| Trading Metrics calculated at close of trading on 06-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2024 |
06-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1,968.4 |
1,942.7 |
-25.7 |
-1.3% |
1,985.5 |
| High |
1,970.0 |
1,963.4 |
-6.6 |
-0.3% |
2,025.5 |
| Low |
1,925.4 |
1,934.5 |
9.1 |
0.5% |
1,941.1 |
| Close |
1,943.8 |
1,961.0 |
17.2 |
0.9% |
1,970.6 |
| Range |
44.6 |
28.9 |
-15.7 |
-35.2% |
84.4 |
| ATR |
40.9 |
40.1 |
-0.9 |
-2.1% |
0.0 |
| Volume |
209,771 |
172,176 |
-37,595 |
-17.9% |
1,171,016 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,039.7 |
2,029.2 |
1,976.9 |
|
| R3 |
2,010.8 |
2,000.3 |
1,968.9 |
|
| R2 |
1,981.9 |
1,981.9 |
1,966.3 |
|
| R1 |
1,971.4 |
1,971.4 |
1,963.6 |
1,976.7 |
| PP |
1,953.0 |
1,953.0 |
1,953.0 |
1,955.6 |
| S1 |
1,942.5 |
1,942.5 |
1,958.4 |
1,947.8 |
| S2 |
1,924.1 |
1,924.1 |
1,955.7 |
|
| S3 |
1,895.2 |
1,913.6 |
1,953.1 |
|
| S4 |
1,866.3 |
1,884.7 |
1,945.1 |
|
|
| 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 |
2,019.6 |
1,925.4 |
94.2 |
4.8% |
44.7 |
2.3% |
38% |
False |
False |
245,934 |
| 10 |
2,025.5 |
1,925.4 |
100.1 |
5.1% |
40.3 |
2.1% |
36% |
False |
False |
216,190 |
| 20 |
2,025.5 |
1,904.8 |
120.7 |
6.2% |
39.6 |
2.0% |
47% |
False |
False |
216,728 |
| 40 |
2,097.0 |
1,879.0 |
218.0 |
11.1% |
41.0 |
2.1% |
38% |
False |
False |
235,644 |
| 60 |
2,097.0 |
1,705.7 |
391.3 |
20.0% |
38.8 |
2.0% |
65% |
False |
False |
158,259 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
37.6 |
1.9% |
69% |
False |
False |
118,738 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
36.0 |
1.8% |
69% |
False |
False |
95,021 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
32.9 |
1.7% |
69% |
False |
False |
79,185 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,086.2 |
|
2.618 |
2,039.1 |
|
1.618 |
2,010.2 |
|
1.000 |
1,992.3 |
|
0.618 |
1,981.3 |
|
HIGH |
1,963.4 |
|
0.618 |
1,952.4 |
|
0.500 |
1,949.0 |
|
0.382 |
1,945.5 |
|
LOW |
1,934.5 |
|
0.618 |
1,916.6 |
|
1.000 |
1,905.6 |
|
1.618 |
1,887.7 |
|
2.618 |
1,858.8 |
|
4.250 |
1,811.7 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,957.0 |
1,959.6 |
| PP |
1,953.0 |
1,958.2 |
| S1 |
1,949.0 |
1,956.9 |
|