Trading Metrics calculated at close of trading on 07-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
4,959.50 |
4,971.50 |
12.00 |
0.2% |
4,908.75 |
High |
4,978.25 |
5,020.00 |
41.75 |
0.8% |
4,997.75 |
Low |
4,954.50 |
4,970.00 |
15.50 |
0.3% |
4,866.00 |
Close |
4,974.75 |
5,015.25 |
40.50 |
0.8% |
4,980.25 |
Range |
23.75 |
50.00 |
26.25 |
110.5% |
131.75 |
ATR |
49.02 |
49.09 |
0.07 |
0.1% |
0.00 |
Volume |
1,267,419 |
1,336,172 |
68,753 |
5.4% |
8,434,713 |
|
Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,151.75 |
5,133.50 |
5,042.75 |
|
R3 |
5,101.75 |
5,083.50 |
5,029.00 |
|
R2 |
5,051.75 |
5,051.75 |
5,024.50 |
|
R1 |
5,033.50 |
5,033.50 |
5,019.75 |
5,042.50 |
PP |
5,001.75 |
5,001.75 |
5,001.75 |
5,006.25 |
S1 |
4,983.50 |
4,983.50 |
5,010.75 |
4,992.50 |
S2 |
4,951.75 |
4,951.75 |
5,006.00 |
|
S3 |
4,901.75 |
4,933.50 |
5,001.50 |
|
S4 |
4,851.75 |
4,883.50 |
4,987.75 |
|
|
Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,343.25 |
5,293.50 |
5,052.75 |
|
R3 |
5,211.50 |
5,161.75 |
5,016.50 |
|
R2 |
5,079.75 |
5,079.75 |
5,004.50 |
|
R1 |
5,030.00 |
5,030.00 |
4,992.25 |
5,055.00 |
PP |
4,948.00 |
4,948.00 |
4,948.00 |
4,960.50 |
S1 |
4,898.25 |
4,898.25 |
4,968.25 |
4,923.00 |
S2 |
4,816.25 |
4,816.25 |
4,956.00 |
|
S3 |
4,684.50 |
4,766.50 |
4,944.00 |
|
S4 |
4,552.75 |
4,634.75 |
4,907.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,020.00 |
4,872.50 |
147.50 |
2.9% |
56.00 |
1.1% |
97% |
True |
False |
1,580,314 |
10 |
5,020.00 |
4,866.00 |
154.00 |
3.1% |
50.00 |
1.0% |
97% |
True |
False |
1,543,861 |
20 |
5,020.00 |
4,746.25 |
273.75 |
5.5% |
48.25 |
1.0% |
98% |
True |
False |
1,569,901 |
40 |
5,020.00 |
4,652.00 |
368.00 |
7.3% |
46.50 |
0.9% |
99% |
True |
False |
1,544,138 |
60 |
5,020.00 |
4,402.00 |
618.00 |
12.3% |
44.75 |
0.9% |
99% |
True |
False |
1,061,408 |
80 |
5,020.00 |
4,167.50 |
852.50 |
17.0% |
48.25 |
1.0% |
99% |
True |
False |
797,127 |
100 |
5,020.00 |
4,167.50 |
852.50 |
17.0% |
51.00 |
1.0% |
99% |
True |
False |
638,211 |
120 |
5,020.00 |
4,167.50 |
852.50 |
17.0% |
50.25 |
1.0% |
99% |
True |
False |
531,927 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,232.50 |
2.618 |
5,151.00 |
1.618 |
5,101.00 |
1.000 |
5,070.00 |
0.618 |
5,051.00 |
HIGH |
5,020.00 |
0.618 |
5,001.00 |
0.500 |
4,995.00 |
0.382 |
4,989.00 |
LOW |
4,970.00 |
0.618 |
4,939.00 |
1.000 |
4,920.00 |
1.618 |
4,889.00 |
2.618 |
4,839.00 |
4.250 |
4,757.50 |
|
|
Fisher Pivots for day following 07-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
5,008.50 |
5,003.00 |
PP |
5,001.75 |
4,991.00 |
S1 |
4,995.00 |
4,979.00 |
|