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 |
1,834.8 |
1,832.2 |
-2.6 |
-0.1% |
1,855.3 |
High |
1,842.4 |
1,832.2 |
-10.2 |
-0.6% |
1,876.0 |
Low |
1,829.8 |
1,782.8 |
-47.0 |
-2.6% |
1,828.4 |
Close |
1,832.2 |
1,788.9 |
-43.3 |
-2.4% |
1,847.3 |
Range |
12.6 |
49.4 |
36.8 |
292.1% |
47.6 |
ATR |
29.5 |
30.9 |
1.4 |
4.8% |
0.0 |
Volume |
1,195 |
2,375 |
1,180 |
98.7% |
606,694 |
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.5 |
1,918.6 |
1,816.1 |
|
R3 |
1,900.1 |
1,869.2 |
1,802.5 |
|
R2 |
1,850.7 |
1,850.7 |
1,798.0 |
|
R1 |
1,819.8 |
1,819.8 |
1,793.4 |
1,810.6 |
PP |
1,801.3 |
1,801.3 |
1,801.3 |
1,796.7 |
S1 |
1,770.4 |
1,770.4 |
1,784.4 |
1,761.2 |
S2 |
1,751.9 |
1,751.9 |
1,779.8 |
|
S3 |
1,702.5 |
1,721.0 |
1,775.3 |
|
S4 |
1,653.1 |
1,671.6 |
1,761.7 |
|
|
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 |
1,782.8 |
93.2 |
5.2% |
31.0 |
1.7% |
7% |
False |
True |
1,598 |
10 |
1,876.0 |
1,782.8 |
93.2 |
5.2% |
27.9 |
1.6% |
7% |
False |
True |
86,276 |
20 |
1,929.6 |
1,782.8 |
146.8 |
8.2% |
32.4 |
1.8% |
4% |
False |
True |
176,647 |
40 |
1,962.5 |
1,782.8 |
179.7 |
10.0% |
30.2 |
1.7% |
3% |
False |
True |
181,251 |
60 |
1,973.3 |
1,767.2 |
206.1 |
11.5% |
31.3 |
1.8% |
11% |
False |
False |
159,043 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.5% |
30.2 |
1.7% |
11% |
False |
False |
121,642 |
100 |
1,991.6 |
1,767.2 |
224.4 |
12.5% |
30.4 |
1.7% |
10% |
False |
False |
97,997 |
120 |
2,032.5 |
1,767.2 |
265.3 |
14.8% |
32.0 |
1.8% |
8% |
False |
False |
82,147 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,042.2 |
2.618 |
1,961.5 |
1.618 |
1,912.1 |
1.000 |
1,881.6 |
0.618 |
1,862.7 |
HIGH |
1,832.2 |
0.618 |
1,813.3 |
0.500 |
1,807.5 |
0.382 |
1,801.7 |
LOW |
1,782.8 |
0.618 |
1,752.3 |
1.000 |
1,733.4 |
1.618 |
1,702.9 |
2.618 |
1,653.5 |
4.250 |
1,572.9 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,807.5 |
1,822.1 |
PP |
1,801.3 |
1,811.0 |
S1 |
1,795.1 |
1,800.0 |
|