| 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 |
2,091.8 |
2,076.2 |
-15.6 |
-0.7% |
2,061.1 |
| High |
2,094.1 |
2,077.6 |
-16.5 |
-0.8% |
2,102.5 |
| Low |
2,064.0 |
2,050.7 |
-13.3 |
-0.6% |
2,057.9 |
| Close |
2,073.4 |
2,062.7 |
-10.7 |
-0.5% |
2,073.4 |
| Range |
30.1 |
26.9 |
-3.2 |
-10.6% |
44.6 |
| ATR |
25.3 |
25.4 |
0.1 |
0.4% |
0.0 |
| Volume |
12,906 |
6,966 |
-5,940 |
-46.0% |
40,461 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,144.4 |
2,130.4 |
2,077.5 |
|
| R3 |
2,117.5 |
2,103.5 |
2,070.1 |
|
| R2 |
2,090.6 |
2,090.6 |
2,067.6 |
|
| R1 |
2,076.6 |
2,076.6 |
2,065.2 |
2,070.2 |
| PP |
2,063.7 |
2,063.7 |
2,063.7 |
2,060.4 |
| S1 |
2,049.7 |
2,049.7 |
2,060.2 |
2,043.3 |
| S2 |
2,036.8 |
2,036.8 |
2,057.8 |
|
| S3 |
2,009.9 |
2,022.8 |
2,055.3 |
|
| S4 |
1,983.0 |
1,995.9 |
2,047.9 |
|
|
| 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 |
2,050.7 |
51.8 |
2.5% |
27.8 |
1.3% |
23% |
False |
True |
8,399 |
| 10 |
2,102.5 |
2,044.0 |
58.5 |
2.8% |
23.1 |
1.1% |
32% |
False |
False |
6,432 |
| 20 |
2,105.2 |
2,044.0 |
61.2 |
3.0% |
24.1 |
1.2% |
31% |
False |
False |
5,300 |
| 40 |
2,137.5 |
2,027.3 |
110.2 |
5.3% |
24.3 |
1.2% |
32% |
False |
False |
4,098 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
25.2 |
1.2% |
35% |
False |
False |
3,665 |
| 80 |
2,191.2 |
1,929.1 |
262.1 |
12.7% |
25.0 |
1.2% |
51% |
False |
False |
3,333 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
23.2 |
1.1% |
59% |
False |
False |
2,841 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.1% |
21.7 |
1.1% |
59% |
False |
False |
2,418 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,191.9 |
|
2.618 |
2,148.0 |
|
1.618 |
2,121.1 |
|
1.000 |
2,104.5 |
|
0.618 |
2,094.2 |
|
HIGH |
2,077.6 |
|
0.618 |
2,067.3 |
|
0.500 |
2,064.2 |
|
0.382 |
2,061.0 |
|
LOW |
2,050.7 |
|
0.618 |
2,034.1 |
|
1.000 |
2,023.8 |
|
1.618 |
2,007.2 |
|
2.618 |
1,980.3 |
|
4.250 |
1,936.4 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,064.2 |
2,076.6 |
| PP |
2,063.7 |
2,072.0 |
| S1 |
2,063.2 |
2,067.3 |
|