| 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 |
2,076.9 |
2,091.8 |
14.9 |
0.7% |
2,061.1 |
| High |
2,102.5 |
2,094.1 |
-8.4 |
-0.4% |
2,102.5 |
| Low |
2,066.0 |
2,064.0 |
-2.0 |
-0.1% |
2,057.9 |
| Close |
2,090.6 |
2,073.4 |
-17.2 |
-0.8% |
2,073.4 |
| Range |
36.5 |
30.1 |
-6.4 |
-17.5% |
44.6 |
| ATR |
25.0 |
25.3 |
0.4 |
1.5% |
0.0 |
| Volume |
9,168 |
12,906 |
3,738 |
40.8% |
40,461 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,167.5 |
2,150.5 |
2,090.0 |
|
| R3 |
2,137.4 |
2,120.4 |
2,081.7 |
|
| R2 |
2,107.3 |
2,107.3 |
2,078.9 |
|
| R1 |
2,090.3 |
2,090.3 |
2,076.2 |
2,083.8 |
| PP |
2,077.2 |
2,077.2 |
2,077.2 |
2,073.9 |
| S1 |
2,060.2 |
2,060.2 |
2,070.6 |
2,053.7 |
| S2 |
2,047.1 |
2,047.1 |
2,067.9 |
|
| S3 |
2,017.0 |
2,030.1 |
2,065.1 |
|
| S4 |
1,986.9 |
2,000.0 |
2,056.8 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,211.7 |
2,187.2 |
2,097.9 |
|
| R3 |
2,167.1 |
2,142.6 |
2,085.7 |
|
| R2 |
2,122.5 |
2,122.5 |
2,081.6 |
|
| R1 |
2,098.0 |
2,098.0 |
2,077.5 |
2,110.3 |
| PP |
2,077.9 |
2,077.9 |
2,077.9 |
2,084.1 |
| S1 |
2,053.4 |
2,053.4 |
2,069.3 |
2,065.7 |
| S2 |
2,033.3 |
2,033.3 |
2,065.2 |
|
| S3 |
1,988.7 |
2,008.8 |
2,061.1 |
|
| S4 |
1,944.1 |
1,964.2 |
2,048.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,102.5 |
2,057.9 |
44.6 |
2.2% |
25.9 |
1.2% |
35% |
False |
False |
8,092 |
| 10 |
2,102.5 |
2,044.0 |
58.5 |
2.8% |
22.0 |
1.1% |
50% |
False |
False |
5,999 |
| 20 |
2,110.2 |
2,044.0 |
66.2 |
3.2% |
24.8 |
1.2% |
44% |
False |
False |
5,096 |
| 40 |
2,137.5 |
2,027.3 |
110.2 |
5.3% |
24.0 |
1.2% |
42% |
False |
False |
3,986 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
25.1 |
1.2% |
40% |
False |
False |
3,614 |
| 80 |
2,191.2 |
1,923.5 |
267.7 |
12.9% |
24.8 |
1.2% |
56% |
False |
False |
3,258 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
23.1 |
1.1% |
62% |
False |
False |
2,778 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
21.5 |
1.0% |
62% |
False |
False |
2,362 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,222.0 |
|
2.618 |
2,172.9 |
|
1.618 |
2,142.8 |
|
1.000 |
2,124.2 |
|
0.618 |
2,112.7 |
|
HIGH |
2,094.1 |
|
0.618 |
2,082.6 |
|
0.500 |
2,079.1 |
|
0.382 |
2,075.5 |
|
LOW |
2,064.0 |
|
0.618 |
2,045.4 |
|
1.000 |
2,033.9 |
|
1.618 |
2,015.3 |
|
2.618 |
1,985.2 |
|
4.250 |
1,936.1 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,079.1 |
2,083.3 |
| PP |
2,077.2 |
2,080.0 |
| S1 |
2,075.3 |
2,076.7 |
|