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 |
3,599.0 |
3,609.0 |
10.0 |
0.3% |
3,595.0 |
High |
3,628.0 |
3,640.0 |
12.0 |
0.3% |
3,615.0 |
Low |
3,589.0 |
3,590.0 |
1.0 |
0.0% |
3,453.0 |
Close |
3,597.0 |
3,633.0 |
36.0 |
1.0% |
3,478.0 |
Range |
39.0 |
50.0 |
11.0 |
28.2% |
162.0 |
ATR |
64.0 |
63.0 |
-1.0 |
-1.6% |
0.0 |
Volume |
820,106 |
735,850 |
-84,256 |
-10.3% |
5,922,089 |
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,771.0 |
3,752.0 |
3,660.5 |
|
R3 |
3,721.0 |
3,702.0 |
3,646.8 |
|
R2 |
3,671.0 |
3,671.0 |
3,642.2 |
|
R1 |
3,652.0 |
3,652.0 |
3,637.6 |
3,661.5 |
PP |
3,621.0 |
3,621.0 |
3,621.0 |
3,625.8 |
S1 |
3,602.0 |
3,602.0 |
3,628.4 |
3,611.5 |
S2 |
3,571.0 |
3,571.0 |
3,623.8 |
|
S3 |
3,521.0 |
3,552.0 |
3,619.3 |
|
S4 |
3,471.0 |
3,502.0 |
3,605.5 |
|
|
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 |
3,640.0 |
3,451.0 |
189.0 |
5.2% |
67.6 |
1.9% |
96% |
True |
False |
947,840 |
10 |
3,640.0 |
3,451.0 |
189.0 |
5.2% |
75.8 |
2.1% |
96% |
True |
False |
1,018,105 |
20 |
3,646.0 |
3,451.0 |
195.0 |
5.4% |
58.6 |
1.6% |
93% |
False |
False |
884,292 |
40 |
3,646.0 |
3,379.0 |
267.0 |
7.3% |
56.3 |
1.6% |
95% |
False |
False |
751,382 |
60 |
3,646.0 |
3,157.0 |
489.0 |
13.5% |
53.2 |
1.5% |
97% |
False |
False |
504,096 |
80 |
3,646.0 |
2,874.0 |
772.0 |
21.2% |
54.5 |
1.5% |
98% |
False |
False |
378,800 |
100 |
3,646.0 |
2,874.0 |
772.0 |
21.2% |
50.3 |
1.4% |
98% |
False |
False |
303,581 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,852.5 |
2.618 |
3,770.9 |
1.618 |
3,720.9 |
1.000 |
3,690.0 |
0.618 |
3,670.9 |
HIGH |
3,640.0 |
0.618 |
3,620.9 |
0.500 |
3,615.0 |
0.382 |
3,609.1 |
LOW |
3,590.0 |
0.618 |
3,559.1 |
1.000 |
3,540.0 |
1.618 |
3,509.1 |
2.618 |
3,459.1 |
4.250 |
3,377.5 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,627.0 |
3,616.3 |
PP |
3,621.0 |
3,599.7 |
S1 |
3,615.0 |
3,583.0 |
|