Trading Metrics calculated at close of trading on 09-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,623.75 |
13,683.50 |
59.75 |
0.4% |
12,849.00 |
High |
13,693.00 |
13,735.25 |
42.25 |
0.3% |
13,638.50 |
Low |
13,596.00 |
13,634.00 |
38.00 |
0.3% |
12,727.25 |
Close |
13,683.00 |
13,680.25 |
-2.75 |
0.0% |
13,598.00 |
Range |
97.00 |
101.25 |
4.25 |
4.4% |
911.25 |
ATR |
258.49 |
247.26 |
-11.23 |
-4.3% |
0.00 |
Volume |
393,927 |
367,116 |
-26,811 |
-6.8% |
2,380,276 |
|
Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,987.00 |
13,934.75 |
13,736.00 |
|
R3 |
13,885.75 |
13,833.50 |
13,708.00 |
|
R2 |
13,784.50 |
13,784.50 |
13,698.75 |
|
R1 |
13,732.25 |
13,732.25 |
13,689.50 |
13,707.75 |
PP |
13,683.25 |
13,683.25 |
13,683.25 |
13,671.00 |
S1 |
13,631.00 |
13,631.00 |
13,671.00 |
13,606.50 |
S2 |
13,582.00 |
13,582.00 |
13,661.75 |
|
S3 |
13,480.75 |
13,529.75 |
13,652.50 |
|
S4 |
13,379.50 |
13,428.50 |
13,624.50 |
|
|
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 |
13,735.25 |
13,345.25 |
390.00 |
2.9% |
147.75 |
1.1% |
86% |
True |
False |
420,019 |
10 |
13,735.25 |
12,727.25 |
1,008.00 |
7.4% |
311.00 |
2.3% |
95% |
True |
False |
529,020 |
20 |
13,735.25 |
12,727.00 |
1,008.25 |
7.4% |
263.25 |
1.9% |
95% |
True |
False |
502,090 |
40 |
13,735.25 |
12,233.75 |
1,501.50 |
11.0% |
228.25 |
1.7% |
96% |
True |
False |
466,870 |
60 |
13,735.25 |
11,771.00 |
1,964.25 |
14.4% |
211.00 |
1.5% |
97% |
True |
False |
312,959 |
80 |
13,735.25 |
10,934.00 |
2,801.25 |
20.5% |
235.00 |
1.7% |
98% |
True |
False |
234,948 |
100 |
13,735.25 |
10,649.50 |
3,085.75 |
22.6% |
249.00 |
1.8% |
98% |
True |
False |
188,105 |
120 |
13,735.25 |
10,649.50 |
3,085.75 |
22.6% |
258.50 |
1.9% |
98% |
True |
False |
156,780 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,165.50 |
2.618 |
14,000.25 |
1.618 |
13,899.00 |
1.000 |
13,836.50 |
0.618 |
13,797.75 |
HIGH |
13,735.25 |
0.618 |
13,696.50 |
0.500 |
13,684.50 |
0.382 |
13,672.75 |
LOW |
13,634.00 |
0.618 |
13,571.50 |
1.000 |
13,532.75 |
1.618 |
13,470.25 |
2.618 |
13,369.00 |
4.250 |
13,203.75 |
|
|
Fisher Pivots for day following 09-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,684.50 |
13,662.50 |
PP |
13,683.25 |
13,645.00 |
S1 |
13,681.75 |
13,627.50 |
|