Trading Metrics calculated at close of trading on 02-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,356.0 |
13,645.0 |
289.0 |
2.2% |
13,881.0 |
High |
13,679.0 |
13,876.0 |
197.0 |
1.4% |
13,946.0 |
Low |
13,356.0 |
13,626.0 |
270.0 |
2.0% |
13,298.0 |
Close |
13,628.0 |
13,825.0 |
197.0 |
1.4% |
13,442.0 |
Range |
323.0 |
250.0 |
-73.0 |
-22.6% |
648.0 |
ATR |
255.8 |
255.4 |
-0.4 |
-0.2% |
0.0 |
Volume |
49,079 |
51,806 |
2,727 |
5.6% |
401,857 |
|
Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,525.7 |
14,425.3 |
13,962.5 |
|
R3 |
14,275.7 |
14,175.3 |
13,893.8 |
|
R2 |
14,025.7 |
14,025.7 |
13,870.8 |
|
R1 |
13,925.3 |
13,925.3 |
13,847.9 |
13,975.5 |
PP |
13,775.7 |
13,775.7 |
13,775.7 |
13,800.8 |
S1 |
13,675.3 |
13,675.3 |
13,802.1 |
13,725.5 |
S2 |
13,525.7 |
13,525.7 |
13,779.2 |
|
S3 |
13,275.7 |
13,425.3 |
13,756.3 |
|
S4 |
13,025.7 |
13,175.3 |
13,687.5 |
|
|
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 |
13,884.0 |
13,298.0 |
586.0 |
4.2% |
332.4 |
2.4% |
90% |
False |
False |
71,799 |
10 |
14,017.0 |
13,298.0 |
719.0 |
5.2% |
289.8 |
2.1% |
73% |
False |
False |
64,638 |
20 |
14,123.0 |
13,298.0 |
825.0 |
6.0% |
240.4 |
1.7% |
64% |
False |
False |
56,413 |
40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.1% |
221.3 |
1.6% |
74% |
False |
False |
40,466 |
60 |
14,123.0 |
11,764.5 |
2,358.5 |
17.1% |
209.6 |
1.5% |
87% |
False |
False |
27,030 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.4% |
207.4 |
1.5% |
89% |
False |
False |
20,299 |
100 |
14,123.0 |
11,302.5 |
2,820.5 |
20.4% |
189.2 |
1.4% |
89% |
False |
False |
16,249 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,938.5 |
2.618 |
14,530.5 |
1.618 |
14,280.5 |
1.000 |
14,126.0 |
0.618 |
14,030.5 |
HIGH |
13,876.0 |
0.618 |
13,780.5 |
0.500 |
13,751.0 |
0.382 |
13,721.5 |
LOW |
13,626.0 |
0.618 |
13,471.5 |
1.000 |
13,376.0 |
1.618 |
13,221.5 |
2.618 |
12,971.5 |
4.250 |
12,563.5 |
|
|
Fisher Pivots for day following 02-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,800.3 |
13,755.3 |
PP |
13,775.7 |
13,685.7 |
S1 |
13,751.0 |
13,616.0 |
|