| Trading Metrics calculated at close of trading on 09-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2021 |
09-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,889.00 |
3,910.50 |
21.50 |
0.6% |
3,692.25 |
| High |
3,911.25 |
3,913.25 |
2.00 |
0.1% |
3,888.25 |
| Low |
3,885.50 |
3,895.00 |
9.50 |
0.2% |
3,656.50 |
| Close |
3,908.00 |
3,905.50 |
-2.50 |
-0.1% |
3,880.25 |
| Range |
25.75 |
18.25 |
-7.50 |
-29.1% |
231.75 |
| ATR |
60.24 |
57.24 |
-3.00 |
-5.0% |
0.00 |
| Volume |
972,437 |
881,922 |
-90,515 |
-9.3% |
6,668,131 |
|
| Daily Pivots for day following 09-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,959.25 |
3,950.75 |
3,915.50 |
|
| R3 |
3,941.00 |
3,932.50 |
3,910.50 |
|
| R2 |
3,922.75 |
3,922.75 |
3,908.75 |
|
| R1 |
3,914.25 |
3,914.25 |
3,907.25 |
3,909.50 |
| PP |
3,904.50 |
3,904.50 |
3,904.50 |
3,902.25 |
| S1 |
3,896.00 |
3,896.00 |
3,903.75 |
3,891.00 |
| S2 |
3,886.25 |
3,886.25 |
3,902.25 |
|
| S3 |
3,868.00 |
3,877.75 |
3,900.50 |
|
| S4 |
3,849.75 |
3,859.50 |
3,895.50 |
|
|
| 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 |
3,913.25 |
3,807.75 |
105.50 |
2.7% |
33.25 |
0.9% |
93% |
True |
False |
1,083,065 |
| 10 |
3,913.25 |
3,656.50 |
256.75 |
6.6% |
72.00 |
1.8% |
97% |
True |
False |
1,593,624 |
| 20 |
3,913.25 |
3,656.50 |
256.75 |
6.6% |
58.50 |
1.5% |
97% |
True |
False |
1,445,488 |
| 40 |
3,913.25 |
3,596.00 |
317.25 |
8.1% |
55.50 |
1.4% |
98% |
True |
False |
1,421,799 |
| 60 |
3,913.25 |
3,504.50 |
408.75 |
10.5% |
52.00 |
1.3% |
98% |
True |
False |
964,325 |
| 80 |
3,913.25 |
3,215.75 |
697.50 |
17.9% |
57.25 |
1.5% |
99% |
True |
False |
723,934 |
| 100 |
3,913.25 |
3,190.25 |
723.00 |
18.5% |
59.50 |
1.5% |
99% |
True |
False |
579,591 |
| 120 |
3,913.25 |
3,190.25 |
723.00 |
18.5% |
59.75 |
1.5% |
99% |
True |
False |
483,055 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
3,990.75 |
|
2.618 |
3,961.00 |
|
1.618 |
3,942.75 |
|
1.000 |
3,931.50 |
|
0.618 |
3,924.50 |
|
HIGH |
3,913.25 |
|
0.618 |
3,906.25 |
|
0.500 |
3,904.00 |
|
0.382 |
3,902.00 |
|
LOW |
3,895.00 |
|
0.618 |
3,883.75 |
|
1.000 |
3,876.75 |
|
1.618 |
3,865.50 |
|
2.618 |
3,847.25 |
|
4.250 |
3,817.50 |
|
|
| Fisher Pivots for day following 09-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,905.00 |
3,899.25 |
| PP |
3,904.50 |
3,893.00 |
| S1 |
3,904.00 |
3,886.50 |
|