| Trading Metrics calculated at close of trading on 07-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2024 |
07-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,061.4 |
2,072.0 |
10.6 |
0.5% |
2,061.1 |
| High |
2,074.9 |
2,080.9 |
6.0 |
0.3% |
2,102.5 |
| Low |
2,058.7 |
2,066.2 |
7.5 |
0.4% |
2,057.9 |
| Close |
2,071.2 |
2,071.5 |
0.3 |
0.0% |
2,073.4 |
| Range |
16.2 |
14.7 |
-1.5 |
-9.3% |
44.6 |
| ATR |
24.8 |
24.1 |
-0.7 |
-2.9% |
0.0 |
| Volume |
4,476 |
5,893 |
1,417 |
31.7% |
40,461 |
|
| Daily Pivots for day following 07-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,117.0 |
2,108.9 |
2,079.6 |
|
| R3 |
2,102.3 |
2,094.2 |
2,075.5 |
|
| R2 |
2,087.6 |
2,087.6 |
2,074.2 |
|
| R1 |
2,079.5 |
2,079.5 |
2,072.8 |
2,076.2 |
| PP |
2,072.9 |
2,072.9 |
2,072.9 |
2,071.2 |
| S1 |
2,064.8 |
2,064.8 |
2,070.2 |
2,061.5 |
| S2 |
2,058.2 |
2,058.2 |
2,068.8 |
|
| S3 |
2,043.5 |
2,050.1 |
2,067.5 |
|
| S4 |
2,028.8 |
2,035.4 |
2,063.4 |
|
|
| 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% |
24.9 |
1.2% |
40% |
False |
False |
7,881 |
| 10 |
2,102.5 |
2,044.0 |
58.5 |
2.8% |
21.8 |
1.1% |
47% |
False |
False |
6,614 |
| 20 |
2,105.2 |
2,044.0 |
61.2 |
3.0% |
23.4 |
1.1% |
45% |
False |
False |
5,469 |
| 40 |
2,137.5 |
2,027.3 |
110.2 |
5.3% |
23.6 |
1.1% |
40% |
False |
False |
4,140 |
| 60 |
2,191.2 |
1,994.8 |
196.4 |
9.5% |
25.0 |
1.2% |
39% |
False |
False |
3,694 |
| 80 |
2,191.2 |
1,940.0 |
251.2 |
12.1% |
24.9 |
1.2% |
52% |
False |
False |
3,447 |
| 100 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
23.3 |
1.1% |
62% |
False |
False |
2,926 |
| 120 |
2,191.2 |
1,879.5 |
311.7 |
15.0% |
21.7 |
1.0% |
62% |
False |
False |
2,502 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,143.4 |
|
2.618 |
2,119.4 |
|
1.618 |
2,104.7 |
|
1.000 |
2,095.6 |
|
0.618 |
2,090.0 |
|
HIGH |
2,080.9 |
|
0.618 |
2,075.3 |
|
0.500 |
2,073.6 |
|
0.382 |
2,071.8 |
|
LOW |
2,066.2 |
|
0.618 |
2,057.1 |
|
1.000 |
2,051.5 |
|
1.618 |
2,042.4 |
|
2.618 |
2,027.7 |
|
4.250 |
2,003.7 |
|
|
| Fisher Pivots for day following 07-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,073.6 |
2,069.6 |
| PP |
2,072.9 |
2,067.7 |
| S1 |
2,072.2 |
2,065.8 |
|