Trading Metrics calculated at close of trading on 03-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,764.75 |
3,829.50 |
64.75 |
1.7% |
3,835.50 |
High |
3,835.75 |
3,843.50 |
7.75 |
0.2% |
3,862.25 |
Low |
3,760.00 |
3,807.75 |
47.75 |
1.3% |
3,685.50 |
Close |
3,818.25 |
3,823.50 |
5.25 |
0.1% |
3,705.25 |
Range |
75.75 |
35.75 |
-40.00 |
-52.8% |
176.75 |
ATR |
67.93 |
65.63 |
-2.30 |
-3.4% |
0.00 |
Volume |
1,419,765 |
1,285,692 |
-134,073 |
-9.4% |
10,350,109 |
|
Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,932.25 |
3,913.50 |
3,843.25 |
|
R3 |
3,896.50 |
3,877.75 |
3,833.25 |
|
R2 |
3,860.75 |
3,860.75 |
3,830.00 |
|
R1 |
3,842.00 |
3,842.00 |
3,826.75 |
3,833.50 |
PP |
3,825.00 |
3,825.00 |
3,825.00 |
3,820.50 |
S1 |
3,806.25 |
3,806.25 |
3,820.25 |
3,797.75 |
S2 |
3,789.25 |
3,789.25 |
3,817.00 |
|
S3 |
3,753.50 |
3,770.50 |
3,813.75 |
|
S4 |
3,717.75 |
3,734.75 |
3,803.75 |
|
|
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 |
3,843.50 |
3,656.50 |
187.00 |
4.9% |
88.75 |
2.3% |
89% |
True |
False |
1,846,916 |
10 |
3,862.25 |
3,656.50 |
205.75 |
5.4% |
75.50 |
2.0% |
81% |
False |
False |
1,699,808 |
20 |
3,862.25 |
3,656.50 |
205.75 |
5.4% |
64.25 |
1.7% |
81% |
False |
False |
1,556,058 |
40 |
3,862.25 |
3,596.00 |
266.25 |
7.0% |
56.50 |
1.5% |
85% |
False |
False |
1,336,627 |
60 |
3,862.25 |
3,447.75 |
414.50 |
10.8% |
55.00 |
1.4% |
91% |
False |
False |
895,831 |
80 |
3,862.25 |
3,215.75 |
646.50 |
16.9% |
58.25 |
1.5% |
94% |
False |
False |
672,379 |
100 |
3,862.25 |
3,190.25 |
672.00 |
17.6% |
60.25 |
1.6% |
94% |
False |
False |
538,338 |
120 |
3,862.25 |
3,190.25 |
672.00 |
17.6% |
59.50 |
1.6% |
94% |
False |
False |
448,642 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,995.50 |
2.618 |
3,937.00 |
1.618 |
3,901.25 |
1.000 |
3,879.25 |
0.618 |
3,865.50 |
HIGH |
3,843.50 |
0.618 |
3,829.75 |
0.500 |
3,825.50 |
0.382 |
3,821.50 |
LOW |
3,807.75 |
0.618 |
3,785.75 |
1.000 |
3,772.00 |
1.618 |
3,750.00 |
2.618 |
3,714.25 |
4.250 |
3,655.75 |
|
|
Fisher Pivots for day following 03-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,825.50 |
3,799.00 |
PP |
3,825.00 |
3,774.50 |
S1 |
3,824.25 |
3,750.00 |
|