Trading Metrics calculated at close of trading on 08-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,864.25 |
3,889.00 |
24.75 |
0.6% |
3,692.25 |
High |
3,888.25 |
3,911.25 |
23.00 |
0.6% |
3,888.25 |
Low |
3,860.00 |
3,885.50 |
25.50 |
0.7% |
3,656.50 |
Close |
3,880.25 |
3,908.00 |
27.75 |
0.7% |
3,880.25 |
Range |
28.25 |
25.75 |
-2.50 |
-8.8% |
231.75 |
ATR |
62.49 |
60.24 |
-2.25 |
-3.6% |
0.00 |
Volume |
1,138,874 |
972,437 |
-166,437 |
-14.6% |
6,668,131 |
|
Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,978.75 |
3,969.25 |
3,922.25 |
|
R3 |
3,953.00 |
3,943.50 |
3,915.00 |
|
R2 |
3,927.25 |
3,927.25 |
3,912.75 |
|
R1 |
3,917.75 |
3,917.75 |
3,910.25 |
3,922.50 |
PP |
3,901.50 |
3,901.50 |
3,901.50 |
3,904.00 |
S1 |
3,892.00 |
3,892.00 |
3,905.75 |
3,896.75 |
S2 |
3,875.75 |
3,875.75 |
3,903.25 |
|
S3 |
3,850.00 |
3,866.25 |
3,901.00 |
|
S4 |
3,824.25 |
3,840.50 |
3,893.75 |
|
|
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 |
3,911.25 |
3,760.00 |
151.25 |
3.9% |
44.75 |
1.1% |
98% |
True |
False |
1,190,634 |
10 |
3,911.25 |
3,656.50 |
254.75 |
6.5% |
74.25 |
1.9% |
99% |
True |
False |
1,622,677 |
20 |
3,911.25 |
3,656.50 |
254.75 |
6.5% |
59.75 |
1.5% |
99% |
True |
False |
1,466,013 |
40 |
3,911.25 |
3,596.00 |
315.25 |
8.1% |
56.00 |
1.4% |
99% |
True |
False |
1,412,391 |
60 |
3,911.25 |
3,504.50 |
406.75 |
10.4% |
52.50 |
1.3% |
99% |
True |
False |
949,686 |
80 |
3,911.25 |
3,215.75 |
695.50 |
17.8% |
57.75 |
1.5% |
100% |
True |
False |
712,921 |
100 |
3,911.25 |
3,190.25 |
721.00 |
18.4% |
59.75 |
1.5% |
100% |
True |
False |
570,789 |
120 |
3,911.25 |
3,190.25 |
721.00 |
18.4% |
59.75 |
1.5% |
100% |
True |
False |
475,706 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,020.75 |
2.618 |
3,978.75 |
1.618 |
3,953.00 |
1.000 |
3,937.00 |
0.618 |
3,927.25 |
HIGH |
3,911.25 |
0.618 |
3,901.50 |
0.500 |
3,898.50 |
0.382 |
3,895.25 |
LOW |
3,885.50 |
0.618 |
3,869.50 |
1.000 |
3,859.75 |
1.618 |
3,843.75 |
2.618 |
3,818.00 |
4.250 |
3,776.00 |
|
|
Fisher Pivots for day following 08-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,904.75 |
3,892.50 |
PP |
3,901.50 |
3,876.75 |
S1 |
3,898.50 |
3,861.25 |
|