Trading Metrics calculated at close of trading on 06-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
4,682.0 |
4,678.0 |
-4.0 |
-0.1% |
4,648.0 |
High |
4,691.0 |
4,716.0 |
25.0 |
0.5% |
4,697.0 |
Low |
4,654.0 |
4,676.0 |
22.0 |
0.5% |
4,630.0 |
Close |
4,666.0 |
4,707.0 |
41.0 |
0.9% |
4,669.0 |
Range |
37.0 |
40.0 |
3.0 |
8.1% |
67.0 |
ATR |
52.0 |
51.8 |
-0.1 |
-0.3% |
0.0 |
Volume |
553,335 |
601,399 |
48,064 |
8.7% |
3,541,608 |
|
Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,819.7 |
4,803.3 |
4,729.0 |
|
R3 |
4,779.7 |
4,763.3 |
4,718.0 |
|
R2 |
4,739.7 |
4,739.7 |
4,714.3 |
|
R1 |
4,723.3 |
4,723.3 |
4,710.7 |
4,731.5 |
PP |
4,699.7 |
4,699.7 |
4,699.7 |
4,703.8 |
S1 |
4,683.3 |
4,683.3 |
4,703.3 |
4,691.5 |
S2 |
4,659.7 |
4,659.7 |
4,699.7 |
|
S3 |
4,619.7 |
4,643.3 |
4,696.0 |
|
S4 |
4,579.7 |
4,603.3 |
4,685.0 |
|
|
Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,866.3 |
4,834.7 |
4,705.9 |
|
R3 |
4,799.3 |
4,767.7 |
4,687.4 |
|
R2 |
4,732.3 |
4,732.3 |
4,681.3 |
|
R1 |
4,700.7 |
4,700.7 |
4,675.1 |
4,716.5 |
PP |
4,665.3 |
4,665.3 |
4,665.3 |
4,673.3 |
S1 |
4,633.7 |
4,633.7 |
4,662.9 |
4,649.5 |
S2 |
4,598.3 |
4,598.3 |
4,656.7 |
|
S3 |
4,531.3 |
4,566.7 |
4,650.6 |
|
S4 |
4,464.3 |
4,499.7 |
4,632.2 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,716.0 |
4,630.0 |
86.0 |
1.8% |
41.2 |
0.9% |
90% |
True |
False |
725,912 |
10 |
4,716.0 |
4,502.0 |
214.0 |
4.5% |
49.1 |
1.0% |
96% |
True |
False |
739,445 |
20 |
4,716.0 |
4,402.0 |
314.0 |
6.7% |
49.8 |
1.1% |
97% |
True |
False |
708,908 |
40 |
4,716.0 |
4,402.0 |
314.0 |
6.7% |
48.7 |
1.0% |
97% |
True |
False |
706,064 |
60 |
4,716.0 |
4,178.0 |
538.0 |
11.4% |
43.6 |
0.9% |
98% |
True |
False |
477,134 |
80 |
4,716.0 |
4,034.0 |
682.0 |
14.5% |
43.1 |
0.9% |
99% |
True |
False |
358,411 |
100 |
4,716.0 |
4,034.0 |
682.0 |
14.5% |
42.7 |
0.9% |
99% |
True |
False |
286,875 |
120 |
4,716.0 |
4,034.0 |
682.0 |
14.5% |
36.3 |
0.8% |
99% |
True |
False |
239,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,886.0 |
2.618 |
4,820.7 |
1.618 |
4,780.7 |
1.000 |
4,756.0 |
0.618 |
4,740.7 |
HIGH |
4,716.0 |
0.618 |
4,700.7 |
0.500 |
4,696.0 |
0.382 |
4,691.3 |
LOW |
4,676.0 |
0.618 |
4,651.3 |
1.000 |
4,636.0 |
1.618 |
4,611.3 |
2.618 |
4,571.3 |
4.250 |
4,506.0 |
|
|
Fisher Pivots for day following 06-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,703.3 |
4,699.7 |
PP |
4,699.7 |
4,692.3 |
S1 |
4,696.0 |
4,685.0 |
|