| 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 |
2,091.4 |
2,095.0 |
3.6 |
0.2% |
2,086.1 |
| High |
2,110.3 |
2,119.7 |
9.4 |
0.4% |
2,093.2 |
| Low |
2,086.0 |
2,083.6 |
-2.4 |
-0.1% |
2,065.2 |
| Close |
2,104.1 |
2,107.8 |
3.7 |
0.2% |
2,072.8 |
| Range |
24.3 |
36.1 |
11.8 |
48.6% |
28.0 |
| ATR |
22.9 |
23.8 |
0.9 |
4.1% |
0.0 |
| Volume |
3,426 |
2,234 |
-1,192 |
-34.8% |
8,358 |
|
| Daily Pivots for day following 01-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,212.0 |
2,196.0 |
2,127.7 |
|
| R3 |
2,175.9 |
2,159.9 |
2,117.7 |
|
| R2 |
2,139.8 |
2,139.8 |
2,114.4 |
|
| R1 |
2,123.8 |
2,123.8 |
2,111.1 |
2,131.8 |
| PP |
2,103.7 |
2,103.7 |
2,103.7 |
2,107.7 |
| S1 |
2,087.7 |
2,087.7 |
2,104.5 |
2,095.7 |
| S2 |
2,067.6 |
2,067.6 |
2,101.2 |
|
| S3 |
2,031.5 |
2,051.6 |
2,097.9 |
|
| S4 |
1,995.4 |
2,015.5 |
2,087.9 |
|
|
| Weekly Pivots for week ending 26-Jan-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,161.1 |
2,144.9 |
2,088.2 |
|
| R3 |
2,133.1 |
2,116.9 |
2,080.5 |
|
| R2 |
2,105.1 |
2,105.1 |
2,077.9 |
|
| R1 |
2,088.9 |
2,088.9 |
2,075.4 |
2,083.0 |
| PP |
2,077.1 |
2,077.1 |
2,077.1 |
2,074.1 |
| S1 |
2,060.9 |
2,060.9 |
2,070.2 |
2,055.0 |
| S2 |
2,049.1 |
2,049.1 |
2,067.7 |
|
| S3 |
2,021.1 |
2,032.9 |
2,065.1 |
|
| S4 |
1,993.1 |
2,004.9 |
2,057.4 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,119.7 |
2,071.4 |
48.3 |
2.3% |
21.7 |
1.0% |
75% |
True |
False |
2,281 |
| 10 |
2,119.7 |
2,065.2 |
54.5 |
2.6% |
19.8 |
0.9% |
78% |
True |
False |
2,102 |
| 20 |
2,127.4 |
2,061.2 |
66.2 |
3.1% |
22.5 |
1.1% |
70% |
False |
False |
2,112 |
| 40 |
2,154.1 |
2,045.6 |
108.5 |
5.1% |
23.0 |
1.1% |
57% |
False |
False |
2,061 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.3% |
23.8 |
1.1% |
48% |
False |
False |
1,927 |
| 80 |
2,208.6 |
1,922.9 |
285.7 |
13.6% |
23.5 |
1.1% |
65% |
False |
False |
1,601 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,273.1 |
|
2.618 |
2,214.2 |
|
1.618 |
2,178.1 |
|
1.000 |
2,155.8 |
|
0.618 |
2,142.0 |
|
HIGH |
2,119.7 |
|
0.618 |
2,105.9 |
|
0.500 |
2,101.7 |
|
0.382 |
2,097.4 |
|
LOW |
2,083.6 |
|
0.618 |
2,061.3 |
|
1.000 |
2,047.5 |
|
1.618 |
2,025.2 |
|
2.618 |
1,989.1 |
|
4.250 |
1,930.2 |
|
|
| Fisher Pivots for day following 01-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.8 |
2,105.8 |
| PP |
2,103.7 |
2,103.7 |
| S1 |
2,101.7 |
2,101.7 |
|