Trading Metrics calculated at close of trading on 10-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,671.0 |
3,661.0 |
-10.0 |
-0.3% |
3,451.0 |
High |
3,672.0 |
3,676.0 |
4.0 |
0.1% |
3,663.0 |
Low |
3,643.0 |
3,620.0 |
-23.0 |
-0.6% |
3,451.0 |
Close |
3,654.0 |
3,641.0 |
-13.0 |
-0.4% |
3,647.0 |
Range |
29.0 |
56.0 |
27.0 |
93.1% |
212.0 |
ATR |
56.7 |
56.6 |
0.0 |
-0.1% |
0.0 |
Volume |
552,956 |
816,787 |
263,831 |
47.7% |
4,061,106 |
|
Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,813.7 |
3,783.3 |
3,671.8 |
|
R3 |
3,757.7 |
3,727.3 |
3,656.4 |
|
R2 |
3,701.7 |
3,701.7 |
3,651.3 |
|
R1 |
3,671.3 |
3,671.3 |
3,646.1 |
3,658.5 |
PP |
3,645.7 |
3,645.7 |
3,645.7 |
3,639.3 |
S1 |
3,615.3 |
3,615.3 |
3,635.9 |
3,602.5 |
S2 |
3,589.7 |
3,589.7 |
3,630.7 |
|
S3 |
3,533.7 |
3,559.3 |
3,625.6 |
|
S4 |
3,477.7 |
3,503.3 |
3,610.2 |
|
|
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 |
3,590.0 |
92.0 |
2.5% |
38.2 |
1.0% |
55% |
False |
False |
694,950 |
10 |
3,682.0 |
3,451.0 |
231.0 |
6.3% |
58.0 |
1.6% |
82% |
False |
False |
874,193 |
20 |
3,682.0 |
3,451.0 |
231.0 |
6.3% |
57.1 |
1.6% |
82% |
False |
False |
866,514 |
40 |
3,682.0 |
3,379.0 |
303.0 |
8.3% |
56.2 |
1.5% |
86% |
False |
False |
815,804 |
60 |
3,682.0 |
3,379.0 |
303.0 |
8.3% |
49.2 |
1.3% |
86% |
False |
False |
549,205 |
80 |
3,682.0 |
2,874.0 |
808.0 |
22.2% |
55.1 |
1.5% |
95% |
False |
False |
413,028 |
100 |
3,682.0 |
2,874.0 |
808.0 |
22.2% |
51.3 |
1.4% |
95% |
False |
False |
330,873 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,914.0 |
2.618 |
3,822.6 |
1.618 |
3,766.6 |
1.000 |
3,732.0 |
0.618 |
3,710.6 |
HIGH |
3,676.0 |
0.618 |
3,654.6 |
0.500 |
3,648.0 |
0.382 |
3,641.4 |
LOW |
3,620.0 |
0.618 |
3,585.4 |
1.000 |
3,564.0 |
1.618 |
3,529.4 |
2.618 |
3,473.4 |
4.250 |
3,382.0 |
|
|
Fisher Pivots for day following 10-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,648.0 |
3,651.0 |
PP |
3,645.7 |
3,647.7 |
S1 |
3,643.3 |
3,644.3 |
|