| 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 |
2,147.5 |
2,159.3 |
11.8 |
0.5% |
2,159.4 |
| High |
2,159.6 |
2,205.8 |
46.2 |
2.1% |
2,192.4 |
| Low |
2,127.7 |
2,147.2 |
19.5 |
0.9% |
2,060.2 |
| Close |
2,154.8 |
2,199.4 |
44.6 |
2.1% |
2,068.2 |
| Range |
31.9 |
58.6 |
26.7 |
83.7% |
132.2 |
| ATR |
52.1 |
52.6 |
0.5 |
0.9% |
0.0 |
| Volume |
151,573 |
152,239 |
666 |
0.4% |
1,195,217 |
|
| Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,359.9 |
2,338.3 |
2,231.6 |
|
| R3 |
2,301.3 |
2,279.7 |
2,215.5 |
|
| R2 |
2,242.7 |
2,242.7 |
2,210.1 |
|
| R1 |
2,221.1 |
2,221.1 |
2,204.8 |
2,231.9 |
| PP |
2,184.1 |
2,184.1 |
2,184.1 |
2,189.6 |
| S1 |
2,162.5 |
2,162.5 |
2,194.0 |
2,173.3 |
| S2 |
2,125.5 |
2,125.5 |
2,188.7 |
|
| S3 |
2,066.9 |
2,103.9 |
2,183.3 |
|
| S4 |
2,008.3 |
2,045.3 |
2,167.2 |
|
|
| 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 |
2,205.8 |
2,028.6 |
177.2 |
8.1% |
58.1 |
2.6% |
96% |
True |
False |
172,433 |
| 10 |
2,205.8 |
2,028.6 |
177.2 |
8.1% |
58.7 |
2.7% |
96% |
True |
False |
200,570 |
| 20 |
2,205.8 |
2,028.6 |
177.2 |
8.1% |
51.3 |
2.3% |
96% |
True |
False |
188,726 |
| 40 |
2,205.8 |
1,873.4 |
332.4 |
15.1% |
50.0 |
2.3% |
98% |
True |
False |
177,606 |
| 60 |
2,205.8 |
1,654.8 |
551.0 |
25.1% |
47.9 |
2.2% |
99% |
True |
False |
118,598 |
| 80 |
2,205.8 |
1,515.9 |
689.9 |
31.4% |
45.4 |
2.1% |
99% |
True |
False |
88,970 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,454.9 |
|
2.618 |
2,359.2 |
|
1.618 |
2,300.6 |
|
1.000 |
2,264.4 |
|
0.618 |
2,242.0 |
|
HIGH |
2,205.8 |
|
0.618 |
2,183.4 |
|
0.500 |
2,176.5 |
|
0.382 |
2,169.6 |
|
LOW |
2,147.2 |
|
0.618 |
2,111.0 |
|
1.000 |
2,088.6 |
|
1.618 |
2,052.4 |
|
2.618 |
1,993.8 |
|
4.250 |
1,898.2 |
|
|
| Fisher Pivots for day following 04-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,191.8 |
2,186.2 |
| PP |
2,184.1 |
2,173.0 |
| S1 |
2,176.5 |
2,159.8 |
|