Trading Metrics calculated at close of trading on 04-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,829.50 |
3,832.75 |
3.25 |
0.1% |
3,835.50 |
High |
3,843.50 |
3,869.75 |
26.25 |
0.7% |
3,862.25 |
Low |
3,807.75 |
3,811.25 |
3.50 |
0.1% |
3,685.50 |
Close |
3,823.50 |
3,864.50 |
41.00 |
1.1% |
3,705.25 |
Range |
35.75 |
58.50 |
22.75 |
63.6% |
176.75 |
ATR |
65.63 |
65.12 |
-0.51 |
-0.8% |
0.00 |
Volume |
1,285,692 |
1,136,404 |
-149,288 |
-11.6% |
10,350,109 |
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,024.00 |
4,002.75 |
3,896.75 |
|
R3 |
3,965.50 |
3,944.25 |
3,880.50 |
|
R2 |
3,907.00 |
3,907.00 |
3,875.25 |
|
R1 |
3,885.75 |
3,885.75 |
3,869.75 |
3,896.50 |
PP |
3,848.50 |
3,848.50 |
3,848.50 |
3,853.75 |
S1 |
3,827.25 |
3,827.25 |
3,859.25 |
3,838.00 |
S2 |
3,790.00 |
3,790.00 |
3,853.75 |
|
S3 |
3,731.50 |
3,768.75 |
3,848.50 |
|
S4 |
3,673.00 |
3,710.25 |
3,832.25 |
|
|
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 |
3,869.75 |
3,656.50 |
213.25 |
5.5% |
76.50 |
2.0% |
98% |
True |
False |
1,644,215 |
10 |
3,869.75 |
3,656.50 |
213.25 |
5.5% |
79.00 |
2.0% |
98% |
True |
False |
1,706,622 |
20 |
3,869.75 |
3,656.50 |
213.25 |
5.5% |
62.75 |
1.6% |
98% |
True |
False |
1,506,520 |
40 |
3,869.75 |
3,596.00 |
273.75 |
7.1% |
57.00 |
1.5% |
98% |
True |
False |
1,364,004 |
60 |
3,869.75 |
3,497.25 |
372.50 |
9.6% |
55.00 |
1.4% |
99% |
True |
False |
914,741 |
80 |
3,869.75 |
3,215.75 |
654.00 |
16.9% |
58.50 |
1.5% |
99% |
True |
False |
686,566 |
100 |
3,869.75 |
3,190.25 |
679.50 |
17.6% |
60.00 |
1.6% |
99% |
True |
False |
549,698 |
120 |
3,869.75 |
3,190.25 |
679.50 |
17.6% |
59.75 |
1.5% |
99% |
True |
False |
458,112 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,118.50 |
2.618 |
4,023.00 |
1.618 |
3,964.50 |
1.000 |
3,928.25 |
0.618 |
3,906.00 |
HIGH |
3,869.75 |
0.618 |
3,847.50 |
0.500 |
3,840.50 |
0.382 |
3,833.50 |
LOW |
3,811.25 |
0.618 |
3,775.00 |
1.000 |
3,752.75 |
1.618 |
3,716.50 |
2.618 |
3,658.00 |
4.250 |
3,562.50 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,856.50 |
3,848.00 |
PP |
3,848.50 |
3,831.50 |
S1 |
3,840.50 |
3,815.00 |
|