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 |
17,415.50 |
17,273.25 |
-142.25 |
-0.8% |
17,466.00 |
High |
17,484.00 |
17,646.75 |
162.75 |
0.9% |
17,793.50 |
Low |
17,221.50 |
17,262.75 |
41.25 |
0.2% |
17,409.50 |
Close |
17,242.25 |
17,436.75 |
194.50 |
1.1% |
17,527.00 |
Range |
262.50 |
384.00 |
121.50 |
46.3% |
384.00 |
ATR |
239.70 |
251.47 |
11.77 |
4.9% |
0.00 |
Volume |
816,119 |
705,238 |
-110,881 |
-13.6% |
3,209,231 |
|
Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,600.75 |
18,402.75 |
17,648.00 |
|
R3 |
18,216.75 |
18,018.75 |
17,542.25 |
|
R2 |
17,832.75 |
17,832.75 |
17,507.25 |
|
R1 |
17,634.75 |
17,634.75 |
17,472.00 |
17,733.75 |
PP |
17,448.75 |
17,448.75 |
17,448.75 |
17,498.25 |
S1 |
17,250.75 |
17,250.75 |
17,401.50 |
17,349.75 |
S2 |
17,064.75 |
17,064.75 |
17,366.25 |
|
S3 |
16,680.75 |
16,866.75 |
17,331.25 |
|
S4 |
16,296.75 |
16,482.75 |
17,225.50 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,728.75 |
18,511.75 |
17,738.25 |
|
R3 |
18,344.75 |
18,127.75 |
17,632.50 |
|
R2 |
17,960.75 |
17,960.75 |
17,597.50 |
|
R1 |
17,743.75 |
17,743.75 |
17,562.25 |
17,852.25 |
PP |
17,576.75 |
17,576.75 |
17,576.75 |
17,631.00 |
S1 |
17,359.75 |
17,359.75 |
17,491.75 |
17,468.25 |
S2 |
17,192.75 |
17,192.75 |
17,456.50 |
|
S3 |
16,808.75 |
16,975.75 |
17,421.50 |
|
S4 |
16,424.75 |
16,591.75 |
17,315.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,735.75 |
17,221.50 |
514.25 |
2.9% |
268.00 |
1.5% |
42% |
False |
False |
655,144 |
10 |
17,793.50 |
17,107.25 |
686.25 |
3.9% |
245.50 |
1.4% |
48% |
False |
False |
661,160 |
20 |
17,793.50 |
16,334.25 |
1,459.25 |
8.4% |
248.00 |
1.4% |
76% |
False |
False |
662,299 |
40 |
17,793.50 |
15,961.00 |
1,832.50 |
10.5% |
225.75 |
1.3% |
81% |
False |
False |
560,338 |
60 |
17,793.50 |
15,329.75 |
2,463.75 |
14.1% |
218.00 |
1.3% |
86% |
False |
False |
374,322 |
80 |
17,793.50 |
14,322.75 |
3,470.75 |
19.9% |
229.00 |
1.3% |
90% |
False |
False |
281,021 |
100 |
17,793.50 |
14,322.75 |
3,470.75 |
19.9% |
234.75 |
1.3% |
90% |
False |
False |
224,981 |
120 |
17,793.50 |
14,322.75 |
3,470.75 |
19.9% |
236.00 |
1.4% |
90% |
False |
False |
187,504 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,278.75 |
2.618 |
18,652.00 |
1.618 |
18,268.00 |
1.000 |
18,030.75 |
0.618 |
17,884.00 |
HIGH |
17,646.75 |
0.618 |
17,500.00 |
0.500 |
17,454.75 |
0.382 |
17,409.50 |
LOW |
17,262.75 |
0.618 |
17,025.50 |
1.000 |
16,878.75 |
1.618 |
16,641.50 |
2.618 |
16,257.50 |
4.250 |
15,630.75 |
|
|
Fisher Pivots for day following 01-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
17,454.75 |
17,478.50 |
PP |
17,448.75 |
17,464.75 |
S1 |
17,442.75 |
17,450.75 |
|