Trading Metrics calculated at close of trading on 08-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,560.00 |
13,623.75 |
63.75 |
0.5% |
12,849.00 |
High |
13,638.50 |
13,693.00 |
54.50 |
0.4% |
13,638.50 |
Low |
13,519.50 |
13,596.00 |
76.50 |
0.6% |
12,727.25 |
Close |
13,598.00 |
13,683.00 |
85.00 |
0.6% |
13,598.00 |
Range |
119.00 |
97.00 |
-22.00 |
-18.5% |
911.25 |
ATR |
270.91 |
258.49 |
-12.42 |
-4.6% |
0.00 |
Volume |
431,935 |
393,927 |
-38,008 |
-8.8% |
2,380,276 |
|
Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,948.25 |
13,912.75 |
13,736.25 |
|
R3 |
13,851.25 |
13,815.75 |
13,709.75 |
|
R2 |
13,754.25 |
13,754.25 |
13,700.75 |
|
R1 |
13,718.75 |
13,718.75 |
13,692.00 |
13,736.50 |
PP |
13,657.25 |
13,657.25 |
13,657.25 |
13,666.25 |
S1 |
13,621.75 |
13,621.75 |
13,674.00 |
13,639.50 |
S2 |
13,560.25 |
13,560.25 |
13,665.25 |
|
S3 |
13,463.25 |
13,524.75 |
13,656.25 |
|
S4 |
13,366.25 |
13,427.75 |
13,629.75 |
|
|
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 |
13,693.00 |
13,230.50 |
462.50 |
3.4% |
183.25 |
1.3% |
98% |
True |
False |
444,930 |
10 |
13,693.00 |
12,727.25 |
965.75 |
7.1% |
323.00 |
2.4% |
99% |
True |
False |
542,548 |
20 |
13,693.00 |
12,727.00 |
966.00 |
7.1% |
269.75 |
2.0% |
99% |
True |
False |
506,472 |
40 |
13,693.00 |
12,216.75 |
1,476.25 |
10.8% |
231.50 |
1.7% |
99% |
True |
False |
459,167 |
60 |
13,693.00 |
11,569.75 |
2,123.25 |
15.5% |
215.00 |
1.6% |
100% |
True |
False |
306,854 |
80 |
13,693.00 |
10,934.00 |
2,759.00 |
20.2% |
237.25 |
1.7% |
100% |
True |
False |
230,363 |
100 |
13,693.00 |
10,649.50 |
3,043.50 |
22.2% |
251.00 |
1.8% |
100% |
True |
False |
184,435 |
120 |
13,693.00 |
10,649.50 |
3,043.50 |
22.2% |
258.75 |
1.9% |
100% |
True |
False |
153,721 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,105.25 |
2.618 |
13,947.00 |
1.618 |
13,850.00 |
1.000 |
13,790.00 |
0.618 |
13,753.00 |
HIGH |
13,693.00 |
0.618 |
13,656.00 |
0.500 |
13,644.50 |
0.382 |
13,633.00 |
LOW |
13,596.00 |
0.618 |
13,536.00 |
1.000 |
13,499.00 |
1.618 |
13,439.00 |
2.618 |
13,342.00 |
4.250 |
13,183.75 |
|
|
Fisher Pivots for day following 08-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,670.25 |
13,628.50 |
PP |
13,657.25 |
13,573.75 |
S1 |
13,644.50 |
13,519.00 |
|