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 |
4,930.25 |
4,874.50 |
-55.75 |
-1.1% |
4,872.50 |
High |
4,938.00 |
4,963.75 |
25.75 |
0.5% |
4,934.25 |
Low |
4,866.00 |
4,872.50 |
6.50 |
0.1% |
4,872.50 |
Close |
4,870.50 |
4,928.50 |
58.00 |
1.2% |
4,916.25 |
Range |
72.00 |
91.25 |
19.25 |
26.7% |
61.75 |
ATR |
46.68 |
50.01 |
3.33 |
7.1% |
0.00 |
Volume |
2,285,993 |
1,835,510 |
-450,483 |
-19.7% |
6,969,261 |
|
Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,195.25 |
5,153.25 |
4,978.75 |
|
R3 |
5,104.00 |
5,062.00 |
4,953.50 |
|
R2 |
5,012.75 |
5,012.75 |
4,945.25 |
|
R1 |
4,970.75 |
4,970.75 |
4,936.75 |
4,991.75 |
PP |
4,921.50 |
4,921.50 |
4,921.50 |
4,932.00 |
S1 |
4,879.50 |
4,879.50 |
4,920.25 |
4,900.50 |
S2 |
4,830.25 |
4,830.25 |
4,911.75 |
|
S3 |
4,739.00 |
4,788.25 |
4,903.50 |
|
S4 |
4,647.75 |
4,697.00 |
4,878.25 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,093.00 |
5,066.25 |
4,950.25 |
|
R3 |
5,031.25 |
5,004.50 |
4,933.25 |
|
R2 |
4,969.50 |
4,969.50 |
4,927.50 |
|
R1 |
4,942.75 |
4,942.75 |
4,922.00 |
4,956.00 |
PP |
4,907.75 |
4,907.75 |
4,907.75 |
4,914.25 |
S1 |
4,881.00 |
4,881.00 |
4,910.50 |
4,894.50 |
S2 |
4,846.00 |
4,846.00 |
4,905.00 |
|
S3 |
4,784.25 |
4,819.25 |
4,899.25 |
|
S4 |
4,722.50 |
4,757.50 |
4,882.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,963.75 |
4,866.00 |
97.75 |
2.0% |
55.50 |
1.1% |
64% |
True |
False |
1,568,105 |
10 |
4,963.75 |
4,808.50 |
155.25 |
3.2% |
47.50 |
1.0% |
77% |
True |
False |
1,532,293 |
20 |
4,963.75 |
4,702.00 |
261.75 |
5.3% |
50.00 |
1.0% |
87% |
True |
False |
1,564,070 |
40 |
4,963.75 |
4,599.00 |
364.75 |
7.4% |
46.25 |
0.9% |
90% |
True |
False |
1,436,549 |
60 |
4,963.75 |
4,402.00 |
561.75 |
11.4% |
44.25 |
0.9% |
94% |
True |
False |
960,438 |
80 |
4,963.75 |
4,167.50 |
796.25 |
16.2% |
49.00 |
1.0% |
96% |
True |
False |
721,407 |
100 |
4,963.75 |
4,167.50 |
796.25 |
16.2% |
50.50 |
1.0% |
96% |
True |
False |
577,610 |
120 |
4,963.75 |
4,167.50 |
796.25 |
16.2% |
50.25 |
1.0% |
96% |
True |
False |
481,381 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,351.50 |
2.618 |
5,202.75 |
1.618 |
5,111.50 |
1.000 |
5,055.00 |
0.618 |
5,020.25 |
HIGH |
4,963.75 |
0.618 |
4,929.00 |
0.500 |
4,918.00 |
0.382 |
4,907.25 |
LOW |
4,872.50 |
0.618 |
4,816.00 |
1.000 |
4,781.25 |
1.618 |
4,724.75 |
2.618 |
4,633.50 |
4.250 |
4,484.75 |
|
|
Fisher Pivots for day following 01-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,925.00 |
4,924.00 |
PP |
4,921.50 |
4,919.50 |
S1 |
4,918.00 |
4,915.00 |
|