Trading Metrics calculated at close of trading on 08-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,637.0 |
3,655.0 |
18.0 |
0.5% |
3,451.0 |
High |
3,663.0 |
3,682.0 |
19.0 |
0.5% |
3,663.0 |
Low |
3,635.0 |
3,654.0 |
19.0 |
0.5% |
3,451.0 |
Close |
3,647.0 |
3,668.0 |
21.0 |
0.6% |
3,647.0 |
Range |
28.0 |
28.0 |
0.0 |
0.0% |
212.0 |
ATR |
60.6 |
58.8 |
-1.8 |
-3.0% |
0.0 |
Volume |
730,129 |
639,031 |
-91,098 |
-12.5% |
4,061,106 |
|
Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,752.0 |
3,738.0 |
3,683.4 |
|
R3 |
3,724.0 |
3,710.0 |
3,675.7 |
|
R2 |
3,696.0 |
3,696.0 |
3,673.1 |
|
R1 |
3,682.0 |
3,682.0 |
3,670.6 |
3,689.0 |
PP |
3,668.0 |
3,668.0 |
3,668.0 |
3,671.5 |
S1 |
3,654.0 |
3,654.0 |
3,665.4 |
3,661.0 |
S2 |
3,640.0 |
3,640.0 |
3,662.9 |
|
S3 |
3,612.0 |
3,626.0 |
3,660.3 |
|
S4 |
3,584.0 |
3,598.0 |
3,652.6 |
|
|
Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,223.0 |
4,147.0 |
3,763.6 |
|
R3 |
4,011.0 |
3,935.0 |
3,705.3 |
|
R2 |
3,799.0 |
3,799.0 |
3,685.9 |
|
R1 |
3,723.0 |
3,723.0 |
3,666.4 |
3,761.0 |
PP |
3,587.0 |
3,587.0 |
3,587.0 |
3,606.0 |
S1 |
3,511.0 |
3,511.0 |
3,627.6 |
3,549.0 |
S2 |
3,375.0 |
3,375.0 |
3,608.1 |
|
S3 |
3,163.0 |
3,299.0 |
3,588.7 |
|
S4 |
2,951.0 |
3,087.0 |
3,530.4 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,682.0 |
3,526.0 |
156.0 |
4.3% |
43.4 |
1.2% |
91% |
True |
False |
762,667 |
10 |
3,682.0 |
3,451.0 |
231.0 |
6.3% |
67.3 |
1.8% |
94% |
True |
False |
957,215 |
20 |
3,682.0 |
3,451.0 |
231.0 |
6.3% |
58.0 |
1.6% |
94% |
True |
False |
871,413 |
40 |
3,682.0 |
3,379.0 |
303.0 |
8.3% |
56.0 |
1.5% |
95% |
True |
False |
784,626 |
60 |
3,682.0 |
3,333.0 |
349.0 |
9.5% |
50.2 |
1.4% |
96% |
True |
False |
526,854 |
80 |
3,682.0 |
2,874.0 |
808.0 |
22.0% |
54.5 |
1.5% |
98% |
True |
False |
395,912 |
100 |
3,682.0 |
2,874.0 |
808.0 |
22.0% |
50.7 |
1.4% |
98% |
True |
False |
317,243 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,801.0 |
2.618 |
3,755.3 |
1.618 |
3,727.3 |
1.000 |
3,710.0 |
0.618 |
3,699.3 |
HIGH |
3,682.0 |
0.618 |
3,671.3 |
0.500 |
3,668.0 |
0.382 |
3,664.7 |
LOW |
3,654.0 |
0.618 |
3,636.7 |
1.000 |
3,626.0 |
1.618 |
3,608.7 |
2.618 |
3,580.7 |
4.250 |
3,535.0 |
|
|
Fisher Pivots for day following 08-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,668.0 |
3,657.3 |
PP |
3,668.0 |
3,646.7 |
S1 |
3,668.0 |
3,636.0 |
|