Trading Metrics calculated at close of trading on 03-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2020 |
03-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
1,573.88 |
1,588.94 |
15.06 |
1.0% |
1,571.49 |
High |
1,589.83 |
1,590.31 |
0.48 |
0.0% |
1,589.83 |
Low |
1,571.18 |
1,571.60 |
0.42 |
0.0% |
1,563.56 |
Close |
1,588.65 |
1,576.51 |
-12.14 |
-0.8% |
1,588.65 |
Range |
18.65 |
18.71 |
0.06 |
0.3% |
26.27 |
ATR |
14.87 |
15.14 |
0.27 |
1.8% |
0.00 |
Volume |
6,466 |
6,679 |
213 |
3.3% |
35,188 |
|
Daily Pivots for day following 03-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,635.60 |
1,624.77 |
1,586.80 |
|
R3 |
1,616.89 |
1,606.06 |
1,581.66 |
|
R2 |
1,598.18 |
1,598.18 |
1,579.94 |
|
R1 |
1,587.35 |
1,587.35 |
1,578.23 |
1,583.41 |
PP |
1,579.47 |
1,579.47 |
1,579.47 |
1,577.51 |
S1 |
1,568.64 |
1,568.64 |
1,574.79 |
1,564.70 |
S2 |
1,560.76 |
1,560.76 |
1,573.08 |
|
S3 |
1,542.05 |
1,549.93 |
1,571.36 |
|
S4 |
1,523.34 |
1,531.22 |
1,566.22 |
|
|
Weekly Pivots for week ending 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,659.49 |
1,650.34 |
1,603.10 |
|
R3 |
1,633.22 |
1,624.07 |
1,595.87 |
|
R2 |
1,606.95 |
1,606.95 |
1,593.47 |
|
R1 |
1,597.80 |
1,597.80 |
1,591.06 |
1,602.38 |
PP |
1,580.68 |
1,580.68 |
1,580.68 |
1,582.97 |
S1 |
1,571.53 |
1,571.53 |
1,586.24 |
1,576.11 |
S2 |
1,554.41 |
1,554.41 |
1,583.83 |
|
S3 |
1,528.14 |
1,545.26 |
1,581.43 |
|
S4 |
1,501.87 |
1,518.99 |
1,574.20 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,590.31 |
1,563.56 |
26.75 |
1.7% |
15.91 |
1.0% |
48% |
True |
False |
6,985 |
10 |
1,590.31 |
1,547.40 |
42.91 |
2.7% |
15.54 |
1.0% |
68% |
True |
False |
7,069 |
20 |
1,609.12 |
1,536.52 |
72.60 |
4.6% |
16.71 |
1.1% |
55% |
False |
False |
7,214 |
40 |
1,609.12 |
1,458.92 |
150.20 |
9.5% |
14.28 |
0.9% |
78% |
False |
False |
7,257 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.3% |
13.36 |
0.8% |
80% |
False |
False |
7,142 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.3% |
13.70 |
0.9% |
80% |
False |
False |
6,972 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.3% |
14.96 |
0.9% |
80% |
False |
False |
6,913 |
120 |
1,609.12 |
1,446.68 |
162.44 |
10.3% |
15.95 |
1.0% |
80% |
False |
False |
6,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,669.83 |
2.618 |
1,639.29 |
1.618 |
1,620.58 |
1.000 |
1,609.02 |
0.618 |
1,601.87 |
HIGH |
1,590.31 |
0.618 |
1,583.16 |
0.500 |
1,580.96 |
0.382 |
1,578.75 |
LOW |
1,571.60 |
0.618 |
1,560.04 |
1.000 |
1,552.89 |
1.618 |
1,541.33 |
2.618 |
1,522.62 |
4.250 |
1,492.08 |
|
|
Fisher Pivots for day following 03-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
1,580.96 |
1,580.75 |
PP |
1,579.47 |
1,579.33 |
S1 |
1,577.99 |
1,577.92 |
|