Trading Metrics calculated at close of trading on 03-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1,859.6 |
1,834.8 |
-24.8 |
-1.3% |
1,855.3 |
High |
1,861.3 |
1,842.4 |
-18.9 |
-1.0% |
1,876.0 |
Low |
1,827.6 |
1,829.8 |
2.2 |
0.1% |
1,828.4 |
Close |
1,830.5 |
1,832.2 |
1.7 |
0.1% |
1,847.3 |
Range |
33.7 |
12.6 |
-21.1 |
-62.6% |
47.6 |
ATR |
30.8 |
29.5 |
-1.3 |
-4.2% |
0.0 |
Volume |
1,293 |
1,195 |
-98 |
-7.6% |
606,694 |
|
Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,872.6 |
1,865.0 |
1,839.1 |
|
R3 |
1,860.0 |
1,852.4 |
1,835.7 |
|
R2 |
1,847.4 |
1,847.4 |
1,834.5 |
|
R1 |
1,839.8 |
1,839.8 |
1,833.4 |
1,837.3 |
PP |
1,834.8 |
1,834.8 |
1,834.8 |
1,833.6 |
S1 |
1,827.2 |
1,827.2 |
1,831.0 |
1,824.7 |
S2 |
1,822.2 |
1,822.2 |
1,829.9 |
|
S3 |
1,809.6 |
1,814.6 |
1,828.7 |
|
S4 |
1,797.0 |
1,802.0 |
1,825.3 |
|
|
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% |
27.4 |
1.5% |
10% |
False |
False |
6,579 |
10 |
1,876.0 |
1,827.6 |
48.4 |
2.6% |
24.6 |
1.3% |
10% |
False |
False |
105,732 |
20 |
1,962.5 |
1,800.8 |
161.7 |
8.8% |
32.9 |
1.8% |
19% |
False |
False |
194,858 |
40 |
1,962.5 |
1,800.8 |
161.7 |
8.8% |
30.1 |
1.6% |
19% |
False |
False |
186,417 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.9 |
1.7% |
32% |
False |
False |
159,625 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.2% |
30.0 |
1.6% |
32% |
False |
False |
121,717 |
100 |
1,991.6 |
1,767.2 |
224.4 |
12.2% |
30.1 |
1.6% |
29% |
False |
False |
97,999 |
120 |
2,032.5 |
1,767.2 |
265.3 |
14.5% |
32.0 |
1.7% |
25% |
False |
False |
82,165 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,896.0 |
2.618 |
1,875.4 |
1.618 |
1,862.8 |
1.000 |
1,855.0 |
0.618 |
1,850.2 |
HIGH |
1,842.4 |
0.618 |
1,837.6 |
0.500 |
1,836.1 |
0.382 |
1,834.6 |
LOW |
1,829.8 |
0.618 |
1,822.0 |
1.000 |
1,817.2 |
1.618 |
1,809.4 |
2.618 |
1,796.8 |
4.250 |
1,776.3 |
|
|
Fisher Pivots for day following 03-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,836.1 |
1,849.8 |
PP |
1,834.8 |
1,843.9 |
S1 |
1,833.5 |
1,838.1 |
|