| Trading Metrics calculated at close of trading on 01-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
7,659.5 |
7,599.5 |
-60.0 |
-0.8% |
7,501.0 |
| High |
7,674.0 |
7,655.0 |
-19.0 |
-0.2% |
7,641.0 |
| Low |
7,587.5 |
7,582.5 |
-5.0 |
-0.1% |
7,447.0 |
| Close |
7,629.0 |
7,594.5 |
-34.5 |
-0.5% |
7,632.5 |
| Range |
86.5 |
72.5 |
-14.0 |
-16.2% |
194.0 |
| ATR |
70.8 |
70.9 |
0.1 |
0.2% |
0.0 |
| Volume |
112,843 |
73,423 |
-39,420 |
-34.9% |
438,139 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,828.0 |
7,784.0 |
7,634.5 |
|
| R3 |
7,755.5 |
7,711.5 |
7,614.5 |
|
| R2 |
7,683.0 |
7,683.0 |
7,608.0 |
|
| R1 |
7,639.0 |
7,639.0 |
7,601.0 |
7,625.0 |
| PP |
7,610.5 |
7,610.5 |
7,610.5 |
7,603.5 |
| S1 |
7,566.5 |
7,566.5 |
7,588.0 |
7,552.0 |
| S2 |
7,538.0 |
7,538.0 |
7,581.0 |
|
| S3 |
7,465.5 |
7,494.0 |
7,574.5 |
|
| S4 |
7,393.0 |
7,421.5 |
7,554.5 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
8,155.5 |
8,088.0 |
7,739.0 |
|
| R3 |
7,961.5 |
7,894.0 |
7,686.0 |
|
| R2 |
7,767.5 |
7,767.5 |
7,668.0 |
|
| R1 |
7,700.0 |
7,700.0 |
7,650.5 |
7,734.0 |
| PP |
7,573.5 |
7,573.5 |
7,573.5 |
7,590.5 |
| S1 |
7,506.0 |
7,506.0 |
7,614.5 |
7,540.0 |
| S2 |
7,379.5 |
7,379.5 |
7,597.0 |
|
| S3 |
7,185.5 |
7,312.0 |
7,579.0 |
|
| S4 |
6,991.5 |
7,118.0 |
7,526.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
7,674.0 |
7,537.5 |
136.5 |
1.8% |
68.5 |
0.9% |
42% |
False |
False |
90,647 |
| 10 |
7,674.0 |
7,443.0 |
231.0 |
3.0% |
63.5 |
0.8% |
66% |
False |
False |
86,950 |
| 20 |
7,732.5 |
7,397.5 |
335.0 |
4.4% |
69.0 |
0.9% |
59% |
False |
False |
86,541 |
| 40 |
7,795.0 |
7,397.5 |
397.5 |
5.2% |
69.0 |
0.9% |
50% |
False |
False |
92,436 |
| 60 |
7,795.0 |
7,355.0 |
440.0 |
5.8% |
57.5 |
0.8% |
54% |
False |
False |
63,427 |
| 80 |
7,795.0 |
7,319.0 |
476.0 |
6.3% |
51.0 |
0.7% |
58% |
False |
False |
47,572 |
| 100 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
43.0 |
0.6% |
54% |
False |
False |
38,118 |
| 120 |
7,830.5 |
7,319.0 |
511.5 |
6.7% |
36.0 |
0.5% |
54% |
False |
False |
31,765 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
7,963.0 |
|
2.618 |
7,845.0 |
|
1.618 |
7,772.5 |
|
1.000 |
7,727.5 |
|
0.618 |
7,700.0 |
|
HIGH |
7,655.0 |
|
0.618 |
7,627.5 |
|
0.500 |
7,619.0 |
|
0.382 |
7,610.0 |
|
LOW |
7,582.5 |
|
0.618 |
7,537.5 |
|
1.000 |
7,510.0 |
|
1.618 |
7,465.0 |
|
2.618 |
7,392.5 |
|
4.250 |
7,274.5 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
7,619.0 |
7,628.0 |
| PP |
7,610.5 |
7,617.0 |
| S1 |
7,602.5 |
7,606.0 |
|