| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
37,286.28 |
37,683.10 |
396.82 |
1.1% |
34,630.63 |
| High |
38,714.26 |
38,332.52 |
-381.74 |
-1.0% |
38,714.26 |
| Low |
36,283.85 |
36,642.72 |
358.87 |
1.0% |
32,231.01 |
| Close |
37,683.88 |
37,841.20 |
157.32 |
0.4% |
37,841.20 |
| Range |
2,430.41 |
1,689.80 |
-740.61 |
-30.5% |
6,483.25 |
| ATR |
3,349.66 |
3,231.10 |
-118.56 |
-3.5% |
0.00 |
| Volume |
89,817 |
59,395 |
-30,422 |
-33.9% |
364,646 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
42,674.88 |
41,947.84 |
38,770.59 |
|
| R3 |
40,985.08 |
40,258.04 |
38,305.90 |
|
| R2 |
39,295.28 |
39,295.28 |
38,151.00 |
|
| R1 |
38,568.24 |
38,568.24 |
37,996.10 |
38,931.76 |
| PP |
37,605.48 |
37,605.48 |
37,605.48 |
37,787.24 |
| S1 |
36,878.44 |
36,878.44 |
37,686.30 |
37,241.96 |
| S2 |
35,915.68 |
35,915.68 |
37,531.40 |
|
| S3 |
34,225.88 |
35,188.64 |
37,376.51 |
|
| S4 |
32,536.08 |
33,498.84 |
36,911.81 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55,711.91 |
53,259.80 |
41,406.99 |
|
| R3 |
49,228.66 |
46,776.55 |
39,624.09 |
|
| R2 |
42,745.41 |
42,745.41 |
39,029.80 |
|
| R1 |
40,293.30 |
40,293.30 |
38,435.50 |
41,519.36 |
| PP |
36,262.16 |
36,262.16 |
36,262.16 |
36,875.18 |
| S1 |
33,810.05 |
33,810.05 |
37,246.90 |
35,036.11 |
| S2 |
29,778.91 |
29,778.91 |
36,652.60 |
|
| S3 |
23,295.66 |
27,326.80 |
36,058.31 |
|
| S4 |
16,812.41 |
20,843.55 |
34,275.41 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
38,714.26 |
32,231.01 |
6,483.25 |
17.1% |
2,354.12 |
6.2% |
87% |
False |
False |
72,929 |
| 10 |
38,714.26 |
29,284.71 |
9,429.55 |
24.9% |
3,117.28 |
8.2% |
91% |
False |
False |
98,258 |
| 20 |
41,933.26 |
28,860.59 |
13,072.67 |
34.5% |
3,965.52 |
10.5% |
69% |
False |
False |
112,929 |
| 40 |
41,933.26 |
17,598.33 |
24,334.93 |
64.3% |
3,036.95 |
8.0% |
83% |
False |
False |
102,494 |
| 60 |
41,933.26 |
15,105.60 |
26,827.66 |
70.9% |
2,372.03 |
6.3% |
85% |
False |
False |
91,184 |
| 80 |
41,933.26 |
11,228.04 |
30,705.22 |
81.1% |
1,942.59 |
5.1% |
87% |
False |
False |
82,319 |
| 100 |
41,933.26 |
10,146.79 |
31,786.47 |
84.0% |
1,622.79 |
4.3% |
87% |
False |
False |
71,225 |
| 120 |
41,933.26 |
9,858.94 |
32,074.32 |
84.8% |
1,434.76 |
3.8% |
87% |
False |
False |
65,874 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
45,514.17 |
|
2.618 |
42,756.42 |
|
1.618 |
41,066.62 |
|
1.000 |
40,022.32 |
|
0.618 |
39,376.82 |
|
HIGH |
38,332.52 |
|
0.618 |
37,687.02 |
|
0.500 |
37,487.62 |
|
0.382 |
37,288.22 |
|
LOW |
36,642.72 |
|
0.618 |
35,598.42 |
|
1.000 |
34,952.92 |
|
1.618 |
33,908.62 |
|
2.618 |
32,218.82 |
|
4.250 |
29,461.07 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
37,723.34 |
37,581.91 |
| PP |
37,605.48 |
37,322.61 |
| S1 |
37,487.62 |
37,063.32 |
|