Trading Metrics calculated at close of trading on 04-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1,837.70 |
1,832.96 |
-4.74 |
-0.3% |
1,856.09 |
High |
1,842.75 |
1,834.31 |
-8.44 |
-0.5% |
1,873.79 |
Low |
1,822.98 |
1,786.62 |
-36.36 |
-2.0% |
1,777.29 |
Close |
1,832.79 |
1,793.43 |
-39.36 |
-2.1% |
1,845.74 |
Range |
19.77 |
47.69 |
27.92 |
141.2% |
96.50 |
ATR |
31.70 |
32.85 |
1.14 |
3.6% |
0.00 |
Volume |
5,940 |
5,990 |
50 |
0.8% |
26,835 |
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,947.86 |
1,918.33 |
1,819.66 |
|
R3 |
1,900.17 |
1,870.64 |
1,806.54 |
|
R2 |
1,852.48 |
1,852.48 |
1,802.17 |
|
R1 |
1,822.95 |
1,822.95 |
1,797.80 |
1,813.87 |
PP |
1,804.79 |
1,804.79 |
1,804.79 |
1,800.25 |
S1 |
1,775.26 |
1,775.26 |
1,789.06 |
1,766.18 |
S2 |
1,757.10 |
1,757.10 |
1,784.69 |
|
S3 |
1,709.41 |
1,727.57 |
1,780.32 |
|
S4 |
1,661.72 |
1,679.88 |
1,767.20 |
|
|
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 |
1,786.62 |
87.17 |
4.9% |
36.59 |
2.0% |
8% |
False |
True |
5,645 |
10 |
1,873.79 |
1,777.29 |
96.50 |
5.4% |
38.28 |
2.1% |
17% |
False |
False |
5,646 |
20 |
1,926.13 |
1,777.29 |
148.84 |
8.3% |
33.63 |
1.9% |
11% |
False |
False |
6,175 |
40 |
1,957.87 |
1,777.29 |
180.58 |
10.1% |
29.27 |
1.6% |
9% |
False |
False |
6,341 |
60 |
1,964.66 |
1,766.53 |
198.13 |
11.0% |
29.38 |
1.6% |
14% |
False |
False |
6,388 |
80 |
1,964.66 |
1,766.53 |
198.13 |
11.0% |
27.93 |
1.6% |
14% |
False |
False |
6,541 |
100 |
1,971.34 |
1,766.53 |
204.81 |
11.4% |
27.90 |
1.6% |
13% |
False |
False |
6,581 |
120 |
2,014.05 |
1,766.53 |
247.52 |
13.8% |
28.98 |
1.6% |
11% |
False |
False |
6,616 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,036.99 |
2.618 |
1,959.16 |
1.618 |
1,911.47 |
1.000 |
1,882.00 |
0.618 |
1,863.78 |
HIGH |
1,834.31 |
0.618 |
1,816.09 |
0.500 |
1,810.47 |
0.382 |
1,804.84 |
LOW |
1,786.62 |
0.618 |
1,757.15 |
1.000 |
1,738.93 |
1.618 |
1,709.46 |
2.618 |
1,661.77 |
4.250 |
1,583.94 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,810.47 |
1,824.35 |
PP |
1,804.79 |
1,814.04 |
S1 |
1,799.11 |
1,803.74 |
|