Trading Metrics calculated at close of trading on 05-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,960.0 |
14,049.0 |
89.0 |
0.6% |
13,356.0 |
High |
14,061.0 |
14,105.0 |
44.0 |
0.3% |
14,105.0 |
Low |
13,898.0 |
14,001.0 |
103.0 |
0.7% |
13,356.0 |
Close |
14,044.0 |
14,041.0 |
-3.0 |
0.0% |
14,041.0 |
Range |
163.0 |
104.0 |
-59.0 |
-36.2% |
749.0 |
ATR |
242.3 |
232.4 |
-9.9 |
-4.1% |
0.0 |
Volume |
45,365 |
44,409 |
-956 |
-2.1% |
240,092 |
|
Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
14,361.0 |
14,305.0 |
14,098.2 |
|
R3 |
14,257.0 |
14,201.0 |
14,069.6 |
|
R2 |
14,153.0 |
14,153.0 |
14,060.1 |
|
R1 |
14,097.0 |
14,097.0 |
14,050.5 |
14,073.0 |
PP |
14,049.0 |
14,049.0 |
14,049.0 |
14,037.0 |
S1 |
13,993.0 |
13,993.0 |
14,031.5 |
13,969.0 |
S2 |
13,945.0 |
13,945.0 |
14,021.9 |
|
S3 |
13,841.0 |
13,889.0 |
14,012.4 |
|
S4 |
13,737.0 |
13,785.0 |
13,983.8 |
|
|
Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
16,081.0 |
15,810.0 |
14,453.0 |
|
R3 |
15,332.0 |
15,061.0 |
14,247.0 |
|
R2 |
14,583.0 |
14,583.0 |
14,178.3 |
|
R1 |
14,312.0 |
14,312.0 |
14,109.7 |
14,447.5 |
PP |
13,834.0 |
13,834.0 |
13,834.0 |
13,901.8 |
S1 |
13,563.0 |
13,563.0 |
13,972.3 |
13,698.5 |
S2 |
13,085.0 |
13,085.0 |
13,903.7 |
|
S3 |
12,336.0 |
12,814.0 |
13,835.0 |
|
S4 |
11,587.0 |
12,065.0 |
13,629.1 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
14,105.0 |
13,356.0 |
749.0 |
5.3% |
194.0 |
1.4% |
91% |
True |
False |
48,018 |
10 |
14,105.0 |
13,298.0 |
807.0 |
5.7% |
276.0 |
2.0% |
92% |
True |
False |
64,194 |
20 |
14,123.0 |
13,298.0 |
825.0 |
5.9% |
227.4 |
1.6% |
90% |
False |
False |
55,977 |
40 |
14,123.0 |
12,996.5 |
1,126.5 |
8.0% |
224.1 |
1.6% |
93% |
False |
False |
43,912 |
60 |
14,123.0 |
12,680.0 |
1,443.0 |
10.3% |
200.0 |
1.4% |
94% |
False |
False |
29,340 |
80 |
14,123.0 |
11,302.5 |
2,820.5 |
20.1% |
209.0 |
1.5% |
97% |
False |
False |
22,038 |
100 |
14,123.0 |
11,302.5 |
2,820.5 |
20.1% |
192.4 |
1.4% |
97% |
False |
False |
17,641 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,547.0 |
2.618 |
14,377.3 |
1.618 |
14,273.3 |
1.000 |
14,209.0 |
0.618 |
14,169.3 |
HIGH |
14,105.0 |
0.618 |
14,065.3 |
0.500 |
14,053.0 |
0.382 |
14,040.7 |
LOW |
14,001.0 |
0.618 |
13,936.7 |
1.000 |
13,897.0 |
1.618 |
13,832.7 |
2.618 |
13,728.7 |
4.250 |
13,559.0 |
|
|
Fisher Pivots for day following 05-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
14,053.0 |
14,020.3 |
PP |
14,049.0 |
13,999.7 |
S1 |
14,045.0 |
13,979.0 |
|