| Trading Metrics calculated at close of trading on 02-Feb-2024 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2024 |
02-Feb-2024 |
Change |
Change % |
Previous Week |
| Open |
2,095.0 |
2,108.1 |
13.1 |
0.6% |
2,081.4 |
| High |
2,119.7 |
2,111.4 |
-8.3 |
-0.4% |
2,119.7 |
| Low |
2,083.6 |
2,081.7 |
-1.9 |
-0.1% |
2,074.9 |
| Close |
2,107.8 |
2,090.9 |
-16.9 |
-0.8% |
2,090.9 |
| Range |
36.1 |
29.7 |
-6.4 |
-17.7% |
44.8 |
| ATR |
23.8 |
24.3 |
0.4 |
1.8% |
0.0 |
| Volume |
2,234 |
4,140 |
1,906 |
85.3% |
14,371 |
|
| Daily Pivots for day following 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,183.8 |
2,167.0 |
2,107.2 |
|
| R3 |
2,154.1 |
2,137.3 |
2,099.1 |
|
| R2 |
2,124.4 |
2,124.4 |
2,096.3 |
|
| R1 |
2,107.6 |
2,107.6 |
2,093.6 |
2,101.2 |
| PP |
2,094.7 |
2,094.7 |
2,094.7 |
2,091.4 |
| S1 |
2,077.9 |
2,077.9 |
2,088.2 |
2,071.5 |
| S2 |
2,065.0 |
2,065.0 |
2,085.5 |
|
| S3 |
2,035.3 |
2,048.2 |
2,082.7 |
|
| S4 |
2,005.6 |
2,018.5 |
2,074.6 |
|
|
| Weekly Pivots for week ending 02-Feb-2024 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,229.6 |
2,205.0 |
2,115.5 |
|
| R3 |
2,184.8 |
2,160.2 |
2,103.2 |
|
| R2 |
2,140.0 |
2,140.0 |
2,099.1 |
|
| R1 |
2,115.4 |
2,115.4 |
2,095.0 |
2,127.7 |
| PP |
2,095.2 |
2,095.2 |
2,095.2 |
2,101.3 |
| S1 |
2,070.6 |
2,070.6 |
2,086.8 |
2,082.9 |
| S2 |
2,050.4 |
2,050.4 |
2,082.7 |
|
| S3 |
2,005.6 |
2,025.8 |
2,078.6 |
|
| S4 |
1,960.8 |
1,981.0 |
2,066.3 |
|
|
| 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 |
2,074.9 |
44.8 |
2.1% |
25.5 |
1.2% |
36% |
False |
False |
2,874 |
| 10 |
2,119.7 |
2,065.2 |
54.5 |
2.6% |
21.0 |
1.0% |
47% |
False |
False |
2,272 |
| 20 |
2,127.4 |
2,061.2 |
66.2 |
3.2% |
23.4 |
1.1% |
45% |
False |
False |
2,242 |
| 40 |
2,154.1 |
2,045.6 |
108.5 |
5.2% |
23.0 |
1.1% |
42% |
False |
False |
2,105 |
| 60 |
2,208.6 |
2,013.5 |
195.1 |
9.3% |
24.2 |
1.2% |
40% |
False |
False |
1,986 |
| 80 |
2,208.6 |
1,941.0 |
267.6 |
12.8% |
23.6 |
1.1% |
56% |
False |
False |
1,650 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,237.6 |
|
2.618 |
2,189.2 |
|
1.618 |
2,159.5 |
|
1.000 |
2,141.1 |
|
0.618 |
2,129.8 |
|
HIGH |
2,111.4 |
|
0.618 |
2,100.1 |
|
0.500 |
2,096.6 |
|
0.382 |
2,093.0 |
|
LOW |
2,081.7 |
|
0.618 |
2,063.3 |
|
1.000 |
2,052.0 |
|
1.618 |
2,033.6 |
|
2.618 |
2,003.9 |
|
4.250 |
1,955.5 |
|
|
| Fisher Pivots for day following 02-Feb-2024 |
| Pivot |
1 day |
3 day |
| R1 |
2,096.6 |
2,100.7 |
| PP |
2,094.7 |
2,097.4 |
| S1 |
2,092.8 |
2,094.2 |
|