Trading Metrics calculated at close of trading on 01-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,615.0 |
13,356.0 |
-259.0 |
-1.9% |
13,881.0 |
High |
13,615.0 |
13,679.0 |
64.0 |
0.5% |
13,946.0 |
Low |
13,358.0 |
13,356.0 |
-2.0 |
0.0% |
13,298.0 |
Close |
13,442.0 |
13,628.0 |
186.0 |
1.4% |
13,442.0 |
Range |
257.0 |
323.0 |
66.0 |
25.7% |
648.0 |
ATR |
250.6 |
255.8 |
5.2 |
2.1% |
0.0 |
Volume |
83,291 |
49,079 |
-34,212 |
-41.1% |
401,857 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,523.3 |
14,398.7 |
13,805.7 |
|
R3 |
14,200.3 |
14,075.7 |
13,716.8 |
|
R2 |
13,877.3 |
13,877.3 |
13,687.2 |
|
R1 |
13,752.7 |
13,752.7 |
13,657.6 |
13,815.0 |
PP |
13,554.3 |
13,554.3 |
13,554.3 |
13,585.5 |
S1 |
13,429.7 |
13,429.7 |
13,598.4 |
13,492.0 |
S2 |
13,231.3 |
13,231.3 |
13,568.8 |
|
S3 |
12,908.3 |
13,106.7 |
13,539.2 |
|
S4 |
12,585.3 |
12,783.7 |
13,450.4 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,506.0 |
15,122.0 |
13,798.4 |
|
R3 |
14,858.0 |
14,474.0 |
13,620.2 |
|
R2 |
14,210.0 |
14,210.0 |
13,560.8 |
|
R1 |
13,826.0 |
13,826.0 |
13,501.4 |
13,694.0 |
PP |
13,562.0 |
13,562.0 |
13,562.0 |
13,496.0 |
S1 |
13,178.0 |
13,178.0 |
13,382.6 |
13,046.0 |
S2 |
12,914.0 |
12,914.0 |
13,323.2 |
|
S3 |
12,266.0 |
12,530.0 |
13,263.8 |
|
S4 |
11,618.0 |
11,882.0 |
13,085.6 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,922.0 |
13,298.0 |
624.0 |
4.6% |
351.0 |
2.6% |
53% |
False |
False |
74,244 |
10 |
14,017.0 |
13,298.0 |
719.0 |
5.3% |
281.0 |
2.1% |
46% |
False |
False |
63,777 |
20 |
14,123.0 |
13,298.0 |
825.0 |
6.1% |
244.5 |
1.8% |
40% |
False |
False |
56,690 |
40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.3% |
216.8 |
1.6% |
56% |
False |
False |
39,179 |
60 |
14,123.0 |
11,764.5 |
2,358.5 |
17.3% |
210.4 |
1.5% |
79% |
False |
False |
26,171 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.7% |
206.4 |
1.5% |
82% |
False |
False |
19,652 |
100 |
14,123.0 |
11,302.5 |
2,820.5 |
20.7% |
187.2 |
1.4% |
82% |
False |
False |
15,731 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
15,051.8 |
2.618 |
14,524.6 |
1.618 |
14,201.6 |
1.000 |
14,002.0 |
0.618 |
13,878.6 |
HIGH |
13,679.0 |
0.618 |
13,555.6 |
0.500 |
13,517.5 |
0.382 |
13,479.4 |
LOW |
13,356.0 |
0.618 |
13,156.4 |
1.000 |
13,033.0 |
1.618 |
12,833.4 |
2.618 |
12,510.4 |
4.250 |
11,983.3 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,591.2 |
13,586.7 |
PP |
13,554.3 |
13,545.3 |
S1 |
13,517.5 |
13,504.0 |
|