| 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 |
1,768.9820 |
1,728.5460 |
-40.4360 |
-2.3% |
1,372.7160 |
| High |
1,837.9610 |
1,817.4810 |
-20.4800 |
-1.1% |
1,761.1590 |
| Low |
1,682.4040 |
1,705.6500 |
23.2460 |
1.4% |
1,271.9050 |
| Close |
1,728.8610 |
1,768.8080 |
39.9470 |
2.3% |
1,719.4620 |
| Range |
155.5570 |
111.8310 |
-43.7260 |
-28.1% |
489.2540 |
| ATR |
163.9125 |
160.1924 |
-3.7201 |
-2.3% |
0.0000 |
| Volume |
940,765 |
703,385 |
-237,380 |
-25.2% |
5,514,846 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,099.4727 |
2,045.9713 |
1,830.3151 |
|
| R3 |
1,987.6417 |
1,934.1403 |
1,799.5615 |
|
| R2 |
1,875.8107 |
1,875.8107 |
1,789.3104 |
|
| R1 |
1,822.3093 |
1,822.3093 |
1,779.0592 |
1,849.0600 |
| PP |
1,763.9797 |
1,763.9797 |
1,763.9797 |
1,777.3550 |
| S1 |
1,710.4783 |
1,710.4783 |
1,758.5568 |
1,737.2290 |
| S2 |
1,652.1487 |
1,652.1487 |
1,748.3057 |
|
| S3 |
1,540.3177 |
1,598.6473 |
1,738.0545 |
|
| S4 |
1,428.4867 |
1,486.8163 |
1,707.3010 |
|
|
| 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 |
1,837.9610 |
1,494.4070 |
343.5540 |
19.4% |
168.7644 |
9.5% |
80% |
False |
False |
939,208 |
| 10 |
1,837.9610 |
1,271.9050 |
566.0560 |
32.0% |
160.8540 |
9.1% |
88% |
False |
False |
1,105,958 |
| 20 |
1,837.9610 |
1,043.7570 |
794.2040 |
44.9% |
174.8766 |
9.9% |
91% |
False |
False |
1,367,607 |
| 40 |
1,837.9610 |
552.3810 |
1,285.5800 |
72.7% |
147.9409 |
8.4% |
95% |
False |
False |
1,401,793 |
| 60 |
1,837.9610 |
440.4620 |
1,397.4990 |
79.0% |
113.1793 |
6.4% |
95% |
False |
False |
1,195,682 |
| 80 |
1,837.9610 |
363.6200 |
1,474.3410 |
83.4% |
90.7617 |
5.1% |
95% |
False |
False |
1,060,121 |
| 100 |
1,837.9610 |
315.3600 |
1,522.6010 |
86.1% |
76.6128 |
4.3% |
95% |
False |
False |
951,897 |
| 120 |
1,837.9610 |
315.3600 |
1,522.6010 |
86.1% |
69.2352 |
3.9% |
95% |
False |
False |
941,561 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,292.7628 |
|
2.618 |
2,110.2546 |
|
1.618 |
1,998.4236 |
|
1.000 |
1,929.3120 |
|
0.618 |
1,886.5926 |
|
HIGH |
1,817.4810 |
|
0.618 |
1,774.7616 |
|
0.500 |
1,761.5655 |
|
0.382 |
1,748.3694 |
|
LOW |
1,705.6500 |
|
0.618 |
1,636.5384 |
|
1.000 |
1,593.8190 |
|
1.618 |
1,524.7074 |
|
2.618 |
1,412.8764 |
|
4.250 |
1,230.3683 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,766.3938 |
1,765.9328 |
| PP |
1,763.9797 |
1,763.0577 |
| S1 |
1,761.5655 |
1,760.1825 |
|