Trading Metrics calculated at close of trading on 06-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2020 |
06-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
1,552.52 |
1,556.20 |
3.68 |
0.2% |
1,571.49 |
High |
1,561.84 |
1,567.13 |
5.29 |
0.3% |
1,589.83 |
Low |
1,548.29 |
1,552.87 |
4.58 |
0.3% |
1,563.56 |
Close |
1,556.24 |
1,566.36 |
10.12 |
0.7% |
1,588.65 |
Range |
13.55 |
14.26 |
0.71 |
5.2% |
26.27 |
ATR |
15.97 |
15.85 |
-0.12 |
-0.8% |
0.00 |
Volume |
6,967 |
7,263 |
296 |
4.2% |
35,188 |
|
Daily Pivots for day following 06-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,604.90 |
1,599.89 |
1,574.20 |
|
R3 |
1,590.64 |
1,585.63 |
1,570.28 |
|
R2 |
1,576.38 |
1,576.38 |
1,568.97 |
|
R1 |
1,571.37 |
1,571.37 |
1,567.67 |
1,573.88 |
PP |
1,562.12 |
1,562.12 |
1,562.12 |
1,563.37 |
S1 |
1,557.11 |
1,557.11 |
1,565.05 |
1,559.62 |
S2 |
1,547.86 |
1,547.86 |
1,563.75 |
|
S3 |
1,533.60 |
1,542.85 |
1,562.44 |
|
S4 |
1,519.34 |
1,528.59 |
1,558.52 |
|
|
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 |
1,548.29 |
42.02 |
2.7% |
18.92 |
1.2% |
43% |
False |
False |
6,891 |
10 |
1,590.31 |
1,548.29 |
42.02 |
2.7% |
16.88 |
1.1% |
43% |
False |
False |
6,990 |
20 |
1,590.31 |
1,536.52 |
53.79 |
3.4% |
14.88 |
1.0% |
55% |
False |
False |
7,184 |
40 |
1,609.12 |
1,462.91 |
146.21 |
9.3% |
14.91 |
1.0% |
71% |
False |
False |
7,230 |
60 |
1,609.12 |
1,452.18 |
156.94 |
10.0% |
13.55 |
0.9% |
73% |
False |
False |
7,144 |
80 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
13.69 |
0.9% |
74% |
False |
False |
7,011 |
100 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
14.96 |
1.0% |
74% |
False |
False |
6,919 |
120 |
1,609.12 |
1,446.68 |
162.44 |
10.4% |
15.98 |
1.0% |
74% |
False |
False |
6,915 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,627.74 |
2.618 |
1,604.46 |
1.618 |
1,590.20 |
1.000 |
1,581.39 |
0.618 |
1,575.94 |
HIGH |
1,567.13 |
0.618 |
1,561.68 |
0.500 |
1,560.00 |
0.382 |
1,558.32 |
LOW |
1,552.87 |
0.618 |
1,544.06 |
1.000 |
1,538.61 |
1.618 |
1,529.80 |
2.618 |
1,515.54 |
4.250 |
1,492.27 |
|
|
Fisher Pivots for day following 06-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
1,564.24 |
1,565.45 |
PP |
1,562.12 |
1,564.54 |
S1 |
1,560.00 |
1,563.64 |
|