Trading Metrics calculated at close of trading on 04-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,506.00 |
13,429.50 |
-76.50 |
-0.6% |
13,370.00 |
High |
13,584.50 |
13,568.75 |
-15.75 |
-0.1% |
13,599.75 |
Low |
13,386.75 |
13,345.25 |
-41.50 |
-0.3% |
12,829.00 |
Close |
13,394.25 |
13,547.50 |
153.25 |
1.1% |
12,911.25 |
Range |
197.75 |
223.50 |
25.75 |
13.0% |
770.75 |
ATR |
287.14 |
282.60 |
-4.55 |
-1.6% |
0.00 |
Volume |
499,098 |
408,023 |
-91,075 |
-18.2% |
3,315,123 |
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,157.75 |
14,076.00 |
13,670.50 |
|
R3 |
13,934.25 |
13,852.50 |
13,609.00 |
|
R2 |
13,710.75 |
13,710.75 |
13,588.50 |
|
R1 |
13,629.00 |
13,629.00 |
13,568.00 |
13,670.00 |
PP |
13,487.25 |
13,487.25 |
13,487.25 |
13,507.50 |
S1 |
13,405.50 |
13,405.50 |
13,527.00 |
13,446.50 |
S2 |
13,263.75 |
13,263.75 |
13,506.50 |
|
S3 |
13,040.25 |
13,182.00 |
13,486.00 |
|
S4 |
12,816.75 |
12,958.50 |
13,424.50 |
|
|
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 |
6.3% |
320.75 |
2.4% |
96% |
False |
False |
537,437 |
10 |
13,599.75 |
12,727.25 |
872.50 |
6.4% |
348.00 |
2.6% |
94% |
False |
False |
567,117 |
20 |
13,599.75 |
12,646.50 |
953.25 |
7.0% |
285.00 |
2.1% |
95% |
False |
False |
512,381 |
40 |
13,599.75 |
12,216.75 |
1,383.00 |
10.2% |
239.00 |
1.8% |
96% |
False |
False |
439,080 |
60 |
13,599.75 |
11,496.75 |
2,103.00 |
15.5% |
227.75 |
1.7% |
98% |
False |
False |
293,157 |
80 |
13,599.75 |
10,934.00 |
2,665.75 |
19.7% |
243.50 |
1.8% |
98% |
False |
False |
220,067 |
100 |
13,599.75 |
10,649.50 |
2,950.25 |
21.8% |
253.50 |
1.9% |
98% |
False |
False |
176,188 |
120 |
13,599.75 |
10,649.50 |
2,950.25 |
21.8% |
258.25 |
1.9% |
98% |
False |
False |
146,839 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,518.50 |
2.618 |
14,153.75 |
1.618 |
13,930.25 |
1.000 |
13,792.25 |
0.618 |
13,706.75 |
HIGH |
13,568.75 |
0.618 |
13,483.25 |
0.500 |
13,457.00 |
0.382 |
13,430.75 |
LOW |
13,345.25 |
0.618 |
13,207.25 |
1.000 |
13,121.75 |
1.618 |
12,983.75 |
2.618 |
12,760.25 |
4.250 |
12,395.50 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,517.25 |
13,500.75 |
PP |
13,487.25 |
13,454.25 |
S1 |
13,457.00 |
13,407.50 |
|