Trading Metrics calculated at close of trading on 05-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,832.75 |
3,864.25 |
31.50 |
0.8% |
3,692.25 |
High |
3,869.75 |
3,888.25 |
18.50 |
0.5% |
3,888.25 |
Low |
3,811.25 |
3,860.00 |
48.75 |
1.3% |
3,656.50 |
Close |
3,864.50 |
3,880.25 |
15.75 |
0.4% |
3,880.25 |
Range |
58.50 |
28.25 |
-30.25 |
-51.7% |
231.75 |
ATR |
65.12 |
62.49 |
-2.63 |
-4.0% |
0.00 |
Volume |
1,136,404 |
1,138,874 |
2,470 |
0.2% |
6,668,131 |
|
Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,961.00 |
3,948.75 |
3,895.75 |
|
R3 |
3,932.75 |
3,920.50 |
3,888.00 |
|
R2 |
3,904.50 |
3,904.50 |
3,885.50 |
|
R1 |
3,892.25 |
3,892.25 |
3,882.75 |
3,898.50 |
PP |
3,876.25 |
3,876.25 |
3,876.25 |
3,879.25 |
S1 |
3,864.00 |
3,864.00 |
3,877.75 |
3,870.00 |
S2 |
3,848.00 |
3,848.00 |
3,875.00 |
|
S3 |
3,819.75 |
3,835.75 |
3,872.50 |
|
S4 |
3,791.50 |
3,807.50 |
3,864.75 |
|
|
Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,503.50 |
4,423.75 |
4,007.75 |
|
R3 |
4,271.75 |
4,192.00 |
3,944.00 |
|
R2 |
4,040.00 |
4,040.00 |
3,922.75 |
|
R1 |
3,960.25 |
3,960.25 |
3,901.50 |
4,000.00 |
PP |
3,808.25 |
3,808.25 |
3,808.25 |
3,828.25 |
S1 |
3,728.50 |
3,728.50 |
3,859.00 |
3,768.50 |
S2 |
3,576.50 |
3,576.50 |
3,837.75 |
|
S3 |
3,344.75 |
3,496.75 |
3,816.50 |
|
S4 |
3,113.00 |
3,265.00 |
3,752.75 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,888.25 |
3,656.50 |
231.75 |
6.0% |
63.75 |
1.6% |
97% |
True |
False |
1,333,626 |
10 |
3,888.25 |
3,656.50 |
231.75 |
6.0% |
78.25 |
2.0% |
97% |
True |
False |
1,701,824 |
20 |
3,888.25 |
3,656.50 |
231.75 |
6.0% |
61.00 |
1.6% |
97% |
True |
False |
1,498,363 |
40 |
3,888.25 |
3,596.00 |
292.25 |
7.5% |
56.75 |
1.5% |
97% |
True |
False |
1,390,864 |
60 |
3,888.25 |
3,497.25 |
391.00 |
10.1% |
53.00 |
1.4% |
98% |
True |
False |
933,528 |
80 |
3,888.25 |
3,215.75 |
672.50 |
17.3% |
58.00 |
1.5% |
99% |
True |
False |
700,783 |
100 |
3,888.25 |
3,190.25 |
698.00 |
18.0% |
60.00 |
1.5% |
99% |
True |
False |
561,081 |
120 |
3,888.25 |
3,190.25 |
698.00 |
18.0% |
59.75 |
1.5% |
99% |
True |
False |
467,602 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,008.25 |
2.618 |
3,962.25 |
1.618 |
3,934.00 |
1.000 |
3,916.50 |
0.618 |
3,905.75 |
HIGH |
3,888.25 |
0.618 |
3,877.50 |
0.500 |
3,874.00 |
0.382 |
3,870.75 |
LOW |
3,860.00 |
0.618 |
3,842.50 |
1.000 |
3,831.75 |
1.618 |
3,814.25 |
2.618 |
3,786.00 |
4.250 |
3,740.00 |
|
|
Fisher Pivots for day following 05-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,878.25 |
3,869.50 |
PP |
3,876.25 |
3,858.75 |
S1 |
3,874.00 |
3,848.00 |
|