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 |
17,698.50 |
17,645.75 |
-52.75 |
-0.3% |
17,502.00 |
High |
17,769.00 |
17,875.50 |
106.50 |
0.6% |
17,775.50 |
Low |
17,560.75 |
17,629.75 |
69.00 |
0.4% |
17,221.50 |
Close |
17,660.00 |
17,841.75 |
181.75 |
1.0% |
17,732.75 |
Range |
208.25 |
245.75 |
37.50 |
18.0% |
554.00 |
ATR |
249.77 |
249.48 |
-0.29 |
-0.1% |
0.00 |
Volume |
623,168 |
613,340 |
-9,828 |
-1.6% |
3,405,409 |
|
Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,519.50 |
18,426.50 |
17,977.00 |
|
R3 |
18,273.75 |
18,180.75 |
17,909.25 |
|
R2 |
18,028.00 |
18,028.00 |
17,886.75 |
|
R1 |
17,935.00 |
17,935.00 |
17,864.25 |
17,981.50 |
PP |
17,782.25 |
17,782.25 |
17,782.25 |
17,805.50 |
S1 |
17,689.25 |
17,689.25 |
17,819.25 |
17,735.75 |
S2 |
17,536.50 |
17,536.50 |
17,796.75 |
|
S3 |
17,290.75 |
17,443.50 |
17,774.25 |
|
S4 |
17,045.00 |
17,197.75 |
17,706.50 |
|
|
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 |
17,875.50 |
17,262.75 |
612.75 |
3.4% |
267.75 |
1.5% |
94% |
True |
False |
664,911 |
10 |
17,875.50 |
17,221.50 |
654.00 |
3.7% |
250.50 |
1.4% |
95% |
True |
False |
660,586 |
20 |
17,875.50 |
16,689.25 |
1,186.25 |
6.6% |
244.00 |
1.4% |
97% |
True |
False |
676,127 |
40 |
17,875.50 |
16,256.25 |
1,619.25 |
9.1% |
226.00 |
1.3% |
98% |
True |
False |
619,111 |
60 |
17,875.50 |
15,401.25 |
2,474.25 |
13.9% |
222.25 |
1.2% |
99% |
True |
False |
417,905 |
80 |
17,875.50 |
14,322.75 |
3,552.75 |
19.9% |
229.75 |
1.3% |
99% |
True |
False |
313,722 |
100 |
17,875.50 |
14,322.75 |
3,552.75 |
19.9% |
236.75 |
1.3% |
99% |
True |
False |
251,166 |
120 |
17,875.50 |
14,322.75 |
3,552.75 |
19.9% |
236.25 |
1.3% |
99% |
True |
False |
209,326 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
18,920.00 |
2.618 |
18,518.75 |
1.618 |
18,273.00 |
1.000 |
18,121.25 |
0.618 |
18,027.25 |
HIGH |
17,875.50 |
0.618 |
17,781.50 |
0.500 |
17,752.50 |
0.382 |
17,723.75 |
LOW |
17,629.75 |
0.618 |
17,478.00 |
1.000 |
17,384.00 |
1.618 |
17,232.25 |
2.618 |
16,986.50 |
4.250 |
16,585.25 |
|
|
Fisher Pivots for day following 07-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
17,812.00 |
17,799.50 |
PP |
17,782.25 |
17,757.25 |
S1 |
17,752.50 |
17,715.00 |
|