| Trading Metrics calculated at close of trading on 10-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Feb-2021 |
10-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,291.3 |
2,299.0 |
7.7 |
0.3% |
2,060.8 |
| High |
2,309.8 |
2,316.9 |
7.1 |
0.3% |
2,234.2 |
| Low |
2,276.4 |
2,262.9 |
-13.5 |
-0.6% |
2,028.6 |
| Close |
2,297.1 |
2,281.0 |
-16.1 |
-0.7% |
2,230.3 |
| Range |
33.4 |
54.0 |
20.6 |
61.7% |
205.6 |
| ATR |
50.7 |
50.9 |
0.2 |
0.5% |
0.0 |
| Volume |
171,580 |
226,913 |
55,333 |
32.2% |
799,566 |
|
| Daily Pivots for day following 10-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,448.9 |
2,419.0 |
2,310.7 |
|
| R3 |
2,394.9 |
2,365.0 |
2,295.9 |
|
| R2 |
2,340.9 |
2,340.9 |
2,290.9 |
|
| R1 |
2,311.0 |
2,311.0 |
2,286.0 |
2,299.0 |
| PP |
2,286.9 |
2,286.9 |
2,286.9 |
2,280.9 |
| S1 |
2,257.0 |
2,257.0 |
2,276.1 |
2,245.0 |
| S2 |
2,232.9 |
2,232.9 |
2,271.1 |
|
| S3 |
2,178.9 |
2,203.0 |
2,266.2 |
|
| S4 |
2,124.9 |
2,149.0 |
2,251.3 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,781.2 |
2,711.3 |
2,343.4 |
|
| R3 |
2,575.6 |
2,505.7 |
2,286.8 |
|
| R2 |
2,370.0 |
2,370.0 |
2,268.0 |
|
| R1 |
2,300.1 |
2,300.1 |
2,249.1 |
2,335.1 |
| PP |
2,164.4 |
2,164.4 |
2,164.4 |
2,181.8 |
| S1 |
2,094.5 |
2,094.5 |
2,211.5 |
2,129.5 |
| S2 |
1,958.8 |
1,958.8 |
2,192.6 |
|
| S3 |
1,753.2 |
1,888.9 |
2,173.8 |
|
| S4 |
1,547.6 |
1,683.3 |
2,117.2 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
2,316.9 |
2,147.2 |
169.7 |
7.4% |
48.4 |
2.1% |
79% |
True |
False |
180,804 |
| 10 |
2,316.9 |
2,028.6 |
288.3 |
12.6% |
53.8 |
2.4% |
88% |
True |
False |
184,605 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
12.6% |
51.4 |
2.3% |
88% |
True |
False |
193,636 |
| 40 |
2,316.9 |
1,878.1 |
438.8 |
19.2% |
50.2 |
2.2% |
92% |
True |
False |
187,631 |
| 60 |
2,316.9 |
1,690.6 |
626.3 |
27.5% |
46.2 |
2.0% |
94% |
True |
False |
131,111 |
| 80 |
2,316.9 |
1,515.9 |
801.0 |
35.1% |
46.3 |
2.0% |
96% |
True |
False |
98,364 |
| 100 |
2,316.9 |
1,424.4 |
892.5 |
39.1% |
44.5 |
1.9% |
96% |
True |
False |
78,703 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,546.4 |
|
2.618 |
2,458.3 |
|
1.618 |
2,404.3 |
|
1.000 |
2,370.9 |
|
0.618 |
2,350.3 |
|
HIGH |
2,316.9 |
|
0.618 |
2,296.3 |
|
0.500 |
2,289.9 |
|
0.382 |
2,283.5 |
|
LOW |
2,262.9 |
|
0.618 |
2,229.5 |
|
1.000 |
2,208.9 |
|
1.618 |
2,175.5 |
|
2.618 |
2,121.5 |
|
4.250 |
2,033.4 |
|
|
| Fisher Pivots for day following 10-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,289.9 |
2,278.6 |
| PP |
2,286.9 |
2,276.2 |
| S1 |
2,284.0 |
2,273.9 |
|