| 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 |
17,052.0 |
17,026.0 |
-26.0 |
-0.2% |
17,022.0 |
| High |
17,094.0 |
17,060.0 |
-34.0 |
-0.2% |
17,117.0 |
| Low |
16,978.0 |
16,942.0 |
-36.0 |
-0.2% |
16,878.0 |
| Close |
16,994.0 |
16,973.0 |
-21.0 |
-0.1% |
16,994.0 |
| Range |
116.0 |
118.0 |
2.0 |
1.7% |
239.0 |
| ATR |
171.1 |
167.3 |
-3.8 |
-2.2% |
0.0 |
| Volume |
56,685 |
47,586 |
-9,099 |
-16.1% |
256,481 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,345.7 |
17,277.3 |
17,037.9 |
|
| R3 |
17,227.7 |
17,159.3 |
17,005.5 |
|
| R2 |
17,109.7 |
17,109.7 |
16,994.6 |
|
| R1 |
17,041.3 |
17,041.3 |
16,983.8 |
17,016.5 |
| PP |
16,991.7 |
16,991.7 |
16,991.7 |
16,979.3 |
| S1 |
16,923.3 |
16,923.3 |
16,962.2 |
16,898.5 |
| S2 |
16,873.7 |
16,873.7 |
16,951.4 |
|
| S3 |
16,755.7 |
16,805.3 |
16,940.6 |
|
| S4 |
16,637.7 |
16,687.3 |
16,908.1 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,713.3 |
17,592.7 |
17,125.5 |
|
| R3 |
17,474.3 |
17,353.7 |
17,059.7 |
|
| R2 |
17,235.3 |
17,235.3 |
17,037.8 |
|
| R1 |
17,114.7 |
17,114.7 |
17,015.9 |
17,055.5 |
| PP |
16,996.3 |
16,996.3 |
16,996.3 |
16,966.8 |
| S1 |
16,875.7 |
16,875.7 |
16,972.1 |
16,816.5 |
| S2 |
16,757.3 |
16,757.3 |
16,950.2 |
|
| S3 |
16,518.3 |
16,636.7 |
16,928.3 |
|
| S4 |
16,279.3 |
16,397.7 |
16,862.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,117.0 |
16,878.0 |
239.0 |
1.4% |
133.4 |
0.8% |
40% |
False |
False |
52,814 |
| 10 |
17,117.0 |
16,733.0 |
384.0 |
2.3% |
146.2 |
0.9% |
63% |
False |
False |
53,060 |
| 20 |
17,117.0 |
16,464.0 |
653.0 |
3.8% |
164.3 |
1.0% |
78% |
False |
False |
52,932 |
| 40 |
17,200.0 |
16,464.0 |
736.0 |
4.3% |
164.4 |
1.0% |
69% |
False |
False |
47,282 |
| 60 |
17,200.0 |
15,325.0 |
1,875.0 |
11.0% |
144.0 |
0.8% |
88% |
False |
False |
31,597 |
| 80 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
134.5 |
0.8% |
90% |
False |
False |
23,706 |
| 100 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
125.8 |
0.7% |
90% |
False |
False |
18,968 |
| 120 |
17,200.0 |
14,836.0 |
2,364.0 |
13.9% |
112.3 |
0.7% |
90% |
False |
False |
15,807 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,561.5 |
|
2.618 |
17,368.9 |
|
1.618 |
17,250.9 |
|
1.000 |
17,178.0 |
|
0.618 |
17,132.9 |
|
HIGH |
17,060.0 |
|
0.618 |
17,014.9 |
|
0.500 |
17,001.0 |
|
0.382 |
16,987.1 |
|
LOW |
16,942.0 |
|
0.618 |
16,869.1 |
|
1.000 |
16,824.0 |
|
1.618 |
16,751.1 |
|
2.618 |
16,633.1 |
|
4.250 |
16,440.5 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,001.0 |
16,986.0 |
| PP |
16,991.7 |
16,981.7 |
| S1 |
16,982.3 |
16,977.3 |
|