| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,832.2 |
1,794.3 |
-37.9 |
-2.1% |
1,866.6 |
| High |
1,832.2 |
1,813.5 |
-18.7 |
-1.0% |
1,871.9 |
| Low |
1,782.8 |
1,790.9 |
8.1 |
0.5% |
1,782.8 |
| Close |
1,788.9 |
1,810.9 |
22.0 |
1.2% |
1,810.9 |
| Range |
49.4 |
22.6 |
-26.8 |
-54.3% |
89.1 |
| ATR |
30.9 |
30.5 |
-0.5 |
-1.5% |
0.0 |
| Volume |
2,375 |
1,278 |
-1,097 |
-46.2% |
7,635 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,872.9 |
1,864.5 |
1,823.3 |
|
| R3 |
1,850.3 |
1,841.9 |
1,817.1 |
|
| R2 |
1,827.7 |
1,827.7 |
1,815.0 |
|
| R1 |
1,819.3 |
1,819.3 |
1,813.0 |
1,823.5 |
| PP |
1,805.1 |
1,805.1 |
1,805.1 |
1,807.2 |
| S1 |
1,796.7 |
1,796.7 |
1,808.8 |
1,800.9 |
| S2 |
1,782.5 |
1,782.5 |
1,806.8 |
|
| S3 |
1,759.9 |
1,774.1 |
1,804.7 |
|
| S4 |
1,737.3 |
1,751.5 |
1,798.5 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,089.2 |
2,039.1 |
1,859.9 |
|
| R3 |
2,000.1 |
1,950.0 |
1,835.4 |
|
| R2 |
1,911.0 |
1,911.0 |
1,827.2 |
|
| R1 |
1,860.9 |
1,860.9 |
1,819.1 |
1,841.4 |
| PP |
1,821.9 |
1,821.9 |
1,821.9 |
1,812.1 |
| S1 |
1,771.8 |
1,771.8 |
1,802.7 |
1,752.3 |
| S2 |
1,732.8 |
1,732.8 |
1,794.6 |
|
| S3 |
1,643.7 |
1,682.7 |
1,786.4 |
|
| S4 |
1,554.6 |
1,593.6 |
1,761.9 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,871.9 |
1,782.8 |
89.1 |
4.9% |
28.0 |
1.5% |
32% |
False |
False |
1,527 |
| 10 |
1,876.0 |
1,782.8 |
93.2 |
5.1% |
26.7 |
1.5% |
30% |
False |
False |
61,432 |
| 20 |
1,918.4 |
1,782.8 |
135.6 |
7.5% |
32.4 |
1.8% |
21% |
False |
False |
166,712 |
| 40 |
1,962.5 |
1,782.8 |
179.7 |
9.9% |
30.3 |
1.7% |
16% |
False |
False |
177,488 |
| 60 |
1,962.5 |
1,767.2 |
195.3 |
10.8% |
29.7 |
1.6% |
22% |
False |
False |
157,450 |
| 80 |
1,973.3 |
1,767.2 |
206.1 |
11.4% |
30.3 |
1.7% |
21% |
False |
False |
121,621 |
| 100 |
1,991.6 |
1,767.2 |
224.4 |
12.4% |
30.4 |
1.7% |
19% |
False |
False |
97,977 |
| 120 |
2,032.5 |
1,767.2 |
265.3 |
14.7% |
32.0 |
1.8% |
16% |
False |
False |
82,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,909.6 |
|
2.618 |
1,872.7 |
|
1.618 |
1,850.1 |
|
1.000 |
1,836.1 |
|
0.618 |
1,827.5 |
|
HIGH |
1,813.5 |
|
0.618 |
1,804.9 |
|
0.500 |
1,802.2 |
|
0.382 |
1,799.5 |
|
LOW |
1,790.9 |
|
0.618 |
1,776.9 |
|
1.000 |
1,768.3 |
|
1.618 |
1,754.3 |
|
2.618 |
1,731.7 |
|
4.250 |
1,694.9 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,808.0 |
1,812.6 |
| PP |
1,805.1 |
1,812.0 |
| S1 |
1,802.2 |
1,811.5 |
|