| 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 |
2,057.9 |
2,041.4 |
-16.5 |
-0.8% |
2,043.0 |
| High |
2,059.1 |
2,055.3 |
-3.8 |
-0.2% |
2,083.2 |
| Low |
2,030.8 |
2,038.8 |
8.0 |
0.4% |
2,037.7 |
| Close |
2,042.9 |
2,051.4 |
8.5 |
0.4% |
2,053.7 |
| Range |
28.3 |
16.5 |
-11.8 |
-41.7% |
45.5 |
| ATR |
26.1 |
25.4 |
-0.7 |
-2.6% |
0.0 |
| Volume |
170,431 |
126,384 |
-44,047 |
-25.8% |
1,117,726 |
|
| Daily Pivots for day following 06-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,098.0 |
2,091.2 |
2,060.5 |
|
| R3 |
2,081.5 |
2,074.7 |
2,055.9 |
|
| R2 |
2,065.0 |
2,065.0 |
2,054.4 |
|
| R1 |
2,058.2 |
2,058.2 |
2,052.9 |
2,061.6 |
| PP |
2,048.5 |
2,048.5 |
2,048.5 |
2,050.2 |
| S1 |
2,041.7 |
2,041.7 |
2,049.9 |
2,045.1 |
| S2 |
2,032.0 |
2,032.0 |
2,048.4 |
|
| S3 |
2,015.5 |
2,025.2 |
2,046.9 |
|
| S4 |
1,999.0 |
2,008.7 |
2,042.3 |
|
|
| 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% |
27.6 |
1.3% |
39% |
False |
False |
203,181 |
| 10 |
2,083.2 |
2,023.3 |
59.9 |
2.9% |
23.7 |
1.2% |
47% |
False |
False |
167,288 |
| 20 |
2,086.8 |
2,023.3 |
63.5 |
3.1% |
24.2 |
1.2% |
44% |
False |
False |
105,386 |
| 40 |
2,118.0 |
2,007.4 |
110.6 |
5.4% |
25.1 |
1.2% |
40% |
False |
False |
58,207 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.8 |
1.3% |
39% |
False |
False |
40,769 |
| 80 |
2,171.5 |
1,919.1 |
252.4 |
12.3% |
25.5 |
1.2% |
52% |
False |
False |
31,309 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
23.8 |
1.2% |
61% |
False |
False |
25,407 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
22.2 |
1.1% |
61% |
False |
False |
21,277 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,125.4 |
|
2.618 |
2,098.5 |
|
1.618 |
2,082.0 |
|
1.000 |
2,071.8 |
|
0.618 |
2,065.5 |
|
HIGH |
2,055.3 |
|
0.618 |
2,049.0 |
|
0.500 |
2,047.1 |
|
0.382 |
2,045.1 |
|
LOW |
2,038.8 |
|
0.618 |
2,028.6 |
|
1.000 |
2,022.3 |
|
1.618 |
2,012.1 |
|
2.618 |
1,995.6 |
|
4.250 |
1,968.7 |
|
|
| Fisher Pivots for day following 06-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,050.0 |
2,052.8 |
| PP |
2,048.5 |
2,052.3 |
| S1 |
2,047.1 |
2,051.9 |
|