| 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 |
6,442.5 |
6,499.5 |
57.0 |
0.9% |
6,664.5 |
| High |
6,485.5 |
6,526.5 |
41.0 |
0.6% |
6,673.5 |
| Low |
6,427.5 |
6,439.0 |
11.5 |
0.2% |
6,300.0 |
| Close |
6,471.5 |
6,452.5 |
-19.0 |
-0.3% |
6,361.0 |
| Range |
58.0 |
87.5 |
29.5 |
50.9% |
373.5 |
| ATR |
106.7 |
105.3 |
-1.4 |
-1.3% |
0.0 |
| Volume |
88,675 |
80,074 |
-8,601 |
-9.7% |
623,667 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,735.0 |
6,681.5 |
6,500.5 |
|
| R3 |
6,647.5 |
6,594.0 |
6,476.5 |
|
| R2 |
6,560.0 |
6,560.0 |
6,468.5 |
|
| R1 |
6,506.5 |
6,506.5 |
6,460.5 |
6,489.5 |
| PP |
6,472.5 |
6,472.5 |
6,472.5 |
6,464.0 |
| S1 |
6,419.0 |
6,419.0 |
6,444.5 |
6,402.0 |
| S2 |
6,385.0 |
6,385.0 |
6,436.5 |
|
| S3 |
6,297.5 |
6,331.5 |
6,428.5 |
|
| S4 |
6,210.0 |
6,244.0 |
6,404.5 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,565.5 |
7,336.5 |
6,566.5 |
|
| R3 |
7,192.0 |
6,963.0 |
6,463.5 |
|
| R2 |
6,818.5 |
6,818.5 |
6,429.5 |
|
| R1 |
6,589.5 |
6,589.5 |
6,395.0 |
6,517.0 |
| PP |
6,445.0 |
6,445.0 |
6,445.0 |
6,408.5 |
| S1 |
6,216.0 |
6,216.0 |
6,327.0 |
6,144.0 |
| S2 |
6,071.5 |
6,071.5 |
6,292.5 |
|
| S3 |
5,698.0 |
5,842.5 |
6,258.5 |
|
| S4 |
5,324.5 |
5,469.0 |
6,155.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
6,526.5 |
6,300.0 |
226.5 |
3.5% |
112.0 |
1.7% |
67% |
True |
False |
118,162 |
| 10 |
6,736.0 |
6,300.0 |
436.0 |
6.8% |
106.0 |
1.6% |
35% |
False |
False |
108,282 |
| 20 |
6,910.0 |
6,300.0 |
610.0 |
9.5% |
97.0 |
1.5% |
25% |
False |
False |
99,307 |
| 40 |
6,910.0 |
6,265.0 |
645.0 |
10.0% |
101.5 |
1.6% |
29% |
False |
False |
105,690 |
| 60 |
6,910.0 |
5,911.5 |
998.5 |
15.5% |
87.5 |
1.4% |
54% |
False |
False |
70,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,898.5 |
|
2.618 |
6,755.5 |
|
1.618 |
6,668.0 |
|
1.000 |
6,614.0 |
|
0.618 |
6,580.5 |
|
HIGH |
6,526.5 |
|
0.618 |
6,493.0 |
|
0.500 |
6,483.0 |
|
0.382 |
6,472.5 |
|
LOW |
6,439.0 |
|
0.618 |
6,385.0 |
|
1.000 |
6,351.5 |
|
1.618 |
6,297.5 |
|
2.618 |
6,210.0 |
|
4.250 |
6,067.0 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,483.0 |
6,443.5 |
| PP |
6,472.5 |
6,434.5 |
| S1 |
6,462.5 |
6,425.0 |
|