Trading Metrics calculated at close of trading on 10-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,910.50 |
3,912.25 |
1.75 |
0.0% |
3,692.25 |
High |
3,913.25 |
3,928.50 |
15.25 |
0.4% |
3,888.25 |
Low |
3,895.00 |
3,878.25 |
-16.75 |
-0.4% |
3,656.50 |
Close |
3,905.50 |
3,903.00 |
-2.50 |
-0.1% |
3,880.25 |
Range |
18.25 |
50.25 |
32.00 |
175.3% |
231.75 |
ATR |
57.24 |
56.74 |
-0.50 |
-0.9% |
0.00 |
Volume |
881,922 |
1,560,824 |
678,902 |
77.0% |
6,668,131 |
|
Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,054.00 |
4,028.75 |
3,930.75 |
|
R3 |
4,003.75 |
3,978.50 |
3,916.75 |
|
R2 |
3,953.50 |
3,953.50 |
3,912.25 |
|
R1 |
3,928.25 |
3,928.25 |
3,907.50 |
3,915.75 |
PP |
3,903.25 |
3,903.25 |
3,903.25 |
3,897.00 |
S1 |
3,878.00 |
3,878.00 |
3,898.50 |
3,865.50 |
S2 |
3,853.00 |
3,853.00 |
3,893.75 |
|
S3 |
3,802.75 |
3,827.75 |
3,889.25 |
|
S4 |
3,752.50 |
3,777.50 |
3,875.25 |
|
|
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 |
3,928.50 |
3,811.25 |
117.25 |
3.0% |
36.25 |
0.9% |
78% |
True |
False |
1,138,092 |
10 |
3,928.50 |
3,656.50 |
272.00 |
7.0% |
62.50 |
1.6% |
91% |
True |
False |
1,492,504 |
20 |
3,928.50 |
3,656.50 |
272.00 |
7.0% |
59.00 |
1.5% |
91% |
True |
False |
1,462,718 |
40 |
3,928.50 |
3,596.00 |
332.50 |
8.5% |
55.50 |
1.4% |
92% |
True |
False |
1,419,411 |
60 |
3,928.50 |
3,509.50 |
419.00 |
10.7% |
51.75 |
1.3% |
94% |
True |
False |
990,299 |
80 |
3,928.50 |
3,215.75 |
712.75 |
18.3% |
57.25 |
1.5% |
96% |
True |
False |
743,396 |
100 |
3,928.50 |
3,190.25 |
738.25 |
18.9% |
59.25 |
1.5% |
97% |
True |
False |
595,187 |
120 |
3,928.50 |
3,190.25 |
738.25 |
18.9% |
60.00 |
1.5% |
97% |
True |
False |
496,061 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,142.00 |
2.618 |
4,060.00 |
1.618 |
4,009.75 |
1.000 |
3,978.75 |
0.618 |
3,959.50 |
HIGH |
3,928.50 |
0.618 |
3,909.25 |
0.500 |
3,903.50 |
0.382 |
3,897.50 |
LOW |
3,878.25 |
0.618 |
3,847.25 |
1.000 |
3,828.00 |
1.618 |
3,797.00 |
2.618 |
3,746.75 |
4.250 |
3,664.75 |
|
|
Fisher Pivots for day following 10-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,903.50 |
3,903.50 |
PP |
3,903.25 |
3,903.25 |
S1 |
3,903.00 |
3,903.00 |
|