| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1,959.8 |
1,982.8 |
23.0 |
1.2% |
1,985.5 |
| High |
1,985.9 |
1,988.3 |
2.4 |
0.1% |
2,025.5 |
| Low |
1,941.1 |
1,949.4 |
8.3 |
0.4% |
1,941.1 |
| Close |
1,982.6 |
1,970.6 |
-12.0 |
-0.6% |
1,970.6 |
| Range |
44.8 |
38.9 |
-5.9 |
-13.2% |
84.4 |
| ATR |
40.7 |
40.6 |
-0.1 |
-0.3% |
0.0 |
| Volume |
284,422 |
248,525 |
-35,897 |
-12.6% |
1,171,016 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,086.1 |
2,067.3 |
1,992.0 |
|
| R3 |
2,047.2 |
2,028.4 |
1,981.3 |
|
| R2 |
2,008.3 |
2,008.3 |
1,977.7 |
|
| R1 |
1,989.5 |
1,989.5 |
1,974.2 |
1,979.5 |
| PP |
1,969.4 |
1,969.4 |
1,969.4 |
1,964.4 |
| S1 |
1,950.6 |
1,950.6 |
1,967.0 |
1,940.6 |
| S2 |
1,930.5 |
1,930.5 |
1,963.5 |
|
| S3 |
1,891.6 |
1,911.7 |
1,959.9 |
|
| S4 |
1,852.7 |
1,872.8 |
1,949.2 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,232.3 |
2,185.8 |
2,017.0 |
|
| R3 |
2,147.9 |
2,101.4 |
1,993.8 |
|
| R2 |
2,063.5 |
2,063.5 |
1,986.1 |
|
| R1 |
2,017.0 |
2,017.0 |
1,978.3 |
1,998.1 |
| PP |
1,979.1 |
1,979.1 |
1,979.1 |
1,969.6 |
| S1 |
1,932.6 |
1,932.6 |
1,962.9 |
1,913.7 |
| S2 |
1,894.7 |
1,894.7 |
1,955.1 |
|
| S3 |
1,810.3 |
1,848.2 |
1,947.4 |
|
| S4 |
1,725.9 |
1,763.8 |
1,924.2 |
|
|
| 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% |
44.0 |
2.2% |
35% |
False |
False |
234,203 |
| 10 |
2,025.5 |
1,941.1 |
84.4 |
4.3% |
40.8 |
2.1% |
35% |
False |
False |
223,878 |
| 20 |
2,025.5 |
1,904.8 |
120.7 |
6.1% |
41.0 |
2.1% |
55% |
False |
False |
219,502 |
| 40 |
2,097.0 |
1,865.5 |
231.5 |
11.7% |
40.8 |
2.1% |
45% |
False |
False |
227,142 |
| 60 |
2,097.0 |
1,705.7 |
391.3 |
19.9% |
38.3 |
1.9% |
68% |
False |
False |
151,900 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
37.5 |
1.9% |
71% |
False |
False |
113,966 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
35.6 |
1.8% |
71% |
False |
False |
91,202 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.4% |
32.7 |
1.7% |
71% |
False |
False |
76,003 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,153.6 |
|
2.618 |
2,090.1 |
|
1.618 |
2,051.2 |
|
1.000 |
2,027.2 |
|
0.618 |
2,012.3 |
|
HIGH |
1,988.3 |
|
0.618 |
1,973.4 |
|
0.500 |
1,968.9 |
|
0.382 |
1,964.3 |
|
LOW |
1,949.4 |
|
0.618 |
1,925.4 |
|
1.000 |
1,910.5 |
|
1.618 |
1,886.5 |
|
2.618 |
1,847.6 |
|
4.250 |
1,784.1 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,970.0 |
1,980.4 |
| PP |
1,969.4 |
1,977.1 |
| S1 |
1,968.9 |
1,973.9 |
|