Trading Metrics calculated at close of trading on 05-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
17,588.00 |
17,696.00 |
108.00 |
0.6% |
17,502.00 |
High |
17,775.50 |
17,745.50 |
-30.00 |
-0.2% |
17,775.50 |
Low |
17,465.50 |
17,554.25 |
88.75 |
0.5% |
17,221.50 |
Close |
17,732.75 |
17,700.00 |
-32.75 |
-0.2% |
17,732.75 |
Range |
310.00 |
191.25 |
-118.75 |
-38.3% |
554.00 |
ATR |
257.71 |
252.96 |
-4.75 |
-1.8% |
0.00 |
Volume |
761,167 |
621,645 |
-139,522 |
-18.3% |
3,405,409 |
|
Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,240.25 |
18,161.50 |
17,805.25 |
|
R3 |
18,049.00 |
17,970.25 |
17,752.50 |
|
R2 |
17,857.75 |
17,857.75 |
17,735.00 |
|
R1 |
17,779.00 |
17,779.00 |
17,717.50 |
17,818.50 |
PP |
17,666.50 |
17,666.50 |
17,666.50 |
17,686.25 |
S1 |
17,587.75 |
17,587.75 |
17,682.50 |
17,627.00 |
S2 |
17,475.25 |
17,475.25 |
17,665.00 |
|
S3 |
17,284.00 |
17,396.50 |
17,647.50 |
|
S4 |
17,092.75 |
17,205.25 |
17,594.75 |
|
|
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% |
283.25 |
1.6% |
86% |
False |
False |
691,663 |
10 |
17,793.50 |
17,221.50 |
572.00 |
3.2% |
244.00 |
1.4% |
84% |
False |
False |
659,904 |
20 |
17,793.50 |
16,378.25 |
1,415.25 |
8.0% |
253.50 |
1.4% |
93% |
False |
False |
672,093 |
40 |
17,793.50 |
15,994.00 |
1,799.50 |
10.2% |
227.25 |
1.3% |
95% |
False |
False |
594,152 |
60 |
17,793.50 |
15,401.25 |
2,392.25 |
13.5% |
220.50 |
1.2% |
96% |
False |
False |
397,330 |
80 |
17,793.50 |
14,322.75 |
3,470.75 |
19.6% |
229.25 |
1.3% |
97% |
False |
False |
298,286 |
100 |
17,793.50 |
14,322.75 |
3,470.75 |
19.6% |
236.00 |
1.3% |
97% |
False |
False |
238,808 |
120 |
17,793.50 |
14,322.75 |
3,470.75 |
19.6% |
236.25 |
1.3% |
97% |
False |
False |
199,027 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,558.25 |
2.618 |
18,246.25 |
1.618 |
18,055.00 |
1.000 |
17,936.75 |
0.618 |
17,863.75 |
HIGH |
17,745.50 |
0.618 |
17,672.50 |
0.500 |
17,650.00 |
0.382 |
17,627.25 |
LOW |
17,554.25 |
0.618 |
17,436.00 |
1.000 |
17,363.00 |
1.618 |
17,244.75 |
2.618 |
17,053.50 |
4.250 |
16,741.50 |
|
|
Fisher Pivots for day following 05-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
17,683.25 |
17,639.75 |
PP |
17,666.50 |
17,579.50 |
S1 |
17,650.00 |
17,519.00 |
|