Trading Metrics calculated at close of trading on 01-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,770.25 |
3,692.25 |
-78.00 |
-2.1% |
3,835.50 |
High |
3,777.25 |
3,777.00 |
-0.25 |
0.0% |
3,862.25 |
Low |
3,685.50 |
3,656.50 |
-29.00 |
-0.8% |
3,685.50 |
Close |
3,705.25 |
3,765.75 |
60.50 |
1.6% |
3,705.25 |
Range |
91.75 |
120.50 |
28.75 |
31.3% |
176.75 |
ATR |
63.24 |
67.33 |
4.09 |
6.5% |
0.00 |
Volume |
2,691,820 |
1,687,396 |
-1,004,424 |
-37.3% |
10,350,109 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,094.50 |
4,050.75 |
3,832.00 |
|
R3 |
3,974.00 |
3,930.25 |
3,799.00 |
|
R2 |
3,853.50 |
3,853.50 |
3,787.75 |
|
R1 |
3,809.75 |
3,809.75 |
3,776.75 |
3,831.50 |
PP |
3,733.00 |
3,733.00 |
3,733.00 |
3,744.00 |
S1 |
3,689.25 |
3,689.25 |
3,754.75 |
3,711.00 |
S2 |
3,612.50 |
3,612.50 |
3,743.75 |
|
S3 |
3,492.00 |
3,568.75 |
3,732.50 |
|
S4 |
3,371.50 |
3,448.25 |
3,699.50 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,281.25 |
4,170.00 |
3,802.50 |
|
R3 |
4,104.50 |
3,993.25 |
3,753.75 |
|
R2 |
3,927.75 |
3,927.75 |
3,737.75 |
|
R1 |
3,816.50 |
3,816.50 |
3,721.50 |
3,783.75 |
PP |
3,751.00 |
3,751.00 |
3,751.00 |
3,734.50 |
S1 |
3,639.75 |
3,639.75 |
3,689.00 |
3,607.00 |
S2 |
3,574.25 |
3,574.25 |
3,672.75 |
|
S3 |
3,397.50 |
3,463.00 |
3,656.75 |
|
S4 |
3,220.75 |
3,286.25 |
3,608.00 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,862.25 |
3,656.50 |
205.75 |
5.5% |
104.00 |
2.8% |
53% |
False |
True |
2,054,721 |
10 |
3,862.25 |
3,656.50 |
205.75 |
5.5% |
76.50 |
2.0% |
53% |
False |
True |
1,685,699 |
20 |
3,862.25 |
3,652.50 |
209.75 |
5.6% |
67.50 |
1.8% |
54% |
False |
False |
1,593,367 |
40 |
3,862.25 |
3,596.00 |
266.25 |
7.1% |
55.00 |
1.5% |
64% |
False |
False |
1,270,672 |
60 |
3,862.25 |
3,311.00 |
551.25 |
14.6% |
57.50 |
1.5% |
82% |
False |
False |
850,895 |
80 |
3,862.25 |
3,215.75 |
646.50 |
17.2% |
58.50 |
1.6% |
85% |
False |
False |
638,626 |
100 |
3,862.25 |
3,190.25 |
672.00 |
17.8% |
61.25 |
1.6% |
86% |
False |
False |
511,289 |
120 |
3,862.25 |
3,190.25 |
672.00 |
17.8% |
59.50 |
1.6% |
86% |
False |
False |
426,097 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,289.00 |
2.618 |
4,092.50 |
1.618 |
3,972.00 |
1.000 |
3,897.50 |
0.618 |
3,851.50 |
HIGH |
3,777.00 |
0.618 |
3,731.00 |
0.500 |
3,716.75 |
0.382 |
3,702.50 |
LOW |
3,656.50 |
0.618 |
3,582.00 |
1.000 |
3,536.00 |
1.618 |
3,461.50 |
2.618 |
3,341.00 |
4.250 |
3,144.50 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,749.50 |
3,757.25 |
PP |
3,733.00 |
3,748.50 |
S1 |
3,716.75 |
3,740.00 |
|