Trading Metrics calculated at close of trading on 01-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,156.00 |
12,849.00 |
-307.00 |
-2.3% |
13,370.00 |
High |
13,188.00 |
13,271.50 |
83.50 |
0.6% |
13,599.75 |
Low |
12,829.00 |
12,727.25 |
-101.75 |
-0.8% |
12,829.00 |
Close |
12,911.25 |
13,236.50 |
325.25 |
2.5% |
12,911.25 |
Range |
359.00 |
544.25 |
185.25 |
51.6% |
770.75 |
ATR |
276.00 |
295.16 |
19.16 |
6.9% |
0.00 |
Volume |
738,848 |
549,549 |
-189,299 |
-25.6% |
3,315,123 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,711.25 |
14,518.00 |
13,535.75 |
|
R3 |
14,167.00 |
13,973.75 |
13,386.25 |
|
R2 |
13,622.75 |
13,622.75 |
13,336.25 |
|
R1 |
13,429.50 |
13,429.50 |
13,286.50 |
13,526.00 |
PP |
13,078.50 |
13,078.50 |
13,078.50 |
13,126.75 |
S1 |
12,885.25 |
12,885.25 |
13,186.50 |
12,982.00 |
S2 |
12,534.25 |
12,534.25 |
13,136.75 |
|
S3 |
11,990.00 |
12,341.00 |
13,086.75 |
|
S4 |
11,445.75 |
11,796.75 |
12,937.25 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,425.50 |
14,939.25 |
13,335.25 |
|
R3 |
14,654.75 |
14,168.50 |
13,123.25 |
|
R2 |
13,884.00 |
13,884.00 |
13,052.50 |
|
R1 |
13,397.75 |
13,397.75 |
12,982.00 |
13,255.50 |
PP |
13,113.25 |
13,113.25 |
13,113.25 |
13,042.25 |
S1 |
12,627.00 |
12,627.00 |
12,840.50 |
12,484.75 |
S2 |
12,342.50 |
12,342.50 |
12,770.00 |
|
S3 |
11,571.75 |
11,856.25 |
12,699.25 |
|
S4 |
10,801.00 |
11,085.50 |
12,487.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,599.75 |
12,727.25 |
872.50 |
6.6% |
462.50 |
3.5% |
58% |
False |
True |
640,165 |
10 |
13,599.75 |
12,727.00 |
872.75 |
6.6% |
353.50 |
2.7% |
58% |
False |
False |
561,466 |
20 |
13,599.75 |
12,491.25 |
1,108.50 |
8.4% |
299.25 |
2.3% |
67% |
False |
False |
536,905 |
40 |
13,599.75 |
12,216.75 |
1,383.00 |
10.4% |
229.25 |
1.7% |
74% |
False |
False |
404,337 |
60 |
13,599.75 |
11,224.75 |
2,375.00 |
17.9% |
235.75 |
1.8% |
85% |
False |
False |
269,913 |
80 |
13,599.75 |
10,934.00 |
2,665.75 |
20.1% |
242.00 |
1.8% |
86% |
False |
False |
202,594 |
100 |
13,599.75 |
10,649.50 |
2,950.25 |
22.3% |
260.50 |
2.0% |
88% |
False |
False |
162,203 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,584.50 |
2.618 |
14,696.25 |
1.618 |
14,152.00 |
1.000 |
13,815.75 |
0.618 |
13,607.75 |
HIGH |
13,271.50 |
0.618 |
13,063.50 |
0.500 |
12,999.50 |
0.382 |
12,935.25 |
LOW |
12,727.25 |
0.618 |
12,391.00 |
1.000 |
12,183.00 |
1.618 |
11,846.75 |
2.618 |
11,302.50 |
4.250 |
10,414.25 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,157.50 |
13,178.00 |
PP |
13,078.50 |
13,119.25 |
S1 |
12,999.50 |
13,060.50 |
|