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 |
17,670.25 |
17,492.50 |
-177.75 |
-1.0% |
17,699.00 |
High |
17,702.75 |
17,867.50 |
164.75 |
0.9% |
18,019.00 |
Low |
17,447.25 |
17,485.75 |
38.50 |
0.2% |
17,633.75 |
Close |
17,463.75 |
17,659.00 |
195.25 |
1.1% |
17,752.25 |
Range |
255.50 |
381.75 |
126.25 |
49.4% |
385.25 |
ATR |
236.77 |
248.69 |
11.93 |
5.0% |
0.00 |
Volume |
1,321 |
1,167 |
-154 |
-11.7% |
4,140 |
|
Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,816.00 |
18,619.25 |
17,869.00 |
|
R3 |
18,434.25 |
18,237.50 |
17,764.00 |
|
R2 |
18,052.50 |
18,052.50 |
17,729.00 |
|
R1 |
17,855.75 |
17,855.75 |
17,694.00 |
17,954.00 |
PP |
17,670.75 |
17,670.75 |
17,670.75 |
17,720.00 |
S1 |
17,474.00 |
17,474.00 |
17,624.00 |
17,572.50 |
S2 |
17,289.00 |
17,289.00 |
17,589.00 |
|
S3 |
16,907.25 |
17,092.25 |
17,554.00 |
|
S4 |
16,525.50 |
16,710.50 |
17,449.00 |
|
|
Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
18,957.50 |
18,740.00 |
17,964.25 |
|
R3 |
18,572.25 |
18,354.75 |
17,858.25 |
|
R2 |
18,187.00 |
18,187.00 |
17,823.00 |
|
R1 |
17,969.50 |
17,969.50 |
17,787.50 |
18,078.25 |
PP |
17,801.75 |
17,801.75 |
17,801.75 |
17,856.00 |
S1 |
17,584.25 |
17,584.25 |
17,717.00 |
17,693.00 |
S2 |
17,416.50 |
17,416.50 |
17,681.50 |
|
S3 |
17,031.25 |
17,199.00 |
17,646.25 |
|
S4 |
16,646.00 |
16,813.75 |
17,540.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
17,960.50 |
17,447.25 |
513.25 |
2.9% |
264.00 |
1.5% |
41% |
False |
False |
978 |
10 |
18,019.00 |
17,321.50 |
697.50 |
3.9% |
242.25 |
1.4% |
48% |
False |
False |
935 |
20 |
18,019.00 |
16,541.50 |
1,477.50 |
8.4% |
245.25 |
1.4% |
76% |
False |
False |
865 |
40 |
18,019.00 |
16,171.25 |
1,847.75 |
10.5% |
221.75 |
1.3% |
81% |
False |
False |
601 |
60 |
18,019.00 |
15,537.75 |
2,481.25 |
14.1% |
209.50 |
1.2% |
85% |
False |
False |
411 |
80 |
18,019.00 |
14,513.75 |
3,505.25 |
19.8% |
216.25 |
1.2% |
90% |
False |
False |
311 |
100 |
18,019.00 |
14,513.75 |
3,505.25 |
19.8% |
205.75 |
1.2% |
90% |
False |
False |
250 |
120 |
18,019.00 |
14,513.75 |
3,505.25 |
19.8% |
176.00 |
1.0% |
90% |
False |
False |
208 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
19,490.00 |
2.618 |
18,867.00 |
1.618 |
18,485.25 |
1.000 |
18,249.25 |
0.618 |
18,103.50 |
HIGH |
17,867.50 |
0.618 |
17,721.75 |
0.500 |
17,676.50 |
0.382 |
17,631.50 |
LOW |
17,485.75 |
0.618 |
17,249.75 |
1.000 |
17,104.00 |
1.618 |
16,868.00 |
2.618 |
16,486.25 |
4.250 |
15,863.25 |
|
|
Fisher Pivots for day following 01-Feb-2024 |
Pivot |
1 day |
3 day |
R1 |
17,676.50 |
17,704.00 |
PP |
17,670.75 |
17,689.00 |
S1 |
17,665.00 |
17,674.00 |
|