| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
6,445.5 |
6,479.0 |
33.5 |
0.5% |
6,325.0 |
| High |
6,468.0 |
6,518.0 |
50.0 |
0.8% |
6,526.5 |
| Low |
6,406.0 |
6,450.0 |
44.0 |
0.7% |
6,324.0 |
| Close |
6,442.5 |
6,481.0 |
38.5 |
0.6% |
6,442.5 |
| Range |
62.0 |
68.0 |
6.0 |
9.7% |
202.5 |
| ATR |
100.5 |
98.7 |
-1.8 |
-1.8% |
0.0 |
| Volume |
95,759 |
89,935 |
-5,824 |
-6.1% |
456,105 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
6,687.0 |
6,652.0 |
6,518.5 |
|
| R3 |
6,619.0 |
6,584.0 |
6,499.5 |
|
| R2 |
6,551.0 |
6,551.0 |
6,493.5 |
|
| R1 |
6,516.0 |
6,516.0 |
6,487.0 |
6,533.5 |
| PP |
6,483.0 |
6,483.0 |
6,483.0 |
6,492.0 |
| S1 |
6,448.0 |
6,448.0 |
6,475.0 |
6,465.5 |
| S2 |
6,415.0 |
6,415.0 |
6,468.5 |
|
| S3 |
6,347.0 |
6,380.0 |
6,462.5 |
|
| S4 |
6,279.0 |
6,312.0 |
6,443.5 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
7,038.5 |
6,943.0 |
6,554.0 |
|
| R3 |
6,836.0 |
6,740.5 |
6,498.0 |
|
| R2 |
6,633.5 |
6,633.5 |
6,479.5 |
|
| R1 |
6,538.0 |
6,538.0 |
6,461.0 |
6,586.0 |
| PP |
6,431.0 |
6,431.0 |
6,431.0 |
6,455.0 |
| S1 |
6,335.5 |
6,335.5 |
6,424.0 |
6,383.0 |
| S2 |
6,228.5 |
6,228.5 |
6,405.5 |
|
| S3 |
6,026.0 |
6,133.0 |
6,387.0 |
|
| S4 |
5,823.5 |
5,930.5 |
6,331.0 |
|
|
| 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 |
6,406.0 |
120.5 |
1.9% |
71.0 |
1.1% |
62% |
False |
False |
88,036 |
| 10 |
6,656.5 |
6,300.0 |
356.5 |
5.5% |
100.0 |
1.5% |
51% |
False |
False |
107,052 |
| 20 |
6,776.5 |
6,300.0 |
476.5 |
7.4% |
89.5 |
1.4% |
38% |
False |
False |
96,562 |
| 40 |
6,910.0 |
6,265.0 |
645.0 |
10.0% |
102.0 |
1.6% |
33% |
False |
False |
111,885 |
| 60 |
6,910.0 |
6,216.5 |
693.5 |
10.7% |
85.0 |
1.3% |
38% |
False |
False |
75,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
6,807.0 |
|
2.618 |
6,696.0 |
|
1.618 |
6,628.0 |
|
1.000 |
6,586.0 |
|
0.618 |
6,560.0 |
|
HIGH |
6,518.0 |
|
0.618 |
6,492.0 |
|
0.500 |
6,484.0 |
|
0.382 |
6,476.0 |
|
LOW |
6,450.0 |
|
0.618 |
6,408.0 |
|
1.000 |
6,382.0 |
|
1.618 |
6,340.0 |
|
2.618 |
6,272.0 |
|
4.250 |
6,161.0 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
6,484.0 |
6,474.5 |
| PP |
6,483.0 |
6,468.5 |
| S1 |
6,482.0 |
6,462.0 |
|