Trading Metrics calculated at close of trading on 05-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,429.50 |
13,560.00 |
130.50 |
1.0% |
12,849.00 |
High |
13,568.75 |
13,638.50 |
69.75 |
0.5% |
13,638.50 |
Low |
13,345.25 |
13,519.50 |
174.25 |
1.3% |
12,727.25 |
Close |
13,547.50 |
13,598.00 |
50.50 |
0.4% |
13,598.00 |
Range |
223.50 |
119.00 |
-104.50 |
-46.8% |
911.25 |
ATR |
282.60 |
270.91 |
-11.69 |
-4.1% |
0.00 |
Volume |
408,023 |
431,935 |
23,912 |
5.9% |
2,380,276 |
|
Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,942.25 |
13,889.25 |
13,663.50 |
|
R3 |
13,823.25 |
13,770.25 |
13,630.75 |
|
R2 |
13,704.25 |
13,704.25 |
13,619.75 |
|
R1 |
13,651.25 |
13,651.25 |
13,609.00 |
13,677.75 |
PP |
13,585.25 |
13,585.25 |
13,585.25 |
13,598.50 |
S1 |
13,532.25 |
13,532.25 |
13,587.00 |
13,558.75 |
S2 |
13,466.25 |
13,466.25 |
13,576.25 |
|
S3 |
13,347.25 |
13,413.25 |
13,565.25 |
|
S4 |
13,228.25 |
13,294.25 |
13,532.50 |
|
|
Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,055.00 |
15,737.75 |
14,099.25 |
|
R3 |
15,143.75 |
14,826.50 |
13,848.50 |
|
R2 |
14,232.50 |
14,232.50 |
13,765.00 |
|
R1 |
13,915.25 |
13,915.25 |
13,681.50 |
14,074.00 |
PP |
13,321.25 |
13,321.25 |
13,321.25 |
13,400.50 |
S1 |
13,004.00 |
13,004.00 |
13,514.50 |
13,162.50 |
S2 |
12,410.00 |
12,410.00 |
13,431.00 |
|
S3 |
11,498.75 |
12,092.75 |
13,347.50 |
|
S4 |
10,587.50 |
11,181.50 |
13,096.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,638.50 |
12,727.25 |
911.25 |
6.7% |
272.75 |
2.0% |
96% |
True |
False |
476,055 |
10 |
13,638.50 |
12,727.25 |
911.25 |
6.7% |
349.75 |
2.6% |
96% |
True |
False |
569,539 |
20 |
13,638.50 |
12,727.00 |
911.50 |
6.7% |
275.25 |
2.0% |
96% |
True |
False |
512,181 |
40 |
13,638.50 |
12,216.75 |
1,421.75 |
10.5% |
238.25 |
1.8% |
97% |
True |
False |
449,686 |
60 |
13,638.50 |
11,496.75 |
2,141.75 |
15.8% |
220.00 |
1.6% |
98% |
True |
False |
300,313 |
80 |
13,638.50 |
10,934.00 |
2,704.50 |
19.9% |
238.75 |
1.8% |
99% |
True |
False |
225,452 |
100 |
13,638.50 |
10,649.50 |
2,989.00 |
22.0% |
252.50 |
1.9% |
99% |
True |
False |
180,505 |
120 |
13,638.50 |
10,649.50 |
2,989.00 |
22.0% |
258.25 |
1.9% |
99% |
True |
False |
150,439 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,144.25 |
2.618 |
13,950.00 |
1.618 |
13,831.00 |
1.000 |
13,757.50 |
0.618 |
13,712.00 |
HIGH |
13,638.50 |
0.618 |
13,593.00 |
0.500 |
13,579.00 |
0.382 |
13,565.00 |
LOW |
13,519.50 |
0.618 |
13,446.00 |
1.000 |
13,400.50 |
1.618 |
13,327.00 |
2.618 |
13,208.00 |
4.250 |
13,013.75 |
|
|
Fisher Pivots for day following 05-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,591.75 |
13,562.50 |
PP |
13,585.25 |
13,527.25 |
S1 |
13,579.00 |
13,492.00 |
|