Trading Metrics calculated at close of trading on 11-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
3,912.25 |
3,907.00 |
-5.25 |
-0.1% |
3,692.25 |
High |
3,928.50 |
3,920.50 |
-8.00 |
-0.2% |
3,888.25 |
Low |
3,878.25 |
3,884.50 |
6.25 |
0.2% |
3,656.50 |
Close |
3,903.00 |
3,912.00 |
9.00 |
0.2% |
3,880.25 |
Range |
50.25 |
36.00 |
-14.25 |
-28.4% |
231.75 |
ATR |
56.74 |
55.26 |
-1.48 |
-2.6% |
0.00 |
Volume |
1,560,824 |
1,296,054 |
-264,770 |
-17.0% |
6,668,131 |
|
Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,013.75 |
3,998.75 |
3,931.75 |
|
R3 |
3,977.75 |
3,962.75 |
3,922.00 |
|
R2 |
3,941.75 |
3,941.75 |
3,918.50 |
|
R1 |
3,926.75 |
3,926.75 |
3,915.25 |
3,934.25 |
PP |
3,905.75 |
3,905.75 |
3,905.75 |
3,909.50 |
S1 |
3,890.75 |
3,890.75 |
3,908.75 |
3,898.25 |
S2 |
3,869.75 |
3,869.75 |
3,905.50 |
|
S3 |
3,833.75 |
3,854.75 |
3,902.00 |
|
S4 |
3,797.75 |
3,818.75 |
3,892.25 |
|
|
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 |
3,860.00 |
68.50 |
1.8% |
31.75 |
0.8% |
76% |
False |
False |
1,170,022 |
10 |
3,928.50 |
3,656.50 |
272.00 |
7.0% |
54.00 |
1.4% |
94% |
False |
False |
1,407,118 |
20 |
3,928.50 |
3,656.50 |
272.00 |
7.0% |
59.00 |
1.5% |
94% |
False |
False |
1,475,062 |
40 |
3,928.50 |
3,596.00 |
332.50 |
8.5% |
55.00 |
1.4% |
95% |
False |
False |
1,394,694 |
60 |
3,928.50 |
3,534.00 |
394.50 |
10.1% |
51.25 |
1.3% |
96% |
False |
False |
1,011,820 |
80 |
3,928.50 |
3,215.75 |
712.75 |
18.2% |
57.25 |
1.5% |
98% |
False |
False |
759,575 |
100 |
3,928.50 |
3,190.25 |
738.25 |
18.9% |
58.75 |
1.5% |
98% |
False |
False |
608,135 |
120 |
3,928.50 |
3,190.25 |
738.25 |
18.9% |
60.00 |
1.5% |
98% |
False |
False |
506,862 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
4,073.50 |
2.618 |
4,014.75 |
1.618 |
3,978.75 |
1.000 |
3,956.50 |
0.618 |
3,942.75 |
HIGH |
3,920.50 |
0.618 |
3,906.75 |
0.500 |
3,902.50 |
0.382 |
3,898.25 |
LOW |
3,884.50 |
0.618 |
3,862.25 |
1.000 |
3,848.50 |
1.618 |
3,826.25 |
2.618 |
3,790.25 |
4.250 |
3,731.50 |
|
|
Fisher Pivots for day following 11-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,908.75 |
3,909.00 |
PP |
3,905.75 |
3,906.25 |
S1 |
3,902.50 |
3,903.50 |
|