Trading Metrics calculated at close of trading on 03-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,232.50 |
13,506.00 |
273.50 |
2.1% |
13,370.00 |
High |
13,509.75 |
13,584.50 |
74.75 |
0.6% |
13,599.75 |
Low |
13,230.50 |
13,386.75 |
156.25 |
1.2% |
12,829.00 |
Close |
13,449.00 |
13,394.25 |
-54.75 |
-0.4% |
12,911.25 |
Range |
279.25 |
197.75 |
-81.50 |
-29.2% |
770.75 |
ATR |
294.02 |
287.14 |
-6.88 |
-2.3% |
0.00 |
Volume |
491,671 |
499,098 |
7,427 |
1.5% |
3,315,123 |
|
Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,048.50 |
13,919.00 |
13,503.00 |
|
R3 |
13,850.75 |
13,721.25 |
13,448.75 |
|
R2 |
13,653.00 |
13,653.00 |
13,430.50 |
|
R1 |
13,523.50 |
13,523.50 |
13,412.50 |
13,489.50 |
PP |
13,455.25 |
13,455.25 |
13,455.25 |
13,438.00 |
S1 |
13,325.75 |
13,325.75 |
13,376.00 |
13,291.50 |
S2 |
13,257.50 |
13,257.50 |
13,358.00 |
|
S3 |
13,059.75 |
13,128.00 |
13,339.75 |
|
S4 |
12,862.00 |
12,930.25 |
13,285.50 |
|
|
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 |
13,584.50 |
12,727.25 |
857.25 |
6.4% |
373.50 |
2.8% |
78% |
True |
False |
580,547 |
10 |
13,599.75 |
12,727.25 |
872.50 |
6.5% |
339.75 |
2.5% |
76% |
False |
False |
568,506 |
20 |
13,599.75 |
12,491.25 |
1,108.50 |
8.3% |
291.25 |
2.2% |
81% |
False |
False |
529,761 |
40 |
13,599.75 |
12,216.75 |
1,383.00 |
10.3% |
236.75 |
1.8% |
85% |
False |
False |
429,000 |
60 |
13,599.75 |
11,496.75 |
2,103.00 |
15.7% |
228.00 |
1.7% |
90% |
False |
False |
286,375 |
80 |
13,599.75 |
10,934.00 |
2,665.75 |
19.9% |
243.00 |
1.8% |
92% |
False |
False |
214,970 |
100 |
13,599.75 |
10,649.50 |
2,950.25 |
22.0% |
255.50 |
1.9% |
93% |
False |
False |
172,109 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,425.00 |
2.618 |
14,102.25 |
1.618 |
13,904.50 |
1.000 |
13,782.25 |
0.618 |
13,706.75 |
HIGH |
13,584.50 |
0.618 |
13,509.00 |
0.500 |
13,485.50 |
0.382 |
13,462.25 |
LOW |
13,386.75 |
0.618 |
13,264.50 |
1.000 |
13,189.00 |
1.618 |
13,066.75 |
2.618 |
12,869.00 |
4.250 |
12,546.25 |
|
|
Fisher Pivots for day following 03-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,485.50 |
13,314.75 |
PP |
13,455.25 |
13,235.25 |
S1 |
13,424.75 |
13,156.00 |
|