| Trading Metrics calculated at close of trading on 04-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,520.3470 |
1,634.4490 |
114.1020 |
7.5% |
1,247.0670 |
| High |
1,651.0600 |
1,696.3390 |
45.2790 |
2.7% |
1,474.8220 |
| Low |
1,510.3480 |
1,558.6220 |
48.2740 |
3.2% |
1,197.6320 |
| Close |
1,634.4540 |
1,641.9420 |
7.4880 |
0.5% |
1,372.8100 |
| Range |
140.7120 |
137.7170 |
-2.9950 |
-2.1% |
277.1900 |
| ATR |
159.5536 |
157.9938 |
-1.5598 |
-1.0% |
0.0000 |
| Volume |
1,215,337 |
1,190,341 |
-24,996 |
-2.1% |
7,618,770 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,045.4520 |
1,981.4140 |
1,717.6864 |
|
| R3 |
1,907.7350 |
1,843.6970 |
1,679.8142 |
|
| R2 |
1,770.0180 |
1,770.0180 |
1,667.1901 |
|
| R1 |
1,705.9800 |
1,705.9800 |
1,654.5661 |
1,737.9990 |
| PP |
1,632.3010 |
1,632.3010 |
1,632.3010 |
1,648.3105 |
| S1 |
1,568.2630 |
1,568.2630 |
1,629.3179 |
1,600.2820 |
| S2 |
1,494.5840 |
1,494.5840 |
1,616.6939 |
|
| S3 |
1,356.8670 |
1,430.5460 |
1,604.0698 |
|
| S4 |
1,219.1500 |
1,292.8290 |
1,566.1977 |
|
|
| 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 |
1,696.3390 |
1,271.9050 |
424.4340 |
25.8% |
152.9436 |
9.3% |
87% |
True |
False |
1,272,708 |
| 10 |
1,696.3390 |
1,043.7570 |
652.5820 |
39.7% |
170.5236 |
10.4% |
92% |
True |
False |
1,416,300 |
| 20 |
1,696.3390 |
912.6060 |
783.7330 |
47.7% |
185.3955 |
11.3% |
93% |
True |
False |
1,651,390 |
| 40 |
1,696.3390 |
530.9080 |
1,165.4310 |
71.0% |
131.5577 |
8.0% |
95% |
True |
False |
1,353,229 |
| 60 |
1,696.3390 |
427.0640 |
1,269.2750 |
77.3% |
101.0681 |
6.2% |
96% |
True |
False |
1,172,735 |
| 80 |
1,696.3390 |
362.3140 |
1,334.0250 |
81.2% |
81.3178 |
5.0% |
96% |
True |
False |
1,031,197 |
| 100 |
1,696.3390 |
315.3600 |
1,380.9790 |
84.1% |
69.3801 |
4.2% |
96% |
True |
False |
935,671 |
| 120 |
1,696.3390 |
315.3600 |
1,380.9790 |
84.1% |
63.3640 |
3.9% |
96% |
True |
False |
945,279 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,281.6363 |
|
2.618 |
2,056.8821 |
|
1.618 |
1,919.1651 |
|
1.000 |
1,834.0560 |
|
0.618 |
1,781.4481 |
|
HIGH |
1,696.3390 |
|
0.618 |
1,643.7311 |
|
0.500 |
1,627.4805 |
|
0.382 |
1,611.2299 |
|
LOW |
1,558.6220 |
|
0.618 |
1,473.5129 |
|
1.000 |
1,420.9050 |
|
1.618 |
1,335.7959 |
|
2.618 |
1,198.0789 |
|
4.250 |
973.3248 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,637.1215 |
1,601.3920 |
| PP |
1,632.3010 |
1,560.8420 |
| S1 |
1,627.4805 |
1,520.2920 |
|