| 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 |
2,119.8 |
2,147.5 |
27.7 |
1.3% |
2,159.4 |
| High |
2,152.7 |
2,159.6 |
6.9 |
0.3% |
2,192.4 |
| Low |
2,113.8 |
2,127.7 |
13.9 |
0.7% |
2,060.2 |
| Close |
2,147.5 |
2,154.8 |
7.3 |
0.3% |
2,068.2 |
| Range |
38.9 |
31.9 |
-7.0 |
-18.0% |
132.2 |
| ATR |
53.7 |
52.1 |
-1.6 |
-2.9% |
0.0 |
| Volume |
148,735 |
151,573 |
2,838 |
1.9% |
1,195,217 |
|
| Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,243.1 |
2,230.8 |
2,172.3 |
|
| R3 |
2,211.2 |
2,198.9 |
2,163.6 |
|
| R2 |
2,179.3 |
2,179.3 |
2,160.6 |
|
| R1 |
2,167.0 |
2,167.0 |
2,157.7 |
2,173.2 |
| PP |
2,147.4 |
2,147.4 |
2,147.4 |
2,150.4 |
| S1 |
2,135.1 |
2,135.1 |
2,151.9 |
2,141.3 |
| S2 |
2,115.5 |
2,115.5 |
2,149.0 |
|
| S3 |
2,083.6 |
2,103.2 |
2,146.0 |
|
| S4 |
2,051.7 |
2,071.3 |
2,137.3 |
|
|
| 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 |
2,159.6 |
2,028.6 |
131.0 |
6.1% |
59.2 |
2.7% |
96% |
True |
False |
188,406 |
| 10 |
2,192.4 |
2,028.6 |
163.8 |
7.6% |
56.2 |
2.6% |
77% |
False |
False |
201,631 |
| 20 |
2,192.4 |
1,971.0 |
221.4 |
10.3% |
53.9 |
2.5% |
83% |
False |
False |
198,176 |
| 40 |
2,192.4 |
1,873.1 |
319.3 |
14.8% |
49.1 |
2.3% |
88% |
False |
False |
173,871 |
| 60 |
2,192.4 |
1,634.8 |
557.6 |
25.9% |
47.4 |
2.2% |
93% |
False |
False |
116,062 |
| 80 |
2,192.4 |
1,515.9 |
676.5 |
31.4% |
44.9 |
2.1% |
94% |
False |
False |
87,068 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,295.2 |
|
2.618 |
2,243.1 |
|
1.618 |
2,211.2 |
|
1.000 |
2,191.5 |
|
0.618 |
2,179.3 |
|
HIGH |
2,159.6 |
|
0.618 |
2,147.4 |
|
0.500 |
2,143.7 |
|
0.382 |
2,139.9 |
|
LOW |
2,127.7 |
|
0.618 |
2,108.0 |
|
1.000 |
2,095.8 |
|
1.618 |
2,076.1 |
|
2.618 |
2,044.2 |
|
4.250 |
1,992.1 |
|
|
| Fisher Pivots for day following 03-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,151.1 |
2,134.6 |
| PP |
2,147.4 |
2,114.3 |
| S1 |
2,143.7 |
2,094.1 |
|