Trading Metrics calculated at close of trading on 11-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,661.0 |
3,639.0 |
-22.0 |
-0.6% |
3,451.0 |
High |
3,676.0 |
3,668.0 |
-8.0 |
-0.2% |
3,663.0 |
Low |
3,620.0 |
3,632.0 |
12.0 |
0.3% |
3,451.0 |
Close |
3,641.0 |
3,662.0 |
21.0 |
0.6% |
3,647.0 |
Range |
56.0 |
36.0 |
-20.0 |
-35.7% |
212.0 |
ATR |
56.6 |
55.1 |
-1.5 |
-2.6% |
0.0 |
Volume |
816,787 |
666,549 |
-150,238 |
-18.4% |
4,061,106 |
|
Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,762.0 |
3,748.0 |
3,681.8 |
|
R3 |
3,726.0 |
3,712.0 |
3,671.9 |
|
R2 |
3,690.0 |
3,690.0 |
3,668.6 |
|
R1 |
3,676.0 |
3,676.0 |
3,665.3 |
3,683.0 |
PP |
3,654.0 |
3,654.0 |
3,654.0 |
3,657.5 |
S1 |
3,640.0 |
3,640.0 |
3,658.7 |
3,647.0 |
S2 |
3,618.0 |
3,618.0 |
3,655.4 |
|
S3 |
3,582.0 |
3,604.0 |
3,652.1 |
|
S4 |
3,546.0 |
3,568.0 |
3,642.2 |
|
|
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 |
3,620.0 |
62.0 |
1.7% |
35.4 |
1.0% |
68% |
False |
False |
681,090 |
10 |
3,682.0 |
3,451.0 |
231.0 |
6.3% |
51.5 |
1.4% |
91% |
False |
False |
814,465 |
20 |
3,682.0 |
3,451.0 |
231.0 |
6.3% |
57.6 |
1.6% |
91% |
False |
False |
867,700 |
40 |
3,682.0 |
3,379.0 |
303.0 |
8.3% |
56.0 |
1.5% |
93% |
False |
False |
828,565 |
60 |
3,682.0 |
3,379.0 |
303.0 |
8.3% |
48.8 |
1.3% |
93% |
False |
False |
559,901 |
80 |
3,682.0 |
2,874.0 |
808.0 |
22.1% |
54.6 |
1.5% |
98% |
False |
False |
421,331 |
100 |
3,682.0 |
2,874.0 |
808.0 |
22.1% |
51.3 |
1.4% |
98% |
False |
False |
337,495 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,821.0 |
2.618 |
3,762.2 |
1.618 |
3,726.2 |
1.000 |
3,704.0 |
0.618 |
3,690.2 |
HIGH |
3,668.0 |
0.618 |
3,654.2 |
0.500 |
3,650.0 |
0.382 |
3,645.8 |
LOW |
3,632.0 |
0.618 |
3,609.8 |
1.000 |
3,596.0 |
1.618 |
3,573.8 |
2.618 |
3,537.8 |
4.250 |
3,479.0 |
|
|
Fisher Pivots for day following 11-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,658.0 |
3,657.3 |
PP |
3,654.0 |
3,652.7 |
S1 |
3,650.0 |
3,648.0 |
|