Trading Metrics calculated at close of trading on 02-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,451.0 |
3,530.0 |
79.0 |
2.3% |
3,595.0 |
High |
3,539.0 |
3,598.0 |
59.0 |
1.7% |
3,615.0 |
Low |
3,451.0 |
3,526.0 |
75.0 |
2.2% |
3,453.0 |
Close |
3,525.0 |
3,581.0 |
56.0 |
1.6% |
3,478.0 |
Range |
88.0 |
72.0 |
-16.0 |
-18.2% |
162.0 |
ATR |
64.7 |
65.3 |
0.6 |
0.9% |
0.0 |
Volume |
886,802 |
888,219 |
1,417 |
0.2% |
5,922,089 |
|
Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,784.3 |
3,754.7 |
3,620.6 |
|
R3 |
3,712.3 |
3,682.7 |
3,600.8 |
|
R2 |
3,640.3 |
3,640.3 |
3,594.2 |
|
R1 |
3,610.7 |
3,610.7 |
3,587.6 |
3,625.5 |
PP |
3,568.3 |
3,568.3 |
3,568.3 |
3,575.8 |
S1 |
3,538.7 |
3,538.7 |
3,574.4 |
3,553.5 |
S2 |
3,496.3 |
3,496.3 |
3,567.8 |
|
S3 |
3,424.3 |
3,466.7 |
3,561.2 |
|
S4 |
3,352.3 |
3,394.7 |
3,541.4 |
|
|
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 |
3,598.0 |
3,451.0 |
147.0 |
4.1% |
90.2 |
2.5% |
88% |
True |
False |
1,160,118 |
10 |
3,640.0 |
3,451.0 |
189.0 |
5.3% |
75.3 |
2.1% |
69% |
False |
False |
1,001,047 |
20 |
3,646.0 |
3,451.0 |
195.0 |
5.4% |
61.1 |
1.7% |
67% |
False |
False |
890,381 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.5% |
55.3 |
1.5% |
76% |
False |
False |
713,873 |
60 |
3,646.0 |
3,033.0 |
613.0 |
17.1% |
55.0 |
1.5% |
89% |
False |
False |
478,294 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.6% |
54.0 |
1.5% |
92% |
False |
False |
359,452 |
100 |
3,646.0 |
2,874.0 |
772.0 |
21.6% |
49.5 |
1.4% |
92% |
False |
False |
288,022 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,904.0 |
2.618 |
3,786.5 |
1.618 |
3,714.5 |
1.000 |
3,670.0 |
0.618 |
3,642.5 |
HIGH |
3,598.0 |
0.618 |
3,570.5 |
0.500 |
3,562.0 |
0.382 |
3,553.5 |
LOW |
3,526.0 |
0.618 |
3,481.5 |
1.000 |
3,454.0 |
1.618 |
3,409.5 |
2.618 |
3,337.5 |
4.250 |
3,220.0 |
|
|
Fisher Pivots for day following 02-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,574.7 |
3,562.2 |
PP |
3,568.3 |
3,543.3 |
S1 |
3,562.0 |
3,524.5 |
|