Trading Metrics calculated at close of trading on 11-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1,842.6 |
1,840.5 |
-2.1 |
-0.1% |
1,866.6 |
High |
1,851.1 |
1,845.0 |
-6.1 |
-0.3% |
1,871.9 |
Low |
1,835.3 |
1,820.9 |
-14.4 |
-0.8% |
1,782.8 |
Close |
1,840.6 |
1,824.9 |
-15.7 |
-0.9% |
1,810.9 |
Range |
15.8 |
24.1 |
8.3 |
52.5% |
89.1 |
ATR |
28.5 |
28.2 |
-0.3 |
-1.1% |
0.0 |
Volume |
543 |
602 |
59 |
10.9% |
7,635 |
|
Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,902.6 |
1,887.8 |
1,838.2 |
|
R3 |
1,878.5 |
1,863.7 |
1,831.5 |
|
R2 |
1,854.4 |
1,854.4 |
1,829.3 |
|
R1 |
1,839.6 |
1,839.6 |
1,827.1 |
1,835.0 |
PP |
1,830.3 |
1,830.3 |
1,830.3 |
1,827.9 |
S1 |
1,815.5 |
1,815.5 |
1,822.7 |
1,810.9 |
S2 |
1,806.2 |
1,806.2 |
1,820.5 |
|
S3 |
1,782.1 |
1,791.4 |
1,818.3 |
|
S4 |
1,758.0 |
1,767.3 |
1,811.6 |
|
|
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 |
1,851.1 |
1,790.9 |
60.2 |
3.3% |
21.9 |
1.2% |
56% |
False |
False |
572 |
10 |
1,876.0 |
1,782.8 |
93.2 |
5.1% |
26.4 |
1.4% |
45% |
False |
False |
1,085 |
20 |
1,876.0 |
1,782.8 |
93.2 |
5.1% |
27.8 |
1.5% |
45% |
False |
False |
107,865 |
40 |
1,962.5 |
1,782.8 |
179.7 |
9.8% |
29.5 |
1.6% |
23% |
False |
False |
159,860 |
60 |
1,962.5 |
1,767.2 |
195.3 |
10.7% |
29.4 |
1.6% |
30% |
False |
False |
154,748 |
80 |
1,973.3 |
1,767.2 |
206.1 |
11.3% |
30.0 |
1.6% |
28% |
False |
False |
121,453 |
100 |
1,973.3 |
1,767.2 |
206.1 |
11.3% |
30.3 |
1.7% |
28% |
False |
False |
97,905 |
120 |
2,008.2 |
1,767.2 |
241.0 |
13.2% |
30.9 |
1.7% |
24% |
False |
False |
82,021 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,947.4 |
2.618 |
1,908.1 |
1.618 |
1,884.0 |
1.000 |
1,869.1 |
0.618 |
1,859.9 |
HIGH |
1,845.0 |
0.618 |
1,835.8 |
0.500 |
1,833.0 |
0.382 |
1,830.1 |
LOW |
1,820.9 |
0.618 |
1,806.0 |
1.000 |
1,796.8 |
1.618 |
1,781.9 |
2.618 |
1,757.8 |
4.250 |
1,718.5 |
|
|
Fisher Pivots for day following 11-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,833.0 |
1,836.0 |
PP |
1,830.3 |
1,832.3 |
S1 |
1,827.6 |
1,828.6 |
|