| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
47,318.71 |
45,024.42 |
-2,294.29 |
-4.8% |
34,630.63 |
| High |
47,318.71 |
48,596.09 |
1,277.38 |
2.7% |
38,714.26 |
| Low |
43,815.16 |
44,050.14 |
234.98 |
0.5% |
32,231.01 |
| Close |
45,027.67 |
46,901.71 |
1,874.04 |
4.2% |
37,841.20 |
| Range |
3,503.55 |
4,545.95 |
1,042.40 |
29.8% |
6,483.25 |
| ATR |
3,545.62 |
3,617.07 |
71.45 |
2.0% |
0.00 |
| Volume |
84,436 |
80,219 |
-4,217 |
-5.0% |
364,646 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
60,153.83 |
58,073.72 |
49,401.98 |
|
| R3 |
55,607.88 |
53,527.77 |
48,151.85 |
|
| R2 |
51,061.93 |
51,061.93 |
47,735.13 |
|
| R1 |
48,981.82 |
48,981.82 |
47,318.42 |
50,021.88 |
| PP |
46,515.98 |
46,515.98 |
46,515.98 |
47,036.01 |
| S1 |
44,435.87 |
44,435.87 |
46,485.00 |
45,475.93 |
| S2 |
41,970.03 |
41,970.03 |
46,068.29 |
|
| S3 |
37,424.08 |
39,889.92 |
45,651.57 |
|
| S4 |
32,878.13 |
35,343.97 |
44,401.44 |
|
|
| 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 |
48,596.09 |
36,642.72 |
11,953.37 |
25.5% |
4,186.57 |
8.9% |
86% |
True |
False |
95,401 |
| 10 |
48,596.09 |
31,990.82 |
16,605.27 |
35.4% |
3,762.36 |
8.0% |
90% |
True |
False |
98,959 |
| 20 |
48,596.09 |
28,860.59 |
19,735.50 |
42.1% |
3,673.76 |
7.8% |
91% |
True |
False |
102,553 |
| 40 |
48,596.09 |
19,059.35 |
29,536.74 |
63.0% |
3,416.68 |
7.3% |
94% |
True |
False |
107,546 |
| 60 |
48,596.09 |
15,725.25 |
32,870.84 |
70.1% |
2,655.40 |
5.7% |
95% |
True |
False |
93,814 |
| 80 |
48,596.09 |
11,279.89 |
37,316.20 |
79.6% |
2,166.71 |
4.6% |
95% |
True |
False |
86,351 |
| 100 |
48,596.09 |
10,146.79 |
38,449.30 |
82.0% |
1,802.88 |
3.8% |
96% |
True |
False |
74,327 |
| 120 |
48,596.09 |
9,858.94 |
38,737.15 |
82.6% |
1,578.26 |
3.4% |
96% |
True |
False |
67,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
67,916.38 |
|
2.618 |
60,497.39 |
|
1.618 |
55,951.44 |
|
1.000 |
53,142.04 |
|
0.618 |
51,405.49 |
|
HIGH |
48,596.09 |
|
0.618 |
46,859.54 |
|
0.500 |
46,323.12 |
|
0.382 |
45,786.69 |
|
LOW |
44,050.14 |
|
0.618 |
41,240.74 |
|
1.000 |
39,504.19 |
|
1.618 |
36,694.79 |
|
2.618 |
32,148.84 |
|
4.250 |
24,729.85 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
46,708.85 |
46,669.68 |
| PP |
46,515.98 |
46,437.65 |
| S1 |
46,323.12 |
46,205.63 |
|