| Trading Metrics calculated at close of trading on 08-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2024 |
08-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,052.6 |
2,051.0 |
-1.6 |
-0.1% |
2,043.0 |
| High |
2,061.3 |
2,053.8 |
-7.5 |
-0.4% |
2,083.2 |
| Low |
2,046.4 |
2,034.6 |
-11.8 |
-0.6% |
2,037.7 |
| Close |
2,051.7 |
2,047.9 |
-3.8 |
-0.2% |
2,053.7 |
| Range |
14.9 |
19.2 |
4.3 |
28.9% |
45.5 |
| ATR |
24.7 |
24.3 |
-0.4 |
-1.6% |
0.0 |
| Volume |
125,631 |
137,076 |
11,445 |
9.1% |
1,117,726 |
|
| Daily Pivots for day following 08-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,103.0 |
2,094.7 |
2,058.5 |
|
| R3 |
2,083.8 |
2,075.5 |
2,053.2 |
|
| R2 |
2,064.6 |
2,064.6 |
2,051.4 |
|
| R1 |
2,056.3 |
2,056.3 |
2,049.7 |
2,050.9 |
| PP |
2,045.4 |
2,045.4 |
2,045.4 |
2,042.7 |
| S1 |
2,037.1 |
2,037.1 |
2,046.1 |
2,031.7 |
| S2 |
2,026.2 |
2,026.2 |
2,044.4 |
|
| S3 |
2,007.0 |
2,017.9 |
2,042.6 |
|
| S4 |
1,987.8 |
1,998.7 |
2,037.3 |
|
|
| 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 |
2,074.7 |
2,030.8 |
43.9 |
2.1% |
21.9 |
1.1% |
39% |
False |
False |
155,864 |
| 10 |
2,083.2 |
2,030.8 |
52.4 |
2.6% |
22.4 |
1.1% |
33% |
False |
False |
176,469 |
| 20 |
2,086.8 |
2,023.3 |
63.5 |
3.1% |
24.1 |
1.2% |
39% |
False |
False |
112,590 |
| 40 |
2,118.0 |
2,007.4 |
110.6 |
5.4% |
24.1 |
1.2% |
37% |
False |
False |
64,260 |
| 60 |
2,171.5 |
1,975.1 |
196.4 |
9.6% |
25.6 |
1.2% |
37% |
False |
False |
45,020 |
| 80 |
2,171.5 |
1,961.6 |
209.9 |
10.2% |
24.9 |
1.2% |
41% |
False |
False |
34,497 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
23.8 |
1.2% |
60% |
False |
False |
28,019 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.1% |
22.2 |
1.1% |
60% |
False |
False |
23,462 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,135.4 |
|
2.618 |
2,104.1 |
|
1.618 |
2,084.9 |
|
1.000 |
2,073.0 |
|
0.618 |
2,065.7 |
|
HIGH |
2,053.8 |
|
0.618 |
2,046.5 |
|
0.500 |
2,044.2 |
|
0.382 |
2,041.9 |
|
LOW |
2,034.6 |
|
0.618 |
2,022.7 |
|
1.000 |
2,015.4 |
|
1.618 |
2,003.5 |
|
2.618 |
1,984.3 |
|
4.250 |
1,953.0 |
|
|
| Fisher Pivots for day following 08-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,046.7 |
2,048.0 |
| PP |
2,045.4 |
2,047.9 |
| S1 |
2,044.2 |
2,047.9 |
|