Trading Metrics calculated at close of trading on 04-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,881.0 |
13,960.0 |
79.0 |
0.6% |
13,881.0 |
High |
13,983.0 |
14,061.0 |
78.0 |
0.6% |
13,946.0 |
Low |
13,853.0 |
13,898.0 |
45.0 |
0.3% |
13,298.0 |
Close |
13,916.0 |
14,044.0 |
128.0 |
0.9% |
13,442.0 |
Range |
130.0 |
163.0 |
33.0 |
25.4% |
648.0 |
ATR |
248.4 |
242.3 |
-6.1 |
-2.5% |
0.0 |
Volume |
49,433 |
45,365 |
-4,068 |
-8.2% |
401,857 |
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,490.0 |
14,430.0 |
14,133.7 |
|
R3 |
14,327.0 |
14,267.0 |
14,088.8 |
|
R2 |
14,164.0 |
14,164.0 |
14,073.9 |
|
R1 |
14,104.0 |
14,104.0 |
14,058.9 |
14,134.0 |
PP |
14,001.0 |
14,001.0 |
14,001.0 |
14,016.0 |
S1 |
13,941.0 |
13,941.0 |
14,029.1 |
13,971.0 |
S2 |
13,838.0 |
13,838.0 |
14,014.1 |
|
S3 |
13,675.0 |
13,778.0 |
13,999.2 |
|
S4 |
13,512.0 |
13,615.0 |
13,954.4 |
|
|
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 |
14,061.0 |
13,356.0 |
705.0 |
5.0% |
224.6 |
1.6% |
98% |
True |
False |
55,794 |
10 |
14,061.0 |
13,298.0 |
763.0 |
5.4% |
285.9 |
2.0% |
98% |
True |
False |
65,629 |
20 |
14,123.0 |
13,298.0 |
825.0 |
5.9% |
228.5 |
1.6% |
90% |
False |
False |
55,871 |
40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.0% |
223.6 |
1.6% |
93% |
False |
False |
42,813 |
60 |
14,123.0 |
12,356.0 |
1,767.0 |
12.6% |
201.5 |
1.4% |
96% |
False |
False |
28,603 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.1% |
208.8 |
1.5% |
97% |
False |
False |
21,483 |
100 |
14,123.0 |
11,302.5 |
2,820.5 |
20.1% |
191.4 |
1.4% |
97% |
False |
False |
17,197 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,753.8 |
2.618 |
14,487.7 |
1.618 |
14,324.7 |
1.000 |
14,224.0 |
0.618 |
14,161.7 |
HIGH |
14,061.0 |
0.618 |
13,998.7 |
0.500 |
13,979.5 |
0.382 |
13,960.3 |
LOW |
13,898.0 |
0.618 |
13,797.3 |
1.000 |
13,735.0 |
1.618 |
13,634.3 |
2.618 |
13,471.3 |
4.250 |
13,205.3 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
14,022.5 |
13,977.2 |
PP |
14,001.0 |
13,910.3 |
S1 |
13,979.5 |
13,843.5 |
|