| Trading Metrics calculated at close of trading on 05-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2020 |
05-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,283.17 |
9,146.82 |
-136.35 |
-1.5% |
8,501.06 |
| High |
9,345.68 |
9,739.84 |
394.16 |
4.2% |
9,560.99 |
| Low |
9,091.73 |
9,136.29 |
44.56 |
0.5% |
8,262.33 |
| Close |
9,146.92 |
9,688.74 |
541.82 |
5.9% |
9,354.96 |
| Range |
253.95 |
603.55 |
349.60 |
137.7% |
1,298.66 |
| ATR |
375.67 |
391.95 |
16.28 |
4.3% |
0.00 |
| Volume |
25,188 |
55,708 |
30,520 |
121.2% |
190,425 |
|
| Daily Pivots for day following 05-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
11,332.27 |
11,114.06 |
10,020.69 |
|
| R3 |
10,728.72 |
10,510.51 |
9,854.72 |
|
| R2 |
10,125.17 |
10,125.17 |
9,799.39 |
|
| R1 |
9,906.96 |
9,906.96 |
9,744.07 |
10,016.07 |
| PP |
9,521.62 |
9,521.62 |
9,521.62 |
9,576.18 |
| S1 |
9,303.41 |
9,303.41 |
9,633.41 |
9,412.52 |
| S2 |
8,918.07 |
8,918.07 |
9,578.09 |
|
| S3 |
8,314.52 |
8,699.86 |
9,522.76 |
|
| S4 |
7,710.97 |
8,096.31 |
9,356.79 |
|
|
| 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 |
9,739.84 |
9,091.73 |
648.11 |
6.7% |
394.97 |
4.1% |
92% |
True |
False |
40,102 |
| 10 |
9,739.84 |
8,226.83 |
1,513.01 |
15.6% |
405.84 |
4.2% |
97% |
True |
False |
38,244 |
| 20 |
9,739.84 |
7,677.25 |
2,062.59 |
21.3% |
398.73 |
4.1% |
98% |
True |
False |
39,528 |
| 40 |
9,739.84 |
6,453.65 |
3,286.19 |
33.9% |
366.57 |
3.8% |
98% |
True |
False |
36,519 |
| 60 |
9,739.84 |
6,453.65 |
3,286.19 |
33.9% |
386.71 |
4.0% |
98% |
True |
False |
36,800 |
| 80 |
10,289.41 |
6,453.65 |
3,835.76 |
39.6% |
407.15 |
4.2% |
84% |
False |
False |
36,301 |
| 100 |
10,344.81 |
6,453.65 |
3,891.16 |
40.2% |
415.07 |
4.3% |
83% |
False |
False |
39,526 |
| 120 |
10,935.14 |
6,453.65 |
4,481.49 |
46.3% |
418.24 |
4.3% |
72% |
False |
False |
39,479 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
12,304.93 |
|
2.618 |
11,319.93 |
|
1.618 |
10,716.38 |
|
1.000 |
10,343.39 |
|
0.618 |
10,112.83 |
|
HIGH |
9,739.84 |
|
0.618 |
9,509.28 |
|
0.500 |
9,438.07 |
|
0.382 |
9,366.85 |
|
LOW |
9,136.29 |
|
0.618 |
8,763.30 |
|
1.000 |
8,532.74 |
|
1.618 |
8,159.75 |
|
2.618 |
7,556.20 |
|
4.250 |
6,571.20 |
|
|
| Fisher Pivots for day following 05-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,605.18 |
9,597.76 |
| PP |
9,521.62 |
9,506.77 |
| S1 |
9,438.07 |
9,415.79 |
|