Trading Metrics calculated at close of trading on 01-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1,841.90 |
1,847.00 |
5.10 |
0.3% |
1,856.09 |
High |
1,873.79 |
1,865.89 |
-7.90 |
-0.4% |
1,873.79 |
Low |
1,833.29 |
1,826.48 |
-6.81 |
-0.4% |
1,777.29 |
Close |
1,845.74 |
1,856.35 |
10.61 |
0.6% |
1,845.74 |
Range |
40.50 |
39.41 |
-1.09 |
-2.7% |
96.50 |
ATR |
31.85 |
32.39 |
0.54 |
1.7% |
0.00 |
Volume |
5,406 |
5,293 |
-113 |
-2.1% |
26,835 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,967.80 |
1,951.49 |
1,878.03 |
|
R3 |
1,928.39 |
1,912.08 |
1,867.19 |
|
R2 |
1,888.98 |
1,888.98 |
1,863.58 |
|
R1 |
1,872.67 |
1,872.67 |
1,859.96 |
1,880.83 |
PP |
1,849.57 |
1,849.57 |
1,849.57 |
1,853.65 |
S1 |
1,833.26 |
1,833.26 |
1,852.74 |
1,841.42 |
S2 |
1,810.16 |
1,810.16 |
1,849.12 |
|
S3 |
1,770.75 |
1,793.85 |
1,845.51 |
|
S4 |
1,731.34 |
1,754.44 |
1,834.67 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,121.77 |
2,080.26 |
1,898.82 |
|
R3 |
2,025.27 |
1,983.76 |
1,872.28 |
|
R2 |
1,928.77 |
1,928.77 |
1,863.43 |
|
R1 |
1,887.26 |
1,887.26 |
1,854.59 |
1,859.77 |
PP |
1,832.27 |
1,832.27 |
1,832.27 |
1,818.53 |
S1 |
1,790.76 |
1,790.76 |
1,836.89 |
1,763.27 |
S2 |
1,735.77 |
1,735.77 |
1,828.05 |
|
S3 |
1,639.27 |
1,694.26 |
1,819.20 |
|
S4 |
1,542.77 |
1,597.76 |
1,792.67 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,873.79 |
1,826.48 |
47.31 |
2.5% |
31.80 |
1.7% |
63% |
False |
True |
5,321 |
10 |
1,874.27 |
1,777.29 |
96.98 |
5.2% |
34.08 |
1.8% |
82% |
False |
False |
5,936 |
20 |
1,957.87 |
1,777.29 |
180.58 |
9.7% |
35.58 |
1.9% |
44% |
False |
False |
6,179 |
40 |
1,957.87 |
1,777.29 |
180.58 |
9.7% |
28.52 |
1.5% |
44% |
False |
False |
6,457 |
60 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
29.34 |
1.6% |
45% |
False |
False |
6,426 |
80 |
1,964.66 |
1,766.53 |
198.13 |
10.7% |
27.59 |
1.5% |
45% |
False |
False |
6,572 |
100 |
1,971.34 |
1,766.53 |
204.81 |
11.0% |
27.54 |
1.5% |
44% |
False |
False |
6,622 |
120 |
2,014.05 |
1,766.53 |
247.52 |
13.3% |
29.42 |
1.6% |
36% |
False |
False |
6,610 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,033.38 |
2.618 |
1,969.07 |
1.618 |
1,929.66 |
1.000 |
1,905.30 |
0.618 |
1,890.25 |
HIGH |
1,865.89 |
0.618 |
1,850.84 |
0.500 |
1,846.19 |
0.382 |
1,841.53 |
LOW |
1,826.48 |
0.618 |
1,802.12 |
1.000 |
1,787.07 |
1.618 |
1,762.71 |
2.618 |
1,723.30 |
4.250 |
1,658.99 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,852.96 |
1,854.28 |
PP |
1,849.57 |
1,852.21 |
S1 |
1,846.19 |
1,850.14 |
|