Trading Metrics calculated at close of trading on 04-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2020 |
04-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
1,588.94 |
1,576.54 |
-12.40 |
-0.8% |
1,571.49 |
High |
1,590.31 |
1,578.98 |
-11.33 |
-0.7% |
1,589.83 |
Low |
1,571.60 |
1,549.56 |
-22.04 |
-1.4% |
1,563.56 |
Close |
1,576.51 |
1,552.50 |
-24.01 |
-1.5% |
1,588.65 |
Range |
18.71 |
29.42 |
10.71 |
57.2% |
26.27 |
ATR |
15.14 |
16.16 |
1.02 |
6.7% |
0.00 |
Volume |
6,679 |
7,084 |
405 |
6.1% |
35,188 |
|
Daily Pivots for day following 04-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,648.61 |
1,629.97 |
1,568.68 |
|
R3 |
1,619.19 |
1,600.55 |
1,560.59 |
|
R2 |
1,589.77 |
1,589.77 |
1,557.89 |
|
R1 |
1,571.13 |
1,571.13 |
1,555.20 |
1,565.74 |
PP |
1,560.35 |
1,560.35 |
1,560.35 |
1,557.65 |
S1 |
1,541.71 |
1,541.71 |
1,549.80 |
1,536.32 |
S2 |
1,530.93 |
1,530.93 |
1,547.11 |
|
S3 |
1,501.51 |
1,512.29 |
1,544.41 |
|
S4 |
1,472.09 |
1,482.87 |
1,536.32 |
|
|
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 |
1,549.56 |
40.75 |
2.6% |
18.59 |
1.2% |
7% |
False |
True |
6,912 |
10 |
1,590.31 |
1,549.56 |
40.75 |
2.6% |
16.43 |
1.1% |
7% |
False |
True |
7,045 |
20 |
1,609.12 |
1,536.52 |
72.60 |
4.7% |
17.20 |
1.1% |
22% |
False |
False |
7,204 |
40 |
1,609.12 |
1,458.92 |
150.20 |
9.7% |
14.58 |
0.9% |
62% |
False |
False |
7,257 |
60 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
13.59 |
0.9% |
65% |
False |
False |
7,141 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
13.72 |
0.9% |
65% |
False |
False |
6,979 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
15.03 |
1.0% |
65% |
False |
False |
6,916 |
120 |
1,609.12 |
1,446.68 |
162.44 |
10.5% |
16.02 |
1.0% |
65% |
False |
False |
6,919 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,704.02 |
2.618 |
1,656.00 |
1.618 |
1,626.58 |
1.000 |
1,608.40 |
0.618 |
1,597.16 |
HIGH |
1,578.98 |
0.618 |
1,567.74 |
0.500 |
1,564.27 |
0.382 |
1,560.80 |
LOW |
1,549.56 |
0.618 |
1,531.38 |
1.000 |
1,520.14 |
1.618 |
1,501.96 |
2.618 |
1,472.54 |
4.250 |
1,424.53 |
|
|
Fisher Pivots for day following 04-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
1,564.27 |
1,569.94 |
PP |
1,560.35 |
1,564.12 |
S1 |
1,556.42 |
1,558.31 |
|