| Trading Metrics calculated at close of trading on 11-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
2,299.0 |
2,282.8 |
-16.2 |
-0.7% |
2,060.8 |
| High |
2,316.9 |
2,303.7 |
-13.2 |
-0.6% |
2,234.2 |
| Low |
2,262.9 |
2,247.6 |
-15.3 |
-0.7% |
2,028.6 |
| Close |
2,281.0 |
2,281.2 |
0.2 |
0.0% |
2,230.3 |
| Range |
54.0 |
56.1 |
2.1 |
3.9% |
205.6 |
| ATR |
50.9 |
51.3 |
0.4 |
0.7% |
0.0 |
| Volume |
226,913 |
216,728 |
-10,185 |
-4.5% |
799,566 |
|
| Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,445.8 |
2,419.6 |
2,312.1 |
|
| R3 |
2,389.7 |
2,363.5 |
2,296.6 |
|
| R2 |
2,333.6 |
2,333.6 |
2,291.5 |
|
| R1 |
2,307.4 |
2,307.4 |
2,286.3 |
2,292.5 |
| PP |
2,277.5 |
2,277.5 |
2,277.5 |
2,270.0 |
| S1 |
2,251.3 |
2,251.3 |
2,276.1 |
2,236.4 |
| S2 |
2,221.4 |
2,221.4 |
2,270.9 |
|
| S3 |
2,165.3 |
2,195.2 |
2,265.8 |
|
| S4 |
2,109.2 |
2,139.1 |
2,250.3 |
|
|
| 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 |
2,197.8 |
119.1 |
5.2% |
47.9 |
2.1% |
70% |
False |
False |
193,701 |
| 10 |
2,316.9 |
2,028.6 |
288.3 |
12.6% |
53.0 |
2.3% |
88% |
False |
False |
183,067 |
| 20 |
2,316.9 |
2,028.6 |
288.3 |
12.6% |
52.8 |
2.3% |
88% |
False |
False |
196,675 |
| 40 |
2,316.9 |
1,878.1 |
438.8 |
19.2% |
50.8 |
2.2% |
92% |
False |
False |
185,671 |
| 60 |
2,316.9 |
1,746.9 |
570.0 |
25.0% |
46.2 |
2.0% |
94% |
False |
False |
134,712 |
| 80 |
2,316.9 |
1,515.9 |
801.0 |
35.1% |
46.7 |
2.0% |
96% |
False |
False |
101,073 |
| 100 |
2,316.9 |
1,424.4 |
892.5 |
39.1% |
44.6 |
2.0% |
96% |
False |
False |
80,870 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
2,542.1 |
|
2.618 |
2,450.6 |
|
1.618 |
2,394.5 |
|
1.000 |
2,359.8 |
|
0.618 |
2,338.4 |
|
HIGH |
2,303.7 |
|
0.618 |
2,282.3 |
|
0.500 |
2,275.7 |
|
0.382 |
2,269.0 |
|
LOW |
2,247.6 |
|
0.618 |
2,212.9 |
|
1.000 |
2,191.5 |
|
1.618 |
2,156.8 |
|
2.618 |
2,100.7 |
|
4.250 |
2,009.2 |
|
|
| Fisher Pivots for day following 11-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
2,279.4 |
2,282.3 |
| PP |
2,277.5 |
2,281.9 |
| S1 |
2,275.7 |
2,281.6 |
|