| Trading Metrics calculated at close of trading on 09-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2024 |
09-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,051.0 |
2,049.7 |
-1.3 |
-0.1% |
2,057.9 |
| High |
2,053.8 |
2,051.9 |
-1.9 |
-0.1% |
2,061.3 |
| Low |
2,034.6 |
2,034.3 |
-0.3 |
0.0% |
2,030.8 |
| Close |
2,047.9 |
2,038.7 |
-9.2 |
-0.4% |
2,038.7 |
| Range |
19.2 |
17.6 |
-1.6 |
-8.3% |
30.5 |
| ATR |
24.3 |
23.8 |
-0.5 |
-2.0% |
0.0 |
| Volume |
137,076 |
116,031 |
-21,045 |
-15.4% |
675,553 |
|
| Daily Pivots for day following 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,094.4 |
2,084.2 |
2,048.4 |
|
| R3 |
2,076.8 |
2,066.6 |
2,043.5 |
|
| R2 |
2,059.2 |
2,059.2 |
2,041.9 |
|
| R1 |
2,049.0 |
2,049.0 |
2,040.3 |
2,045.3 |
| PP |
2,041.6 |
2,041.6 |
2,041.6 |
2,039.8 |
| S1 |
2,031.4 |
2,031.4 |
2,037.1 |
2,027.7 |
| S2 |
2,024.0 |
2,024.0 |
2,035.5 |
|
| S3 |
2,006.4 |
2,013.8 |
2,033.9 |
|
| S4 |
1,988.8 |
1,996.2 |
2,029.0 |
|
|
| Weekly Pivots for week ending 09-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,135.1 |
2,117.4 |
2,055.5 |
|
| R3 |
2,104.6 |
2,086.9 |
2,047.1 |
|
| R2 |
2,074.1 |
2,074.1 |
2,044.3 |
|
| R1 |
2,056.4 |
2,056.4 |
2,041.5 |
2,050.0 |
| PP |
2,043.6 |
2,043.6 |
2,043.6 |
2,040.4 |
| S1 |
2,025.9 |
2,025.9 |
2,035.9 |
2,019.5 |
| S2 |
2,013.1 |
2,013.1 |
2,033.1 |
|
| S3 |
1,982.6 |
1,995.4 |
2,030.3 |
|
| S4 |
1,952.1 |
1,964.9 |
2,021.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,061.3 |
2,030.8 |
30.5 |
1.5% |
19.3 |
0.9% |
26% |
False |
False |
135,110 |
| 10 |
2,083.2 |
2,030.8 |
52.4 |
2.6% |
22.9 |
1.1% |
15% |
False |
False |
179,327 |
| 20 |
2,086.8 |
2,023.3 |
63.5 |
3.1% |
23.1 |
1.1% |
24% |
False |
False |
115,113 |
| 40 |
2,118.0 |
2,007.4 |
110.6 |
5.4% |
24.1 |
1.2% |
28% |
False |
False |
67,016 |
| 60 |
2,171.5 |
1,983.0 |
188.5 |
9.2% |
25.6 |
1.3% |
30% |
False |
False |
46,905 |
| 80 |
2,171.5 |
1,965.0 |
206.5 |
10.1% |
24.9 |
1.2% |
36% |
False |
False |
35,926 |
| 100 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
23.9 |
1.2% |
57% |
False |
False |
29,172 |
| 120 |
2,171.5 |
1,861.7 |
309.8 |
15.2% |
22.3 |
1.1% |
57% |
False |
False |
24,424 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,126.7 |
|
2.618 |
2,098.0 |
|
1.618 |
2,080.4 |
|
1.000 |
2,069.5 |
|
0.618 |
2,062.8 |
|
HIGH |
2,051.9 |
|
0.618 |
2,045.2 |
|
0.500 |
2,043.1 |
|
0.382 |
2,041.0 |
|
LOW |
2,034.3 |
|
0.618 |
2,023.4 |
|
1.000 |
2,016.7 |
|
1.618 |
2,005.8 |
|
2.618 |
1,988.2 |
|
4.250 |
1,959.5 |
|
|
| Fisher Pivots for day following 09-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,043.1 |
2,047.8 |
| PP |
2,041.6 |
2,044.8 |
| S1 |
2,040.2 |
2,041.7 |
|