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 |
4,988.00 |
4,931.25 |
-56.75 |
-1.1% |
4,929.00 |
High |
4,993.50 |
5,019.50 |
26.00 |
0.5% |
4,990.25 |
Low |
4,921.00 |
4,929.00 |
8.00 |
0.2% |
4,927.50 |
Close |
4,925.25 |
4,983.50 |
58.25 |
1.2% |
4,972.50 |
Range |
72.50 |
90.50 |
18.00 |
24.8% |
62.75 |
ATR |
46.30 |
49.72 |
3.43 |
7.4% |
0.00 |
Volume |
9,122 |
9,020 |
-102 |
-1.1% |
32,044 |
|
Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,248.75 |
5,206.75 |
5,033.25 |
|
R3 |
5,158.25 |
5,116.25 |
5,008.50 |
|
R2 |
5,067.75 |
5,067.75 |
5,000.00 |
|
R1 |
5,025.75 |
5,025.75 |
4,991.75 |
5,046.75 |
PP |
4,977.25 |
4,977.25 |
4,977.25 |
4,988.00 |
S1 |
4,935.25 |
4,935.25 |
4,975.25 |
4,956.25 |
S2 |
4,886.75 |
4,886.75 |
4,967.00 |
|
S3 |
4,796.25 |
4,844.75 |
4,958.50 |
|
S4 |
4,705.75 |
4,754.25 |
4,933.75 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
5,151.75 |
5,124.75 |
5,007.00 |
|
R3 |
5,089.00 |
5,062.00 |
4,989.75 |
|
R2 |
5,026.25 |
5,026.25 |
4,984.00 |
|
R1 |
4,999.25 |
4,999.25 |
4,978.25 |
5,012.75 |
PP |
4,963.50 |
4,963.50 |
4,963.50 |
4,970.00 |
S1 |
4,936.50 |
4,936.50 |
4,966.75 |
4,950.00 |
S2 |
4,900.75 |
4,900.75 |
4,961.00 |
|
S3 |
4,838.00 |
4,873.75 |
4,955.25 |
|
S4 |
4,775.25 |
4,811.00 |
4,938.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
5,019.50 |
4,921.00 |
98.50 |
2.0% |
55.25 |
1.1% |
63% |
True |
False |
7,078 |
10 |
5,019.50 |
4,862.50 |
157.00 |
3.2% |
47.25 |
0.9% |
77% |
True |
False |
6,218 |
20 |
5,019.50 |
4,754.50 |
265.00 |
5.3% |
49.50 |
1.0% |
86% |
True |
False |
4,845 |
40 |
5,019.50 |
4,650.00 |
369.50 |
7.4% |
45.50 |
0.9% |
90% |
True |
False |
3,335 |
60 |
5,019.50 |
4,454.00 |
565.50 |
11.3% |
43.00 |
0.9% |
94% |
True |
False |
2,291 |
80 |
5,019.50 |
4,215.25 |
804.25 |
16.1% |
46.75 |
0.9% |
96% |
True |
False |
1,770 |
100 |
5,019.50 |
4,215.25 |
804.25 |
16.1% |
47.50 |
1.0% |
96% |
True |
False |
1,453 |
120 |
5,019.50 |
4,215.25 |
804.25 |
16.1% |
43.75 |
0.9% |
96% |
True |
False |
1,216 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
5,404.00 |
2.618 |
5,256.50 |
1.618 |
5,166.00 |
1.000 |
5,110.00 |
0.618 |
5,075.50 |
HIGH |
5,019.50 |
0.618 |
4,985.00 |
0.500 |
4,974.25 |
0.382 |
4,963.50 |
LOW |
4,929.00 |
0.618 |
4,873.00 |
1.000 |
4,838.50 |
1.618 |
4,782.50 |
2.618 |
4,692.00 |
4.250 |
4,544.50 |
|
|
Fisher Pivots for day following 01-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
4,980.50 |
4,979.00 |
PP |
4,977.25 |
4,974.75 |
S1 |
4,974.25 |
4,970.25 |
|