| 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 |
2,057.9 |
2,072.0 |
14.1 |
0.7% |
2,043.0 |
| High |
2,083.2 |
2,074.7 |
-8.5 |
-0.4% |
2,083.2 |
| Low |
2,046.4 |
2,044.2 |
-2.2 |
-0.1% |
2,037.7 |
| Close |
2,071.1 |
2,053.7 |
-17.4 |
-0.8% |
2,053.7 |
| Range |
36.8 |
30.5 |
-6.3 |
-17.1% |
45.5 |
| ATR |
25.6 |
25.9 |
0.4 |
1.4% |
0.0 |
| Volume |
260,921 |
219,800 |
-41,121 |
-15.8% |
1,117,726 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,149.0 |
2,131.9 |
2,070.5 |
|
| R3 |
2,118.5 |
2,101.4 |
2,062.1 |
|
| R2 |
2,088.0 |
2,088.0 |
2,059.3 |
|
| R1 |
2,070.9 |
2,070.9 |
2,056.5 |
2,064.2 |
| PP |
2,057.5 |
2,057.5 |
2,057.5 |
2,054.2 |
| S1 |
2,040.4 |
2,040.4 |
2,050.9 |
2,033.7 |
| S2 |
2,027.0 |
2,027.0 |
2,048.1 |
|
| S3 |
1,996.5 |
2,009.9 |
2,045.3 |
|
| S4 |
1,966.0 |
1,979.4 |
2,036.9 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,194.7 |
2,169.7 |
2,078.7 |
|
| R3 |
2,149.2 |
2,124.2 |
2,066.2 |
|
| R2 |
2,103.7 |
2,103.7 |
2,062.0 |
|
| R1 |
2,078.7 |
2,078.7 |
2,057.9 |
2,091.2 |
| PP |
2,058.2 |
2,058.2 |
2,058.2 |
2,064.5 |
| S1 |
2,033.2 |
2,033.2 |
2,049.5 |
2,045.7 |
| S2 |
2,012.7 |
2,012.7 |
2,045.4 |
|
| S3 |
1,967.2 |
1,987.7 |
2,041.2 |
|
| S4 |
1,921.7 |
1,942.2 |
2,028.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,083.2 |
2,037.7 |
45.5 |
2.2% |
26.5 |
1.3% |
35% |
False |
False |
223,545 |
| 10 |
2,083.2 |
2,023.3 |
59.9 |
2.9% |
22.8 |
1.1% |
51% |
False |
False |
145,818 |
| 20 |
2,090.7 |
2,023.3 |
67.4 |
3.3% |
25.5 |
1.2% |
45% |
False |
False |
93,795 |
| 40 |
2,118.0 |
2,007.4 |
110.6 |
5.4% |
24.9 |
1.2% |
42% |
False |
False |
51,159 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.8 |
1.3% |
40% |
False |
False |
35,971 |
| 80 |
2,171.5 |
1,904.1 |
267.4 |
13.0% |
25.3 |
1.2% |
56% |
False |
False |
27,671 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
23.6 |
1.1% |
62% |
False |
False |
22,462 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
22.0 |
1.1% |
62% |
False |
False |
18,809 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,204.3 |
|
2.618 |
2,154.5 |
|
1.618 |
2,124.0 |
|
1.000 |
2,105.2 |
|
0.618 |
2,093.5 |
|
HIGH |
2,074.7 |
|
0.618 |
2,063.0 |
|
0.500 |
2,059.5 |
|
0.382 |
2,055.9 |
|
LOW |
2,044.2 |
|
0.618 |
2,025.4 |
|
1.000 |
2,013.7 |
|
1.618 |
1,994.9 |
|
2.618 |
1,964.4 |
|
4.250 |
1,914.6 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,059.5 |
2,063.7 |
| PP |
2,057.5 |
2,060.4 |
| S1 |
2,055.6 |
2,057.0 |
|