| Trading Metrics calculated at close of trading on 03-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2020 |
03-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,551.07 |
9,354.95 |
-196.12 |
-2.1% |
8,501.06 |
| High |
9,560.99 |
9,591.70 |
30.71 |
0.3% |
9,560.99 |
| Low |
9,207.13 |
9,195.49 |
-11.64 |
-0.1% |
8,262.33 |
| Close |
9,354.96 |
9,283.15 |
-71.81 |
-0.8% |
9,354.96 |
| Range |
353.86 |
396.21 |
42.35 |
12.0% |
1,298.66 |
| ATR |
384.17 |
385.03 |
0.86 |
0.2% |
0.00 |
| Volume |
28,761 |
47,926 |
19,165 |
66.6% |
190,425 |
|
| Daily Pivots for day following 03-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,545.41 |
10,310.49 |
9,501.07 |
|
| R3 |
10,149.20 |
9,914.28 |
9,392.11 |
|
| R2 |
9,752.99 |
9,752.99 |
9,355.79 |
|
| R1 |
9,518.07 |
9,518.07 |
9,319.47 |
9,437.43 |
| PP |
9,356.78 |
9,356.78 |
9,356.78 |
9,316.46 |
| S1 |
9,121.86 |
9,121.86 |
9,246.83 |
9,041.22 |
| S2 |
8,960.57 |
8,960.57 |
9,210.51 |
|
| S3 |
8,564.36 |
8,725.65 |
9,174.19 |
|
| S4 |
8,168.15 |
8,329.44 |
9,065.23 |
|
|
| Weekly Pivots for week ending 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
12,955.41 |
12,453.84 |
10,069.22 |
|
| R3 |
11,656.75 |
11,155.18 |
9,712.09 |
|
| R2 |
10,358.09 |
10,358.09 |
9,593.05 |
|
| R1 |
9,856.52 |
9,856.52 |
9,474.00 |
10,107.31 |
| PP |
9,059.43 |
9,059.43 |
9,059.43 |
9,184.82 |
| S1 |
8,557.86 |
8,557.86 |
9,235.92 |
8,808.65 |
| S2 |
7,760.77 |
7,760.77 |
9,116.87 |
|
| S3 |
6,462.11 |
7,259.20 |
8,997.83 |
|
| S4 |
5,163.45 |
5,960.54 |
8,640.70 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
9,591.70 |
8,879.15 |
712.55 |
7.7% |
361.62 |
3.9% |
57% |
True |
False |
40,717 |
| 10 |
9,591.70 |
8,226.83 |
1,364.87 |
14.7% |
368.63 |
4.0% |
77% |
True |
False |
34,260 |
| 20 |
9,591.70 |
7,580.60 |
2,011.10 |
21.7% |
415.66 |
4.5% |
85% |
True |
False |
42,217 |
| 40 |
9,591.70 |
6,453.65 |
3,138.05 |
33.8% |
353.95 |
3.8% |
90% |
True |
False |
35,553 |
| 60 |
9,591.70 |
6,453.65 |
3,138.05 |
33.8% |
378.84 |
4.1% |
90% |
True |
False |
36,062 |
| 80 |
10,289.41 |
6,453.65 |
3,835.76 |
41.3% |
402.95 |
4.3% |
74% |
False |
False |
36,027 |
| 100 |
10,358.37 |
6,453.65 |
3,904.72 |
42.1% |
410.08 |
4.4% |
72% |
False |
False |
39,253 |
| 120 |
10,954.56 |
6,453.65 |
4,500.91 |
48.5% |
422.24 |
4.5% |
63% |
False |
False |
39,501 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,275.59 |
|
2.618 |
10,628.98 |
|
1.618 |
10,232.77 |
|
1.000 |
9,987.91 |
|
0.618 |
9,836.56 |
|
HIGH |
9,591.70 |
|
0.618 |
9,440.35 |
|
0.500 |
9,393.60 |
|
0.382 |
9,346.84 |
|
LOW |
9,195.49 |
|
0.618 |
8,950.63 |
|
1.000 |
8,799.28 |
|
1.618 |
8,554.42 |
|
2.618 |
8,158.21 |
|
4.250 |
7,511.60 |
|
|
| Fisher Pivots for day following 03-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,393.60 |
9,391.54 |
| PP |
9,356.78 |
9,355.41 |
| S1 |
9,319.97 |
9,319.28 |
|