| Trading Metrics calculated at close of trading on 05-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2024 |
05-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,072.0 |
2,057.9 |
-14.1 |
-0.7% |
2,043.0 |
| High |
2,074.7 |
2,059.1 |
-15.6 |
-0.8% |
2,083.2 |
| Low |
2,044.2 |
2,030.8 |
-13.4 |
-0.7% |
2,037.7 |
| Close |
2,053.7 |
2,042.9 |
-10.8 |
-0.5% |
2,053.7 |
| Range |
30.5 |
28.3 |
-2.2 |
-7.2% |
45.5 |
| ATR |
25.9 |
26.1 |
0.2 |
0.7% |
0.0 |
| Volume |
219,800 |
170,431 |
-49,369 |
-22.5% |
1,117,726 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,129.2 |
2,114.3 |
2,058.5 |
|
| R3 |
2,100.9 |
2,086.0 |
2,050.7 |
|
| R2 |
2,072.6 |
2,072.6 |
2,048.1 |
|
| R1 |
2,057.7 |
2,057.7 |
2,045.5 |
2,051.0 |
| PP |
2,044.3 |
2,044.3 |
2,044.3 |
2,040.9 |
| S1 |
2,029.4 |
2,029.4 |
2,040.3 |
2,022.7 |
| S2 |
2,016.0 |
2,016.0 |
2,037.7 |
|
| S3 |
1,987.7 |
2,001.1 |
2,035.1 |
|
| S4 |
1,959.4 |
1,972.8 |
2,027.3 |
|
|
| 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 |
2,030.8 |
52.4 |
2.6% |
28.5 |
1.4% |
23% |
False |
True |
220,823 |
| 10 |
2,083.2 |
2,023.3 |
59.9 |
2.9% |
23.9 |
1.2% |
33% |
False |
False |
159,218 |
| 20 |
2,086.8 |
2,023.3 |
63.5 |
3.1% |
24.9 |
1.2% |
31% |
False |
False |
101,337 |
| 40 |
2,118.0 |
2,007.4 |
110.6 |
5.4% |
25.2 |
1.2% |
32% |
False |
False |
55,261 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.9 |
1.3% |
35% |
False |
False |
38,739 |
| 80 |
2,171.5 |
1,909.6 |
261.9 |
12.8% |
25.5 |
1.2% |
51% |
False |
False |
29,760 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
23.7 |
1.2% |
58% |
False |
False |
24,152 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.2 |
1.1% |
58% |
False |
False |
20,227 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,179.4 |
|
2.618 |
2,133.2 |
|
1.618 |
2,104.9 |
|
1.000 |
2,087.4 |
|
0.618 |
2,076.6 |
|
HIGH |
2,059.1 |
|
0.618 |
2,048.3 |
|
0.500 |
2,045.0 |
|
0.382 |
2,041.6 |
|
LOW |
2,030.8 |
|
0.618 |
2,013.3 |
|
1.000 |
2,002.5 |
|
1.618 |
1,985.0 |
|
2.618 |
1,956.7 |
|
4.250 |
1,910.5 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,045.0 |
2,057.0 |
| PP |
2,044.3 |
2,052.3 |
| S1 |
2,043.6 |
2,047.6 |
|