| Trading Metrics calculated at close of trading on 09-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,719.3790 |
1,699.9840 |
-19.3950 |
-1.1% |
1,372.7160 |
| High |
1,777.3530 |
1,822.9090 |
45.5560 |
2.6% |
1,761.1590 |
| Low |
1,494.4070 |
1,699.5230 |
205.1160 |
13.7% |
1,271.9050 |
| Close |
1,700.1330 |
1,768.9940 |
68.8610 |
4.1% |
1,719.4620 |
| Range |
282.9460 |
123.3860 |
-159.5600 |
-56.4% |
489.2540 |
| ATR |
167.7221 |
164.5552 |
-3.1669 |
-1.9% |
0.0000 |
| Volume |
1,090,837 |
948,680 |
-142,157 |
-13.0% |
5,514,846 |
|
| Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,133.9667 |
2,074.8663 |
1,836.8563 |
|
| R3 |
2,010.5807 |
1,951.4803 |
1,802.9252 |
|
| R2 |
1,887.1947 |
1,887.1947 |
1,791.6148 |
|
| R1 |
1,828.0943 |
1,828.0943 |
1,780.3044 |
1,857.6445 |
| PP |
1,763.8087 |
1,763.8087 |
1,763.8087 |
1,778.5838 |
| S1 |
1,704.7083 |
1,704.7083 |
1,757.6836 |
1,734.2585 |
| S2 |
1,640.4227 |
1,640.4227 |
1,746.3732 |
|
| S3 |
1,517.0367 |
1,581.3223 |
1,735.0629 |
|
| S4 |
1,393.6507 |
1,457.9363 |
1,701.1317 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,051.9373 |
2,874.9537 |
1,988.5517 |
|
| R3 |
2,562.6833 |
2,385.6997 |
1,854.0069 |
|
| R2 |
2,073.4293 |
2,073.4293 |
1,809.1586 |
|
| R1 |
1,896.4457 |
1,896.4457 |
1,764.3103 |
1,984.9375 |
| PP |
1,584.1753 |
1,584.1753 |
1,584.1753 |
1,628.4213 |
| S1 |
1,407.1917 |
1,407.1917 |
1,674.6137 |
1,495.6835 |
| S2 |
1,094.9213 |
1,094.9213 |
1,629.7654 |
|
| S3 |
605.6673 |
917.9377 |
1,584.9172 |
|
| S4 |
116.4133 |
428.6837 |
1,450.3723 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,822.9090 |
1,494.4070 |
328.5020 |
18.6% |
170.9726 |
9.7% |
84% |
True |
False |
1,091,514 |
| 10 |
1,822.9090 |
1,209.5030 |
613.4060 |
34.7% |
164.3626 |
9.3% |
91% |
True |
False |
1,211,860 |
| 20 |
1,822.9090 |
988.4170 |
834.4920 |
47.2% |
175.5415 |
9.9% |
94% |
True |
False |
1,441,989 |
| 40 |
1,822.9090 |
536.4720 |
1,286.4370 |
72.7% |
143.2347 |
8.1% |
96% |
True |
False |
1,383,308 |
| 60 |
1,822.9090 |
440.4620 |
1,382.4470 |
78.1% |
109.2907 |
6.2% |
96% |
True |
False |
1,188,800 |
| 80 |
1,822.9090 |
362.3140 |
1,460.5950 |
82.6% |
87.7738 |
5.0% |
96% |
True |
False |
1,050,191 |
| 100 |
1,822.9090 |
315.3600 |
1,507.5490 |
85.2% |
74.4235 |
4.2% |
96% |
True |
False |
947,315 |
| 120 |
1,822.9090 |
315.3600 |
1,507.5490 |
85.2% |
67.4235 |
3.8% |
96% |
True |
False |
942,291 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,347.2995 |
|
2.618 |
2,145.9335 |
|
1.618 |
2,022.5475 |
|
1.000 |
1,946.2950 |
|
0.618 |
1,899.1615 |
|
HIGH |
1,822.9090 |
|
0.618 |
1,775.7755 |
|
0.500 |
1,761.2160 |
|
0.382 |
1,746.6565 |
|
LOW |
1,699.5230 |
|
0.618 |
1,623.2705 |
|
1.000 |
1,576.1370 |
|
1.618 |
1,499.8845 |
|
2.618 |
1,376.4985 |
|
4.250 |
1,175.1325 |
|
|
| Fisher Pivots for day following 09-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,766.4013 |
1,732.2153 |
| PP |
1,763.8087 |
1,695.4367 |
| S1 |
1,761.2160 |
1,658.6580 |
|