Trading Metrics calculated at close of trading on 01-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,538.0 |
3,451.0 |
-87.0 |
-2.5% |
3,595.0 |
High |
3,542.0 |
3,539.0 |
-3.0 |
-0.1% |
3,615.0 |
Low |
3,453.0 |
3,451.0 |
-2.0 |
-0.1% |
3,453.0 |
Close |
3,478.0 |
3,525.0 |
47.0 |
1.4% |
3,478.0 |
Range |
89.0 |
88.0 |
-1.0 |
-1.1% |
162.0 |
ATR |
62.9 |
64.7 |
1.8 |
2.9% |
0.0 |
Volume |
1,408,226 |
886,802 |
-521,424 |
-37.0% |
5,922,089 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,769.0 |
3,735.0 |
3,573.4 |
|
R3 |
3,681.0 |
3,647.0 |
3,549.2 |
|
R2 |
3,593.0 |
3,593.0 |
3,541.1 |
|
R1 |
3,559.0 |
3,559.0 |
3,533.1 |
3,576.0 |
PP |
3,505.0 |
3,505.0 |
3,505.0 |
3,513.5 |
S1 |
3,471.0 |
3,471.0 |
3,516.9 |
3,488.0 |
S2 |
3,417.0 |
3,417.0 |
3,508.9 |
|
S3 |
3,329.0 |
3,383.0 |
3,500.8 |
|
S4 |
3,241.0 |
3,295.0 |
3,476.6 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,001.3 |
3,901.7 |
3,567.1 |
|
R3 |
3,839.3 |
3,739.7 |
3,522.6 |
|
R2 |
3,677.3 |
3,677.3 |
3,507.7 |
|
R1 |
3,577.7 |
3,577.7 |
3,492.9 |
3,546.5 |
PP |
3,515.3 |
3,515.3 |
3,515.3 |
3,499.8 |
S1 |
3,415.7 |
3,415.7 |
3,463.2 |
3,384.5 |
S2 |
3,353.3 |
3,353.3 |
3,448.3 |
|
S3 |
3,191.3 |
3,253.7 |
3,433.5 |
|
S4 |
3,029.3 |
3,091.7 |
3,388.9 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,599.0 |
3,451.0 |
148.0 |
4.2% |
91.2 |
2.6% |
50% |
False |
True |
1,151,763 |
10 |
3,640.0 |
3,451.0 |
189.0 |
5.4% |
71.8 |
2.0% |
39% |
False |
True |
972,105 |
20 |
3,646.0 |
3,451.0 |
195.0 |
5.5% |
61.6 |
1.7% |
38% |
False |
True |
892,861 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.6% |
54.2 |
1.5% |
55% |
False |
False |
692,051 |
60 |
3,646.0 |
3,020.0 |
626.0 |
17.8% |
55.0 |
1.6% |
81% |
False |
False |
463,543 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.9% |
53.5 |
1.5% |
84% |
False |
False |
348,385 |
100 |
3,646.0 |
2,874.0 |
772.0 |
21.9% |
49.0 |
1.4% |
84% |
False |
False |
279,139 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,913.0 |
2.618 |
3,769.4 |
1.618 |
3,681.4 |
1.000 |
3,627.0 |
0.618 |
3,593.4 |
HIGH |
3,539.0 |
0.618 |
3,505.4 |
0.500 |
3,495.0 |
0.382 |
3,484.6 |
LOW |
3,451.0 |
0.618 |
3,396.6 |
1.000 |
3,363.0 |
1.618 |
3,308.6 |
2.618 |
3,220.6 |
4.250 |
3,077.0 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,515.0 |
3,519.3 |
PP |
3,505.0 |
3,513.7 |
S1 |
3,495.0 |
3,508.0 |
|