| 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 |
2,009.5 |
1,959.8 |
-49.7 |
-2.5% |
1,957.6 |
| High |
2,019.6 |
1,985.9 |
-33.7 |
-1.7% |
2,017.2 |
| Low |
1,953.5 |
1,941.1 |
-12.4 |
-0.6% |
1,957.4 |
| Close |
1,955.9 |
1,982.6 |
26.7 |
1.4% |
1,988.5 |
| Range |
66.1 |
44.8 |
-21.3 |
-32.2% |
59.8 |
| ATR |
40.4 |
40.7 |
0.3 |
0.8% |
0.0 |
| Volume |
314,780 |
284,422 |
-30,358 |
-9.6% |
1,067,770 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,104.3 |
2,088.2 |
2,007.2 |
|
| R3 |
2,059.5 |
2,043.4 |
1,994.9 |
|
| R2 |
2,014.7 |
2,014.7 |
1,990.8 |
|
| R1 |
1,998.6 |
1,998.6 |
1,986.7 |
2,006.7 |
| PP |
1,969.9 |
1,969.9 |
1,969.9 |
1,973.9 |
| S1 |
1,953.8 |
1,953.8 |
1,978.5 |
1,961.9 |
| S2 |
1,925.1 |
1,925.1 |
1,974.4 |
|
| S3 |
1,880.3 |
1,909.0 |
1,970.3 |
|
| S4 |
1,835.5 |
1,864.2 |
1,958.0 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.1 |
2,137.6 |
2,021.4 |
|
| R3 |
2,107.3 |
2,077.8 |
2,004.9 |
|
| R2 |
2,047.5 |
2,047.5 |
1,999.5 |
|
| R1 |
2,018.0 |
2,018.0 |
1,994.0 |
2,032.8 |
| PP |
1,987.7 |
1,987.7 |
1,987.7 |
1,995.1 |
| S1 |
1,958.2 |
1,958.2 |
1,983.0 |
1,973.0 |
| S2 |
1,927.9 |
1,927.9 |
1,977.5 |
|
| S3 |
1,868.1 |
1,898.4 |
1,972.1 |
|
| S4 |
1,808.3 |
1,838.6 |
1,955.6 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,025.5 |
1,941.1 |
84.4 |
4.3% |
41.4 |
2.1% |
49% |
False |
True |
220,425 |
| 10 |
2,025.5 |
1,921.3 |
104.2 |
5.3% |
40.6 |
2.0% |
59% |
False |
False |
220,081 |
| 20 |
2,025.5 |
1,904.8 |
120.7 |
6.1% |
40.3 |
2.0% |
64% |
False |
False |
218,302 |
| 40 |
2,097.0 |
1,865.5 |
231.5 |
11.7% |
40.6 |
2.0% |
51% |
False |
False |
221,227 |
| 60 |
2,097.0 |
1,705.7 |
391.3 |
19.7% |
38.3 |
1.9% |
71% |
False |
False |
147,759 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
37.5 |
1.9% |
74% |
False |
False |
110,861 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
35.3 |
1.8% |
74% |
False |
False |
88,717 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.2% |
32.5 |
1.6% |
74% |
False |
False |
73,932 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,176.3 |
|
2.618 |
2,103.2 |
|
1.618 |
2,058.4 |
|
1.000 |
2,030.7 |
|
0.618 |
2,013.6 |
|
HIGH |
1,985.9 |
|
0.618 |
1,968.8 |
|
0.500 |
1,963.5 |
|
0.382 |
1,958.2 |
|
LOW |
1,941.1 |
|
0.618 |
1,913.4 |
|
1.000 |
1,896.3 |
|
1.618 |
1,868.6 |
|
2.618 |
1,823.8 |
|
4.250 |
1,750.7 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,976.2 |
1,983.3 |
| PP |
1,969.9 |
1,983.1 |
| S1 |
1,963.5 |
1,982.8 |
|