| Trading Metrics calculated at close of trading on 02-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,692.25 |
3,764.75 |
72.50 |
2.0% |
3,835.50 |
| High |
3,777.00 |
3,835.75 |
58.75 |
1.6% |
3,862.25 |
| Low |
3,656.50 |
3,760.00 |
103.50 |
2.8% |
3,685.50 |
| Close |
3,765.75 |
3,818.25 |
52.50 |
1.4% |
3,705.25 |
| Range |
120.50 |
75.75 |
-44.75 |
-37.1% |
176.75 |
| ATR |
67.33 |
67.93 |
0.60 |
0.9% |
0.00 |
| Volume |
1,687,396 |
1,419,765 |
-267,631 |
-15.9% |
10,350,109 |
|
| Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,032.00 |
4,000.75 |
3,860.00 |
|
| R3 |
3,956.25 |
3,925.00 |
3,839.00 |
|
| R2 |
3,880.50 |
3,880.50 |
3,832.25 |
|
| R1 |
3,849.25 |
3,849.25 |
3,825.25 |
3,865.00 |
| PP |
3,804.75 |
3,804.75 |
3,804.75 |
3,812.50 |
| S1 |
3,773.50 |
3,773.50 |
3,811.25 |
3,789.00 |
| S2 |
3,729.00 |
3,729.00 |
3,804.25 |
|
| S3 |
3,653.25 |
3,697.75 |
3,797.50 |
|
| S4 |
3,577.50 |
3,622.00 |
3,776.50 |
|
|
| 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 |
3,853.00 |
3,656.50 |
196.50 |
5.1% |
111.00 |
2.9% |
82% |
False |
False |
2,104,182 |
| 10 |
3,862.25 |
3,656.50 |
205.75 |
5.4% |
78.25 |
2.1% |
79% |
False |
False |
1,696,118 |
| 20 |
3,862.25 |
3,656.50 |
205.75 |
5.4% |
65.25 |
1.7% |
79% |
False |
False |
1,562,474 |
| 40 |
3,862.25 |
3,596.00 |
266.25 |
7.0% |
56.25 |
1.5% |
83% |
False |
False |
1,305,333 |
| 60 |
3,862.25 |
3,418.75 |
443.50 |
11.6% |
56.00 |
1.5% |
90% |
False |
False |
874,446 |
| 80 |
3,862.25 |
3,215.75 |
646.50 |
16.9% |
58.25 |
1.5% |
93% |
False |
False |
656,327 |
| 100 |
3,862.25 |
3,190.25 |
672.00 |
17.6% |
60.75 |
1.6% |
93% |
False |
False |
525,484 |
| 120 |
3,862.25 |
3,190.25 |
672.00 |
17.6% |
59.50 |
1.6% |
93% |
False |
False |
437,928 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,157.75 |
|
2.618 |
4,034.00 |
|
1.618 |
3,958.25 |
|
1.000 |
3,911.50 |
|
0.618 |
3,882.50 |
|
HIGH |
3,835.75 |
|
0.618 |
3,806.75 |
|
0.500 |
3,798.00 |
|
0.382 |
3,789.00 |
|
LOW |
3,760.00 |
|
0.618 |
3,713.25 |
|
1.000 |
3,684.25 |
|
1.618 |
3,637.50 |
|
2.618 |
3,561.75 |
|
4.250 |
3,438.00 |
|
|
| Fisher Pivots for day following 02-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,811.50 |
3,794.25 |
| PP |
3,804.75 |
3,770.25 |
| S1 |
3,798.00 |
3,746.00 |
|