| Trading Metrics calculated at close of trading on 06-Feb-2020 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2020 |
06-Feb-2020 |
Change |
Change % |
Previous Week |
| Open |
9,146.82 |
9,688.74 |
541.92 |
5.9% |
8,501.06 |
| High |
9,739.84 |
9,854.41 |
114.57 |
1.2% |
9,560.99 |
| Low |
9,136.29 |
9,537.90 |
401.61 |
4.4% |
8,262.33 |
| Close |
9,688.74 |
9,736.99 |
48.25 |
0.5% |
9,354.96 |
| Range |
603.55 |
316.51 |
-287.04 |
-47.6% |
1,298.66 |
| ATR |
391.95 |
386.56 |
-5.39 |
-1.4% |
0.00 |
| Volume |
55,708 |
40,260 |
-15,448 |
-27.7% |
190,425 |
|
| Daily Pivots for day following 06-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
10,659.30 |
10,514.65 |
9,911.07 |
|
| R3 |
10,342.79 |
10,198.14 |
9,824.03 |
|
| R2 |
10,026.28 |
10,026.28 |
9,795.02 |
|
| R1 |
9,881.63 |
9,881.63 |
9,766.00 |
9,953.96 |
| PP |
9,709.77 |
9,709.77 |
9,709.77 |
9,745.93 |
| S1 |
9,565.12 |
9,565.12 |
9,707.98 |
9,637.45 |
| S2 |
9,393.26 |
9,393.26 |
9,678.96 |
|
| S3 |
9,076.75 |
9,248.61 |
9,649.95 |
|
| S4 |
8,760.24 |
8,932.10 |
9,562.91 |
|
|
| 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 |
9,854.41 |
9,091.73 |
762.68 |
7.8% |
384.82 |
4.0% |
85% |
True |
False |
39,568 |
| 10 |
9,854.41 |
8,226.83 |
1,627.58 |
16.7% |
399.28 |
4.1% |
93% |
True |
False |
38,700 |
| 20 |
9,854.41 |
7,677.25 |
2,177.16 |
22.4% |
397.15 |
4.1% |
95% |
True |
False |
39,897 |
| 40 |
9,854.41 |
6,453.65 |
3,400.76 |
34.9% |
369.92 |
3.8% |
97% |
True |
False |
36,851 |
| 60 |
9,854.41 |
6,453.65 |
3,400.76 |
34.9% |
388.38 |
4.0% |
97% |
True |
False |
37,173 |
| 80 |
10,289.41 |
6,453.65 |
3,835.76 |
39.4% |
408.78 |
4.2% |
86% |
False |
False |
36,527 |
| 100 |
10,299.66 |
6,453.65 |
3,846.01 |
39.5% |
412.09 |
4.2% |
85% |
False |
False |
39,201 |
| 120 |
10,935.14 |
6,453.65 |
4,481.49 |
46.0% |
416.98 |
4.3% |
73% |
False |
False |
39,525 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
11,199.58 |
|
2.618 |
10,683.03 |
|
1.618 |
10,366.52 |
|
1.000 |
10,170.92 |
|
0.618 |
10,050.01 |
|
HIGH |
9,854.41 |
|
0.618 |
9,733.50 |
|
0.500 |
9,696.16 |
|
0.382 |
9,658.81 |
|
LOW |
9,537.90 |
|
0.618 |
9,342.30 |
|
1.000 |
9,221.39 |
|
1.618 |
9,025.79 |
|
2.618 |
8,709.28 |
|
4.250 |
8,192.73 |
|
|
| Fisher Pivots for day following 06-Feb-2020 |
| Pivot |
1 day |
3 day |
| R1 |
9,723.38 |
9,649.02 |
| PP |
9,709.77 |
9,561.04 |
| S1 |
9,696.16 |
9,473.07 |
|