| 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 |
17,325.0 |
17,285.0 |
-40.0 |
-0.2% |
17,293.0 |
| High |
17,325.0 |
17,285.0 |
-40.0 |
-0.2% |
17,329.0 |
| Low |
17,249.0 |
17,220.0 |
-29.0 |
-0.2% |
17,145.0 |
| Close |
17,249.0 |
17,229.0 |
-20.0 |
-0.1% |
17,249.0 |
| Range |
76.0 |
65.0 |
-11.0 |
-14.5% |
184.0 |
| ATR |
103.0 |
100.2 |
-2.7 |
-2.6% |
0.0 |
| Volume |
107 |
26 |
-81 |
-75.7% |
189 |
|
| Daily Pivots for day following 05-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,439.7 |
17,399.3 |
17,264.8 |
|
| R3 |
17,374.7 |
17,334.3 |
17,246.9 |
|
| R2 |
17,309.7 |
17,309.7 |
17,240.9 |
|
| R1 |
17,269.3 |
17,269.3 |
17,235.0 |
17,257.0 |
| PP |
17,244.7 |
17,244.7 |
17,244.7 |
17,238.5 |
| S1 |
17,204.3 |
17,204.3 |
17,223.0 |
17,192.0 |
| S2 |
17,179.7 |
17,179.7 |
17,217.1 |
|
| S3 |
17,114.7 |
17,139.3 |
17,211.1 |
|
| S4 |
17,049.7 |
17,074.3 |
17,193.3 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
17,793.0 |
17,705.0 |
17,350.2 |
|
| R3 |
17,609.0 |
17,521.0 |
17,299.6 |
|
| R2 |
17,425.0 |
17,425.0 |
17,282.7 |
|
| R1 |
17,337.0 |
17,337.0 |
17,265.9 |
17,289.0 |
| PP |
17,241.0 |
17,241.0 |
17,241.0 |
17,217.0 |
| S1 |
17,153.0 |
17,153.0 |
17,232.1 |
17,105.0 |
| S2 |
17,057.0 |
17,057.0 |
17,215.3 |
|
| S3 |
16,873.0 |
16,969.0 |
17,198.4 |
|
| S4 |
16,689.0 |
16,785.0 |
17,147.8 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
17,329.0 |
17,145.0 |
184.0 |
1.1% |
69.2 |
0.4% |
46% |
False |
False |
42 |
| 10 |
17,329.0 |
16,998.0 |
331.0 |
1.9% |
50.8 |
0.3% |
70% |
False |
False |
29 |
| 20 |
17,329.0 |
16,743.0 |
586.0 |
3.4% |
48.1 |
0.3% |
83% |
False |
False |
17 |
| 40 |
17,329.0 |
16,743.0 |
586.0 |
3.4% |
48.9 |
0.3% |
83% |
False |
False |
11 |
| 60 |
17,329.0 |
15,674.0 |
1,655.0 |
9.6% |
38.2 |
0.2% |
94% |
False |
False |
7 |
| 80 |
17,329.0 |
15,154.0 |
2,175.0 |
12.6% |
32.7 |
0.2% |
95% |
False |
False |
5 |
| 100 |
17,329.0 |
15,154.0 |
2,175.0 |
12.6% |
26.2 |
0.2% |
95% |
False |
False |
4 |
| 120 |
17,329.0 |
15,154.0 |
2,175.0 |
12.6% |
21.8 |
0.1% |
95% |
False |
False |
3 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
17,561.3 |
|
2.618 |
17,455.2 |
|
1.618 |
17,390.2 |
|
1.000 |
17,350.0 |
|
0.618 |
17,325.2 |
|
HIGH |
17,285.0 |
|
0.618 |
17,260.2 |
|
0.500 |
17,252.5 |
|
0.382 |
17,244.8 |
|
LOW |
17,220.0 |
|
0.618 |
17,179.8 |
|
1.000 |
17,155.0 |
|
1.618 |
17,114.8 |
|
2.618 |
17,049.8 |
|
4.250 |
16,943.8 |
|
|
| Fisher Pivots for day following 05-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
17,252.5 |
17,235.0 |
| PP |
17,244.7 |
17,233.0 |
| S1 |
17,236.8 |
17,231.0 |
|