| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
17,273.25 |
17,588.00 |
314.75 |
1.8% |
17,502.00 |
| High |
17,646.75 |
17,775.50 |
128.75 |
0.7% |
17,775.50 |
| Low |
17,262.75 |
17,465.50 |
202.75 |
1.2% |
17,221.50 |
| Close |
17,436.75 |
17,732.75 |
296.00 |
1.7% |
17,732.75 |
| Range |
384.00 |
310.00 |
-74.00 |
-19.3% |
554.00 |
| ATR |
251.47 |
257.71 |
6.23 |
2.5% |
0.00 |
| Volume |
705,238 |
761,167 |
55,929 |
7.9% |
3,405,409 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
18,588.00 |
18,470.25 |
17,903.25 |
|
| R3 |
18,278.00 |
18,160.25 |
17,818.00 |
|
| R2 |
17,968.00 |
17,968.00 |
17,789.50 |
|
| R1 |
17,850.25 |
17,850.25 |
17,761.25 |
17,909.00 |
| PP |
17,658.00 |
17,658.00 |
17,658.00 |
17,687.25 |
| S1 |
17,540.25 |
17,540.25 |
17,704.25 |
17,599.00 |
| S2 |
17,348.00 |
17,348.00 |
17,676.00 |
|
| S3 |
17,038.00 |
17,230.25 |
17,647.50 |
|
| S4 |
16,728.00 |
16,920.25 |
17,562.25 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
19,238.50 |
19,039.75 |
18,037.50 |
|
| R3 |
18,684.50 |
18,485.75 |
17,885.00 |
|
| R2 |
18,130.50 |
18,130.50 |
17,834.25 |
|
| R1 |
17,931.75 |
17,931.75 |
17,783.50 |
18,031.00 |
| PP |
17,576.50 |
17,576.50 |
17,576.50 |
17,626.25 |
| S1 |
17,377.75 |
17,377.75 |
17,682.00 |
17,477.00 |
| S2 |
17,022.50 |
17,022.50 |
17,631.25 |
|
| S3 |
16,468.50 |
16,823.75 |
17,580.50 |
|
| S4 |
15,914.50 |
16,269.75 |
17,428.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,775.50 |
17,221.50 |
554.00 |
3.1% |
296.75 |
1.7% |
92% |
True |
False |
681,081 |
| 10 |
17,793.50 |
17,221.50 |
572.00 |
3.2% |
240.00 |
1.4% |
89% |
False |
False |
661,464 |
| 20 |
17,793.50 |
16,334.25 |
1,459.25 |
8.2% |
256.00 |
1.4% |
96% |
False |
False |
672,384 |
| 40 |
17,793.50 |
15,994.00 |
1,799.50 |
10.1% |
228.50 |
1.3% |
97% |
False |
False |
578,908 |
| 60 |
17,793.50 |
15,368.00 |
2,425.50 |
13.7% |
221.25 |
1.2% |
97% |
False |
False |
386,991 |
| 80 |
17,793.50 |
14,322.75 |
3,470.75 |
19.6% |
229.50 |
1.3% |
98% |
False |
False |
290,525 |
| 100 |
17,793.50 |
14,322.75 |
3,470.75 |
19.6% |
235.75 |
1.3% |
98% |
False |
False |
232,592 |
| 120 |
17,793.50 |
14,322.75 |
3,470.75 |
19.6% |
236.75 |
1.3% |
98% |
False |
False |
193,847 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
19,093.00 |
|
2.618 |
18,587.00 |
|
1.618 |
18,277.00 |
|
1.000 |
18,085.50 |
|
0.618 |
17,967.00 |
|
HIGH |
17,775.50 |
|
0.618 |
17,657.00 |
|
0.500 |
17,620.50 |
|
0.382 |
17,584.00 |
|
LOW |
17,465.50 |
|
0.618 |
17,274.00 |
|
1.000 |
17,155.50 |
|
1.618 |
16,964.00 |
|
2.618 |
16,654.00 |
|
4.250 |
16,148.00 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,695.25 |
17,654.75 |
| PP |
17,658.00 |
17,576.50 |
| S1 |
17,620.50 |
17,498.50 |
|