Trading Metrics calculated at close of trading on 02-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1,866.6 |
1,859.6 |
-7.0 |
-0.4% |
1,855.3 |
High |
1,871.9 |
1,861.3 |
-10.6 |
-0.6% |
1,876.0 |
Low |
1,850.0 |
1,827.6 |
-22.4 |
-1.2% |
1,828.4 |
Close |
1,860.8 |
1,830.5 |
-30.3 |
-1.6% |
1,847.3 |
Range |
21.9 |
33.7 |
11.8 |
53.9% |
47.6 |
ATR |
30.6 |
30.8 |
0.2 |
0.7% |
0.0 |
Volume |
1,494 |
1,293 |
-201 |
-13.5% |
606,694 |
|
Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,940.9 |
1,919.4 |
1,849.0 |
|
R3 |
1,907.2 |
1,885.7 |
1,839.8 |
|
R2 |
1,873.5 |
1,873.5 |
1,836.7 |
|
R1 |
1,852.0 |
1,852.0 |
1,833.6 |
1,845.9 |
PP |
1,839.8 |
1,839.8 |
1,839.8 |
1,836.8 |
S1 |
1,818.3 |
1,818.3 |
1,827.4 |
1,812.2 |
S2 |
1,806.1 |
1,806.1 |
1,824.3 |
|
S3 |
1,772.4 |
1,784.6 |
1,821.2 |
|
S4 |
1,738.7 |
1,750.9 |
1,812.0 |
|
|
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 |
1,827.6 |
48.4 |
2.6% |
29.5 |
1.6% |
6% |
False |
True |
45,448 |
10 |
1,876.0 |
1,827.6 |
48.4 |
2.6% |
27.5 |
1.5% |
6% |
False |
True |
133,052 |
20 |
1,962.5 |
1,800.8 |
161.7 |
8.8% |
33.2 |
1.8% |
18% |
False |
False |
204,896 |
40 |
1,962.5 |
1,800.8 |
161.7 |
8.8% |
30.3 |
1.7% |
18% |
False |
False |
190,669 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.3% |
31.5 |
1.7% |
31% |
False |
False |
160,018 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.3% |
30.1 |
1.6% |
31% |
False |
False |
121,790 |
100 |
1,991.6 |
1,767.2 |
224.4 |
12.3% |
30.3 |
1.7% |
28% |
False |
False |
98,012 |
120 |
2,032.5 |
1,767.2 |
265.3 |
14.5% |
32.7 |
1.8% |
24% |
False |
False |
82,206 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,004.5 |
2.618 |
1,949.5 |
1.618 |
1,915.8 |
1.000 |
1,895.0 |
0.618 |
1,882.1 |
HIGH |
1,861.3 |
0.618 |
1,848.4 |
0.500 |
1,844.5 |
0.382 |
1,840.5 |
LOW |
1,827.6 |
0.618 |
1,806.8 |
1.000 |
1,793.9 |
1.618 |
1,773.1 |
2.618 |
1,739.4 |
4.250 |
1,684.4 |
|
|
Fisher Pivots for day following 02-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,844.5 |
1,851.8 |
PP |
1,839.8 |
1,844.7 |
S1 |
1,835.2 |
1,837.6 |
|