| Trading Metrics calculated at close of trading on 01-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,095.5 |
2,060.8 |
-34.7 |
-1.7% |
2,159.4 |
| High |
2,122.2 |
2,127.7 |
5.5 |
0.3% |
2,192.4 |
| Low |
2,060.2 |
2,028.6 |
-31.6 |
-1.5% |
2,060.2 |
| Close |
2,068.2 |
2,119.4 |
51.2 |
2.5% |
2,068.2 |
| Range |
62.0 |
99.1 |
37.1 |
59.8% |
132.2 |
| ATR |
51.4 |
54.8 |
3.4 |
6.6% |
0.0 |
| Volume |
249,895 |
159,725 |
-90,170 |
-36.1% |
1,195,217 |
|
| Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,389.2 |
2,353.4 |
2,173.9 |
|
| R3 |
2,290.1 |
2,254.3 |
2,146.7 |
|
| R2 |
2,191.0 |
2,191.0 |
2,137.6 |
|
| R1 |
2,155.2 |
2,155.2 |
2,128.5 |
2,173.1 |
| PP |
2,091.9 |
2,091.9 |
2,091.9 |
2,100.9 |
| S1 |
2,056.1 |
2,056.1 |
2,110.3 |
2,074.0 |
| S2 |
1,992.8 |
1,992.8 |
2,101.2 |
|
| S3 |
1,893.7 |
1,957.0 |
2,092.1 |
|
| S4 |
1,794.6 |
1,857.9 |
2,064.9 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,503.5 |
2,418.1 |
2,140.9 |
|
| R3 |
2,371.3 |
2,285.9 |
2,104.6 |
|
| R2 |
2,239.1 |
2,239.1 |
2,092.4 |
|
| R1 |
2,153.7 |
2,153.7 |
2,080.3 |
2,130.3 |
| PP |
2,106.9 |
2,106.9 |
2,106.9 |
2,095.3 |
| S1 |
2,021.5 |
2,021.5 |
2,056.1 |
1,998.1 |
| S2 |
1,974.7 |
1,974.7 |
2,044.0 |
|
| S3 |
1,842.5 |
1,889.3 |
2,031.8 |
|
| S4 |
1,710.3 |
1,757.1 |
1,995.5 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,179.8 |
2,028.6 |
151.2 |
7.1% |
68.0 |
3.2% |
60% |
False |
True |
220,399 |
| 10 |
2,192.4 |
2,028.6 |
163.8 |
7.7% |
57.2 |
2.7% |
55% |
False |
True |
208,932 |
| 20 |
2,192.4 |
1,920.5 |
271.9 |
12.8% |
56.9 |
2.7% |
73% |
False |
False |
202,042 |
| 40 |
2,192.4 |
1,828.2 |
364.2 |
17.2% |
49.2 |
2.3% |
80% |
False |
False |
166,417 |
| 60 |
2,192.4 |
1,545.3 |
647.1 |
30.5% |
48.9 |
2.3% |
89% |
False |
False |
111,064 |
| 80 |
2,192.4 |
1,515.9 |
676.5 |
31.9% |
44.9 |
2.1% |
89% |
False |
False |
83,317 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,548.9 |
|
2.618 |
2,387.1 |
|
1.618 |
2,288.0 |
|
1.000 |
2,226.8 |
|
0.618 |
2,188.9 |
|
HIGH |
2,127.7 |
|
0.618 |
2,089.8 |
|
0.500 |
2,078.2 |
|
0.382 |
2,066.5 |
|
LOW |
2,028.6 |
|
0.618 |
1,967.4 |
|
1.000 |
1,929.5 |
|
1.618 |
1,868.3 |
|
2.618 |
1,769.2 |
|
4.250 |
1,607.4 |
|
|
| Fisher Pivots for day following 01-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,105.7 |
2,107.6 |
| PP |
2,091.9 |
2,095.8 |
| S1 |
2,078.2 |
2,084.0 |
|