Trading Metrics calculated at close of trading on 03-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,645.0 |
13,881.0 |
236.0 |
1.7% |
13,881.0 |
High |
13,876.0 |
13,983.0 |
107.0 |
0.8% |
13,946.0 |
Low |
13,626.0 |
13,853.0 |
227.0 |
1.7% |
13,298.0 |
Close |
13,825.0 |
13,916.0 |
91.0 |
0.7% |
13,442.0 |
Range |
250.0 |
130.0 |
-120.0 |
-48.0% |
648.0 |
ATR |
255.4 |
248.4 |
-7.0 |
-2.7% |
0.0 |
Volume |
51,806 |
49,433 |
-2,373 |
-4.6% |
401,857 |
|
Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,307.3 |
14,241.7 |
13,987.5 |
|
R3 |
14,177.3 |
14,111.7 |
13,951.8 |
|
R2 |
14,047.3 |
14,047.3 |
13,939.8 |
|
R1 |
13,981.7 |
13,981.7 |
13,927.9 |
14,014.5 |
PP |
13,917.3 |
13,917.3 |
13,917.3 |
13,933.8 |
S1 |
13,851.7 |
13,851.7 |
13,904.1 |
13,884.5 |
S2 |
13,787.3 |
13,787.3 |
13,892.2 |
|
S3 |
13,657.3 |
13,721.7 |
13,880.3 |
|
S4 |
13,527.3 |
13,591.7 |
13,844.5 |
|
|
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 |
13,983.0 |
13,298.0 |
685.0 |
4.9% |
274.4 |
2.0% |
90% |
True |
False |
63,130 |
10 |
14,017.0 |
13,298.0 |
719.0 |
5.2% |
285.4 |
2.1% |
86% |
False |
False |
65,494 |
20 |
14,123.0 |
13,298.0 |
825.0 |
5.9% |
236.6 |
1.7% |
75% |
False |
False |
56,445 |
40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.1% |
222.2 |
1.6% |
82% |
False |
False |
41,689 |
60 |
14,123.0 |
12,342.5 |
1,780.5 |
12.8% |
202.4 |
1.5% |
88% |
False |
False |
27,851 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.3% |
208.0 |
1.5% |
93% |
False |
False |
20,917 |
100 |
14,123.0 |
11,302.5 |
2,820.5 |
20.3% |
190.2 |
1.4% |
93% |
False |
False |
16,743 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,535.5 |
2.618 |
14,323.3 |
1.618 |
14,193.3 |
1.000 |
14,113.0 |
0.618 |
14,063.3 |
HIGH |
13,983.0 |
0.618 |
13,933.3 |
0.500 |
13,918.0 |
0.382 |
13,902.7 |
LOW |
13,853.0 |
0.618 |
13,772.7 |
1.000 |
13,723.0 |
1.618 |
13,642.7 |
2.618 |
13,512.7 |
4.250 |
13,300.5 |
|
|
Fisher Pivots for day following 03-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,918.0 |
13,833.8 |
PP |
13,917.3 |
13,751.7 |
S1 |
13,916.7 |
13,669.5 |
|