Trading Metrics calculated at close of trading on 06-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
17,696.00 |
17,698.50 |
2.50 |
0.0% |
17,502.00 |
High |
17,745.50 |
17,769.00 |
23.50 |
0.1% |
17,775.50 |
Low |
17,554.25 |
17,560.75 |
6.50 |
0.0% |
17,221.50 |
Close |
17,700.00 |
17,660.00 |
-40.00 |
-0.2% |
17,732.75 |
Range |
191.25 |
208.25 |
17.00 |
8.9% |
554.00 |
ATR |
252.96 |
249.77 |
-3.19 |
-1.3% |
0.00 |
Volume |
621,645 |
623,168 |
1,523 |
0.2% |
3,405,409 |
|
Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,288.00 |
18,182.25 |
17,774.50 |
|
R3 |
18,079.75 |
17,974.00 |
17,717.25 |
|
R2 |
17,871.50 |
17,871.50 |
17,698.25 |
|
R1 |
17,765.75 |
17,765.75 |
17,679.00 |
17,714.50 |
PP |
17,663.25 |
17,663.25 |
17,663.25 |
17,637.50 |
S1 |
17,557.50 |
17,557.50 |
17,641.00 |
17,506.25 |
S2 |
17,455.00 |
17,455.00 |
17,621.75 |
|
S3 |
17,246.75 |
17,349.25 |
17,602.75 |
|
S4 |
17,038.50 |
17,141.00 |
17,545.50 |
|
|
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% |
271.25 |
1.5% |
79% |
False |
False |
705,467 |
10 |
17,793.50 |
17,221.50 |
572.00 |
3.2% |
250.00 |
1.4% |
77% |
False |
False |
671,413 |
20 |
17,793.50 |
16,657.75 |
1,135.75 |
6.4% |
242.25 |
1.4% |
88% |
False |
False |
675,756 |
40 |
17,793.50 |
16,098.00 |
1,695.50 |
9.6% |
225.50 |
1.3% |
92% |
False |
False |
608,910 |
60 |
17,793.50 |
15,401.25 |
2,392.25 |
13.5% |
221.75 |
1.3% |
94% |
False |
False |
407,704 |
80 |
17,793.50 |
14,322.75 |
3,470.75 |
19.7% |
230.00 |
1.3% |
96% |
False |
False |
306,068 |
100 |
17,793.50 |
14,322.75 |
3,470.75 |
19.7% |
236.00 |
1.3% |
96% |
False |
False |
245,036 |
120 |
17,793.50 |
14,322.75 |
3,470.75 |
19.7% |
236.00 |
1.3% |
96% |
False |
False |
204,218 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,654.00 |
2.618 |
18,314.25 |
1.618 |
18,106.00 |
1.000 |
17,977.25 |
0.618 |
17,897.75 |
HIGH |
17,769.00 |
0.618 |
17,689.50 |
0.500 |
17,665.00 |
0.382 |
17,640.25 |
LOW |
17,560.75 |
0.618 |
17,432.00 |
1.000 |
17,352.50 |
1.618 |
17,223.75 |
2.618 |
17,015.50 |
4.250 |
16,675.75 |
|
|
Fisher Pivots for day following 06-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
17,665.00 |
17,646.75 |
PP |
17,663.25 |
17,633.75 |
S1 |
17,661.50 |
17,620.50 |
|