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 |
1,842.0 |
1,866.6 |
24.6 |
1.3% |
1,855.3 |
High |
1,876.0 |
1,871.9 |
-4.1 |
-0.2% |
1,876.0 |
Low |
1,838.7 |
1,850.0 |
11.3 |
0.6% |
1,828.4 |
Close |
1,847.3 |
1,860.8 |
13.5 |
0.7% |
1,847.3 |
Range |
37.3 |
21.9 |
-15.4 |
-41.3% |
47.6 |
ATR |
31.0 |
30.6 |
-0.5 |
-1.5% |
0.0 |
Volume |
1,634 |
1,494 |
-140 |
-8.6% |
606,694 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,926.6 |
1,915.6 |
1,872.8 |
|
R3 |
1,904.7 |
1,893.7 |
1,866.8 |
|
R2 |
1,882.8 |
1,882.8 |
1,864.8 |
|
R1 |
1,871.8 |
1,871.8 |
1,862.8 |
1,866.4 |
PP |
1,860.9 |
1,860.9 |
1,860.9 |
1,858.2 |
S1 |
1,849.9 |
1,849.9 |
1,858.8 |
1,844.5 |
S2 |
1,839.0 |
1,839.0 |
1,856.8 |
|
S3 |
1,817.1 |
1,828.0 |
1,854.8 |
|
S4 |
1,795.2 |
1,806.1 |
1,848.8 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.4 |
1,967.9 |
1,873.5 |
|
R3 |
1,945.8 |
1,920.3 |
1,860.4 |
|
R2 |
1,898.2 |
1,898.2 |
1,856.0 |
|
R1 |
1,872.7 |
1,872.7 |
1,851.7 |
1,861.7 |
PP |
1,850.6 |
1,850.6 |
1,850.6 |
1,845.0 |
S1 |
1,825.1 |
1,825.1 |
1,842.9 |
1,814.1 |
S2 |
1,803.0 |
1,803.0 |
1,838.6 |
|
S3 |
1,755.4 |
1,777.5 |
1,834.2 |
|
S4 |
1,707.8 |
1,729.9 |
1,821.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,876.0 |
1,828.4 |
47.6 |
2.6% |
25.5 |
1.4% |
68% |
False |
False |
79,242 |
10 |
1,876.0 |
1,800.8 |
75.2 |
4.0% |
28.5 |
1.5% |
80% |
False |
False |
166,082 |
20 |
1,962.5 |
1,800.8 |
161.7 |
8.7% |
33.7 |
1.8% |
37% |
False |
False |
218,500 |
40 |
1,962.5 |
1,800.8 |
161.7 |
8.7% |
30.0 |
1.6% |
37% |
False |
False |
195,145 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
31.6 |
1.7% |
45% |
False |
False |
160,362 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.1% |
30.0 |
1.6% |
45% |
False |
False |
121,855 |
100 |
1,991.6 |
1,767.2 |
224.4 |
12.1% |
30.2 |
1.6% |
42% |
False |
False |
98,027 |
120 |
2,050.4 |
1,767.2 |
283.2 |
15.2% |
33.5 |
1.8% |
33% |
False |
False |
82,279 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,965.0 |
2.618 |
1,929.2 |
1.618 |
1,907.3 |
1.000 |
1,893.8 |
0.618 |
1,885.4 |
HIGH |
1,871.9 |
0.618 |
1,863.5 |
0.500 |
1,861.0 |
0.382 |
1,858.4 |
LOW |
1,850.0 |
0.618 |
1,836.5 |
1.000 |
1,828.1 |
1.618 |
1,814.6 |
2.618 |
1,792.7 |
4.250 |
1,756.9 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,861.0 |
1,858.5 |
PP |
1,860.9 |
1,856.1 |
S1 |
1,860.9 |
1,853.8 |
|