| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
1,942.7 |
1,961.1 |
18.4 |
0.9% |
1,985.5 |
| High |
1,963.4 |
1,971.6 |
8.2 |
0.4% |
2,025.5 |
| Low |
1,934.5 |
1,944.9 |
10.4 |
0.5% |
1,941.1 |
| Close |
1,961.0 |
1,957.5 |
-3.5 |
-0.2% |
1,970.6 |
| Range |
28.9 |
26.7 |
-2.2 |
-7.6% |
84.4 |
| ATR |
40.1 |
39.1 |
-1.0 |
-2.4% |
0.0 |
| Volume |
172,176 |
192,421 |
20,245 |
11.8% |
1,171,016 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,038.1 |
2,024.5 |
1,972.2 |
|
| R3 |
2,011.4 |
1,997.8 |
1,964.8 |
|
| R2 |
1,984.7 |
1,984.7 |
1,962.4 |
|
| R1 |
1,971.1 |
1,971.1 |
1,959.9 |
1,964.6 |
| PP |
1,958.0 |
1,958.0 |
1,958.0 |
1,954.7 |
| S1 |
1,944.4 |
1,944.4 |
1,955.1 |
1,937.9 |
| S2 |
1,931.3 |
1,931.3 |
1,952.6 |
|
| S3 |
1,904.6 |
1,917.7 |
1,950.2 |
|
| S4 |
1,877.9 |
1,891.0 |
1,942.8 |
|
|
| 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 |
1,988.3 |
1,925.4 |
62.9 |
3.2% |
36.8 |
1.9% |
51% |
False |
False |
221,463 |
| 10 |
2,025.5 |
1,925.4 |
100.1 |
5.1% |
38.1 |
1.9% |
32% |
False |
False |
213,855 |
| 20 |
2,025.5 |
1,904.8 |
120.7 |
6.2% |
39.2 |
2.0% |
44% |
False |
False |
217,391 |
| 40 |
2,097.0 |
1,887.2 |
209.8 |
10.7% |
40.8 |
2.1% |
34% |
False |
False |
235,742 |
| 60 |
2,097.0 |
1,705.7 |
391.3 |
20.0% |
38.5 |
2.0% |
64% |
False |
False |
161,463 |
| 80 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
37.2 |
1.9% |
68% |
False |
False |
121,141 |
| 100 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
36.1 |
1.8% |
68% |
False |
False |
96,946 |
| 120 |
2,097.0 |
1,656.1 |
440.9 |
22.5% |
32.9 |
1.7% |
68% |
False |
False |
80,789 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,085.1 |
|
2.618 |
2,041.5 |
|
1.618 |
2,014.8 |
|
1.000 |
1,998.3 |
|
0.618 |
1,988.1 |
|
HIGH |
1,971.6 |
|
0.618 |
1,961.4 |
|
0.500 |
1,958.3 |
|
0.382 |
1,955.1 |
|
LOW |
1,944.9 |
|
0.618 |
1,928.4 |
|
1.000 |
1,918.2 |
|
1.618 |
1,901.7 |
|
2.618 |
1,875.0 |
|
4.250 |
1,831.4 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
1,958.3 |
1,954.5 |
| PP |
1,958.0 |
1,951.5 |
| S1 |
1,957.8 |
1,948.5 |
|