| 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 |
6,499.5 |
6,473.0 |
-26.5 |
-0.4% |
6,664.5 |
| High |
6,526.5 |
6,506.0 |
-20.5 |
-0.3% |
6,673.5 |
| Low |
6,439.0 |
6,427.0 |
-12.0 |
-0.2% |
6,300.0 |
| Close |
6,452.5 |
6,451.0 |
-1.5 |
0.0% |
6,361.0 |
| Range |
87.5 |
79.0 |
-8.5 |
-9.7% |
373.5 |
| ATR |
105.3 |
103.5 |
-1.9 |
-1.8% |
0.0 |
| Volume |
80,074 |
85,739 |
5,665 |
7.1% |
623,667 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,698.5 |
6,653.5 |
6,494.5 |
|
| R3 |
6,619.5 |
6,574.5 |
6,472.5 |
|
| R2 |
6,540.5 |
6,540.5 |
6,465.5 |
|
| R1 |
6,495.5 |
6,495.5 |
6,458.0 |
6,478.5 |
| PP |
6,461.5 |
6,461.5 |
6,461.5 |
6,453.0 |
| S1 |
6,416.5 |
6,416.5 |
6,444.0 |
6,399.5 |
| S2 |
6,382.5 |
6,382.5 |
6,436.5 |
|
| S3 |
6,303.5 |
6,337.5 |
6,429.5 |
|
| S4 |
6,224.5 |
6,258.5 |
6,407.5 |
|
|
| 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% |
104.0 |
1.6% |
67% |
False |
False |
106,246 |
| 10 |
6,685.5 |
6,300.0 |
385.5 |
6.0% |
106.0 |
1.6% |
39% |
False |
False |
106,797 |
| 20 |
6,865.0 |
6,300.0 |
565.0 |
8.8% |
92.5 |
1.4% |
27% |
False |
False |
97,343 |
| 40 |
6,910.0 |
6,265.0 |
645.0 |
10.0% |
101.5 |
1.6% |
29% |
False |
False |
107,772 |
| 60 |
6,910.0 |
6,174.0 |
736.0 |
11.4% |
85.0 |
1.3% |
38% |
False |
False |
72,105 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,842.0 |
|
2.618 |
6,713.0 |
|
1.618 |
6,634.0 |
|
1.000 |
6,585.0 |
|
0.618 |
6,555.0 |
|
HIGH |
6,506.0 |
|
0.618 |
6,476.0 |
|
0.500 |
6,466.5 |
|
0.382 |
6,457.0 |
|
LOW |
6,427.0 |
|
0.618 |
6,378.0 |
|
1.000 |
6,348.0 |
|
1.618 |
6,299.0 |
|
2.618 |
6,220.0 |
|
4.250 |
6,091.0 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,466.5 |
6,477.0 |
| PP |
6,461.5 |
6,468.0 |
| S1 |
6,456.0 |
6,459.5 |
|