Trading Metrics calculated at close of trading on 01-Feb-2024 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2024 |
01-Feb-2024 |
Change |
Change % |
Previous Week |
Open |
4,620.0 |
4,605.0 |
-15.0 |
-0.3% |
4,460.0 |
High |
4,620.0 |
4,617.0 |
-3.0 |
-0.1% |
4,606.0 |
Low |
4,601.0 |
4,590.0 |
-11.0 |
-0.2% |
4,431.0 |
Close |
4,612.0 |
4,596.0 |
-16.0 |
-0.3% |
4,602.0 |
Range |
19.0 |
27.0 |
8.0 |
42.1% |
175.0 |
ATR |
40.9 |
39.9 |
-1.0 |
-2.4% |
0.0 |
Volume |
5,023 |
5,040 |
17 |
0.3% |
3,779 |
|
Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,682.0 |
4,666.0 |
4,610.9 |
|
R3 |
4,655.0 |
4,639.0 |
4,603.4 |
|
R2 |
4,628.0 |
4,628.0 |
4,601.0 |
|
R1 |
4,612.0 |
4,612.0 |
4,598.5 |
4,606.5 |
PP |
4,601.0 |
4,601.0 |
4,601.0 |
4,598.3 |
S1 |
4,585.0 |
4,585.0 |
4,593.5 |
4,579.5 |
S2 |
4,574.0 |
4,574.0 |
4,591.1 |
|
S3 |
4,547.0 |
4,558.0 |
4,588.6 |
|
S4 |
4,520.0 |
4,531.0 |
4,581.2 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,071.3 |
5,011.7 |
4,698.3 |
|
R3 |
4,896.3 |
4,836.7 |
4,650.1 |
|
R2 |
4,721.3 |
4,721.3 |
4,634.1 |
|
R1 |
4,661.7 |
4,661.7 |
4,618.0 |
4,691.5 |
PP |
4,546.3 |
4,546.3 |
4,546.3 |
4,561.3 |
S1 |
4,486.7 |
4,486.7 |
4,586.0 |
4,516.5 |
S2 |
4,371.3 |
4,371.3 |
4,569.9 |
|
S3 |
4,196.3 |
4,311.7 |
4,553.9 |
|
S4 |
4,021.3 |
4,136.7 |
4,505.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
4,632.0 |
4,561.0 |
71.0 |
1.5% |
25.0 |
0.5% |
49% |
False |
False |
7,347 |
10 |
4,632.0 |
4,403.0 |
229.0 |
5.0% |
33.9 |
0.7% |
84% |
False |
False |
4,046 |
20 |
4,632.0 |
4,352.0 |
280.0 |
6.1% |
32.3 |
0.7% |
87% |
False |
False |
2,047 |
40 |
4,632.0 |
4,352.0 |
280.0 |
6.1% |
30.3 |
0.7% |
87% |
False |
False |
1,101 |
60 |
4,632.0 |
4,139.0 |
493.0 |
10.7% |
20.7 |
0.4% |
93% |
False |
False |
734 |
80 |
4,632.0 |
4,007.0 |
625.0 |
13.6% |
15.9 |
0.3% |
94% |
False |
False |
552 |
100 |
4,632.0 |
4,007.0 |
625.0 |
13.6% |
12.7 |
0.3% |
94% |
False |
False |
442 |
120 |
4,632.0 |
4,007.0 |
625.0 |
13.6% |
10.6 |
0.2% |
94% |
False |
False |
368 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,731.8 |
2.618 |
4,687.7 |
1.618 |
4,660.7 |
1.000 |
4,644.0 |
0.618 |
4,633.7 |
HIGH |
4,617.0 |
0.618 |
4,606.7 |
0.500 |
4,603.5 |
0.382 |
4,600.3 |
LOW |
4,590.0 |
0.618 |
4,573.3 |
1.000 |
4,563.0 |
1.618 |
4,546.3 |
2.618 |
4,519.3 |
4.250 |
4,475.3 |
|
|
Fisher Pivots for day following 01-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,603.5 |
4,611.0 |
PP |
4,601.0 |
4,606.0 |
S1 |
4,598.5 |
4,601.0 |
|