Trading Metrics calculated at close of trading on 02-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
12,849.00 |
13,232.50 |
383.50 |
3.0% |
13,370.00 |
High |
13,271.50 |
13,509.75 |
238.25 |
1.8% |
13,599.75 |
Low |
12,727.25 |
13,230.50 |
503.25 |
4.0% |
12,829.00 |
Close |
13,236.50 |
13,449.00 |
212.50 |
1.6% |
12,911.25 |
Range |
544.25 |
279.25 |
-265.00 |
-48.7% |
770.75 |
ATR |
295.16 |
294.02 |
-1.14 |
-0.4% |
0.00 |
Volume |
549,549 |
491,671 |
-57,878 |
-10.5% |
3,315,123 |
|
Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,234.25 |
14,120.75 |
13,602.50 |
|
R3 |
13,955.00 |
13,841.50 |
13,525.75 |
|
R2 |
13,675.75 |
13,675.75 |
13,500.25 |
|
R1 |
13,562.25 |
13,562.25 |
13,474.50 |
13,619.00 |
PP |
13,396.50 |
13,396.50 |
13,396.50 |
13,424.75 |
S1 |
13,283.00 |
13,283.00 |
13,423.50 |
13,339.75 |
S2 |
13,117.25 |
13,117.25 |
13,397.75 |
|
S3 |
12,838.00 |
13,003.75 |
13,372.25 |
|
S4 |
12,558.75 |
12,724.50 |
13,295.50 |
|
|
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 |
13,586.50 |
12,727.25 |
859.25 |
6.4% |
474.50 |
3.5% |
84% |
False |
False |
638,021 |
10 |
13,599.75 |
12,727.25 |
872.50 |
6.5% |
351.00 |
2.6% |
83% |
False |
False |
562,473 |
20 |
13,599.75 |
12,491.25 |
1,108.50 |
8.2% |
291.25 |
2.2% |
86% |
False |
False |
528,965 |
40 |
13,599.75 |
12,216.75 |
1,383.00 |
10.3% |
234.00 |
1.7% |
89% |
False |
False |
416,592 |
60 |
13,599.75 |
11,496.75 |
2,103.00 |
15.6% |
230.25 |
1.7% |
93% |
False |
False |
278,076 |
80 |
13,599.75 |
10,934.00 |
2,665.75 |
19.8% |
241.75 |
1.8% |
94% |
False |
False |
208,736 |
100 |
13,599.75 |
10,649.50 |
2,950.25 |
21.9% |
258.00 |
1.9% |
95% |
False |
False |
167,119 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,696.50 |
2.618 |
14,240.75 |
1.618 |
13,961.50 |
1.000 |
13,789.00 |
0.618 |
13,682.25 |
HIGH |
13,509.75 |
0.618 |
13,403.00 |
0.500 |
13,370.00 |
0.382 |
13,337.25 |
LOW |
13,230.50 |
0.618 |
13,058.00 |
1.000 |
12,951.25 |
1.618 |
12,778.75 |
2.618 |
12,499.50 |
4.250 |
12,043.75 |
|
|
Fisher Pivots for day following 02-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,422.75 |
13,338.75 |
PP |
13,396.50 |
13,228.75 |
S1 |
13,370.00 |
13,118.50 |
|