| Trading Metrics calculated at close of trading on 03-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,350.1970 |
1,520.3470 |
170.1500 |
12.6% |
1,247.0670 |
| High |
1,540.0780 |
1,651.0600 |
110.9820 |
7.2% |
1,474.8220 |
| Low |
1,344.2450 |
1,510.3480 |
166.1030 |
12.4% |
1,197.6320 |
| Close |
1,520.3470 |
1,634.4540 |
114.1070 |
7.5% |
1,372.8100 |
| Range |
195.8330 |
140.7120 |
-55.1210 |
-28.1% |
277.1900 |
| ATR |
161.0030 |
159.5536 |
-1.4494 |
-0.9% |
0.0000 |
| Volume |
1,374,779 |
1,215,337 |
-159,442 |
-11.6% |
7,618,770 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,020.7567 |
1,968.3173 |
1,711.8456 |
|
| R3 |
1,880.0447 |
1,827.6053 |
1,673.1498 |
|
| R2 |
1,739.3327 |
1,739.3327 |
1,660.2512 |
|
| R1 |
1,686.8933 |
1,686.8933 |
1,647.3526 |
1,713.1130 |
| PP |
1,598.6207 |
1,598.6207 |
1,598.6207 |
1,611.7305 |
| S1 |
1,546.1813 |
1,546.1813 |
1,621.5554 |
1,572.4010 |
| S2 |
1,457.9087 |
1,457.9087 |
1,608.6568 |
|
| S3 |
1,317.1967 |
1,405.4693 |
1,595.7582 |
|
| S4 |
1,176.4847 |
1,264.7573 |
1,557.0624 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,179.9913 |
2,053.5907 |
1,525.2645 |
|
| R3 |
1,902.8013 |
1,776.4007 |
1,449.0373 |
|
| R2 |
1,625.6113 |
1,625.6113 |
1,423.6282 |
|
| R1 |
1,499.2107 |
1,499.2107 |
1,398.2191 |
1,562.4110 |
| PP |
1,348.4213 |
1,348.4213 |
1,348.4213 |
1,380.0215 |
| S1 |
1,222.0207 |
1,222.0207 |
1,347.4009 |
1,285.2210 |
| S2 |
1,071.2313 |
1,071.2313 |
1,321.9918 |
|
| S3 |
794.0413 |
944.8307 |
1,296.5828 |
|
| S4 |
516.8513 |
667.6407 |
1,220.3555 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,651.0600 |
1,221.4350 |
429.6250 |
26.3% |
152.9600 |
9.4% |
96% |
True |
False |
1,252,408 |
| 10 |
1,651.0600 |
1,043.7570 |
607.3030 |
37.2% |
179.1249 |
11.0% |
97% |
True |
False |
1,481,651 |
| 20 |
1,651.0600 |
912.6060 |
738.4540 |
45.2% |
185.9774 |
11.4% |
98% |
True |
False |
1,723,470 |
| 40 |
1,651.0600 |
530.9080 |
1,120.1520 |
68.5% |
129.2650 |
7.9% |
99% |
True |
False |
1,330,735 |
| 60 |
1,651.0600 |
413.0860 |
1,237.9740 |
75.7% |
99.3713 |
6.1% |
99% |
True |
False |
1,172,350 |
| 80 |
1,651.0600 |
347.7380 |
1,303.3220 |
79.7% |
79.8218 |
4.9% |
99% |
True |
False |
1,022,633 |
| 100 |
1,651.0600 |
315.3600 |
1,335.7000 |
81.7% |
68.1631 |
4.2% |
99% |
True |
False |
929,337 |
| 120 |
1,651.0600 |
315.3600 |
1,335.7000 |
81.7% |
62.5019 |
3.8% |
99% |
True |
False |
944,509 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,249.0860 |
|
2.618 |
2,019.4440 |
|
1.618 |
1,878.7320 |
|
1.000 |
1,791.7720 |
|
0.618 |
1,738.0200 |
|
HIGH |
1,651.0600 |
|
0.618 |
1,597.3080 |
|
0.500 |
1,580.7040 |
|
0.382 |
1,564.1000 |
|
LOW |
1,510.3480 |
|
0.618 |
1,423.3880 |
|
1.000 |
1,369.6360 |
|
1.618 |
1,282.6760 |
|
2.618 |
1,141.9640 |
|
4.250 |
912.3220 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,616.5373 |
1,576.7968 |
| PP |
1,598.6207 |
1,519.1397 |
| S1 |
1,580.7040 |
1,461.4825 |
|