Trading Metrics calculated at close of trading on 09-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,655.0 |
3,671.0 |
16.0 |
0.4% |
3,451.0 |
High |
3,682.0 |
3,672.0 |
-10.0 |
-0.3% |
3,663.0 |
Low |
3,654.0 |
3,643.0 |
-11.0 |
-0.3% |
3,451.0 |
Close |
3,668.0 |
3,654.0 |
-14.0 |
-0.4% |
3,647.0 |
Range |
28.0 |
29.0 |
1.0 |
3.6% |
212.0 |
ATR |
58.8 |
56.7 |
-2.1 |
-3.6% |
0.0 |
Volume |
639,031 |
552,956 |
-86,075 |
-13.5% |
4,061,106 |
|
Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,743.3 |
3,727.7 |
3,670.0 |
|
R3 |
3,714.3 |
3,698.7 |
3,662.0 |
|
R2 |
3,685.3 |
3,685.3 |
3,659.3 |
|
R1 |
3,669.7 |
3,669.7 |
3,656.7 |
3,663.0 |
PP |
3,656.3 |
3,656.3 |
3,656.3 |
3,653.0 |
S1 |
3,640.7 |
3,640.7 |
3,651.3 |
3,634.0 |
S2 |
3,627.3 |
3,627.3 |
3,648.7 |
|
S3 |
3,598.3 |
3,611.7 |
3,646.0 |
|
S4 |
3,569.3 |
3,582.7 |
3,638.1 |
|
|
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 |
3,589.0 |
93.0 |
2.5% |
34.8 |
1.0% |
70% |
False |
False |
695,614 |
10 |
3,682.0 |
3,451.0 |
231.0 |
6.3% |
62.5 |
1.7% |
88% |
False |
False |
927,866 |
20 |
3,682.0 |
3,451.0 |
231.0 |
6.3% |
56.7 |
1.6% |
88% |
False |
False |
862,766 |
40 |
3,682.0 |
3,379.0 |
303.0 |
8.3% |
55.9 |
1.5% |
91% |
False |
False |
797,408 |
60 |
3,682.0 |
3,379.0 |
303.0 |
8.3% |
48.9 |
1.3% |
91% |
False |
False |
536,011 |
80 |
3,682.0 |
2,874.0 |
808.0 |
22.1% |
54.7 |
1.5% |
97% |
False |
False |
402,824 |
100 |
3,682.0 |
2,874.0 |
808.0 |
22.1% |
50.9 |
1.4% |
97% |
False |
False |
322,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,795.3 |
2.618 |
3,747.9 |
1.618 |
3,718.9 |
1.000 |
3,701.0 |
0.618 |
3,689.9 |
HIGH |
3,672.0 |
0.618 |
3,660.9 |
0.500 |
3,657.5 |
0.382 |
3,654.1 |
LOW |
3,643.0 |
0.618 |
3,625.1 |
1.000 |
3,614.0 |
1.618 |
3,596.1 |
2.618 |
3,567.1 |
4.250 |
3,519.8 |
|
|
Fisher Pivots for day following 09-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,657.5 |
3,658.5 |
PP |
3,656.3 |
3,657.0 |
S1 |
3,655.2 |
3,655.5 |
|