
4,603.7 |
4,603.7 |
4,640.0 |
|
S3 |
4,554.7 |
4,577.3 |
4,635.5 |
|
S4 |
4,505.7 |
4,528.3 |
4,622.1 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,146.3 |
5,083.7 |
4,755.7 |
|
R3 |
4,963.3 |
4,900.7 |
4,705.3 |
|
R2 |
4,780.3 |
4,780.3 |
4,688.6 |
|
R1 |
4,717.7 |
4,717.7 |
4,671.8 |
4,749.0 |
PP |
4,597.3 |
4,597.3 |
4,597.3 |
4,613.0 |
S1 |
4,534.7 |
4,534.7 |
4,638.2 |
4,566.0 |
S2 |
4,414.3 |
4,414.3 |
4,621.5 |
|
S3 |
4,231.3 |
4,351.7 |
4,604.7 |
|
S4 |
4,048.3 |
4,168.7 |
4,554.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,694.0 |
4,595.0 |
99.0 |
2.1% |
46.2 |
1.0% |
55% |
False |
False |
740,031 |
10 |
4,694.0 |
4,457.0 |
237.0 |
5.1% |
50.7 |
1.1% |
81% |
False |
False |
724,551 |
20 |
4,694.0 |
4,402.0 |
292.0 |
6.3% |
52.7 |
1.1% |
85% |
False |
False |
702,299 |
40 |
4,694.0 |
4,402.0 |
292.0 |
6.3% |
48.7 |
1.0% |
85% |
False |
False |
663,814 |
60 |
4,694.0 |
4,178.0 |
516.0 |
11.1% |
43.1 |
0.9% |
91% |
False |
False |
444,990 |
80 |
4,694.0 |
4,034.0 |
660.0 |
14.2% |
43.5 |
0.9% |
93% |
False |
False |
334,302 |
100 |
4,694.0 |
4,034.0 |
660.0 |
14.2% |
41.6 |
0.9% |
93% |
False |
False |
267,587 |
120 |
4,694.0 |
4,034.0 |
660.0 |
14.2% |
35.4 |
0.8% |
93% |
False |
False |
223,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,887.3 |
2.618 |
4,807.3 |
1.618 |
4,758.3 |
1.000 |
4,728.0 |
0.618 |
4,709.3 |
HIGH |
4,679.0 |
0.618 |
4,660.3 |
0.500 |
4,654.5 |
0.382 |
4,648.7 |
LOW |
4,630.0 |
0.618 |
4,599.7 |
1.000 |
4,581.0 |
1.618 |
4,550.7 |
2.618 |
4,501.7 |
4.250 |
4,421.8 |
|
|
Fisher Pivots for day following 01-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,654.5 |
4,662.0 |
PP |
4,652.7 |
4,657.7 |
S1 |
4,650.8 |
4,653.3 |
|