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 |
1,845.6 |
1,865.0 |
19.4 |
1.1% |
1,858.6 |
High |
1,878.9 |
1,876.0 |
-2.9 |
-0.2% |
1,878.9 |
Low |
1,841.2 |
1,851.7 |
10.5 |
0.6% |
1,832.4 |
Close |
1,850.3 |
1,863.9 |
13.6 |
0.7% |
1,850.3 |
Range |
37.7 |
24.3 |
-13.4 |
-35.5% |
46.5 |
ATR |
30.7 |
30.3 |
-0.4 |
-1.2% |
0.0 |
Volume |
276,173 |
242,045 |
-34,128 |
-12.4% |
908,679 |
|
Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,936.8 |
1,924.6 |
1,877.3 |
|
R3 |
1,912.5 |
1,900.3 |
1,870.6 |
|
R2 |
1,888.2 |
1,888.2 |
1,868.4 |
|
R1 |
1,876.0 |
1,876.0 |
1,866.1 |
1,870.0 |
PP |
1,863.9 |
1,863.9 |
1,863.9 |
1,860.8 |
S1 |
1,851.7 |
1,851.7 |
1,861.7 |
1,845.7 |
S2 |
1,839.6 |
1,839.6 |
1,859.4 |
|
S3 |
1,815.3 |
1,827.4 |
1,857.2 |
|
S4 |
1,791.0 |
1,803.1 |
1,850.5 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.4 |
1,968.3 |
1,875.9 |
|
R3 |
1,946.9 |
1,921.8 |
1,863.1 |
|
R2 |
1,900.4 |
1,900.4 |
1,858.8 |
|
R1 |
1,875.3 |
1,875.3 |
1,854.6 |
1,864.6 |
PP |
1,853.9 |
1,853.9 |
1,853.9 |
1,848.5 |
S1 |
1,828.8 |
1,828.8 |
1,846.0 |
1,818.1 |
S2 |
1,807.4 |
1,807.4 |
1,841.8 |
|
S3 |
1,760.9 |
1,782.3 |
1,837.5 |
|
S4 |
1,714.4 |
1,735.8 |
1,824.7 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,878.9 |
1,832.4 |
46.5 |
2.5% |
26.0 |
1.4% |
68% |
False |
False |
212,240 |
10 |
1,878.9 |
1,804.7 |
74.2 |
4.0% |
28.7 |
1.5% |
80% |
False |
False |
141,993 |
20 |
1,966.8 |
1,804.7 |
162.1 |
8.7% |
33.5 |
1.8% |
37% |
False |
False |
91,615 |
40 |
1,966.8 |
1,804.7 |
162.1 |
8.7% |
29.5 |
1.6% |
37% |
False |
False |
47,931 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
30.9 |
1.7% |
45% |
False |
False |
34,226 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.1% |
29.2 |
1.6% |
45% |
False |
False |
26,290 |
100 |
1,996.8 |
1,771.3 |
225.5 |
12.1% |
29.2 |
1.6% |
41% |
False |
False |
21,236 |
120 |
2,059.8 |
1,771.3 |
288.5 |
15.5% |
32.4 |
1.7% |
32% |
False |
False |
17,972 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,979.3 |
2.618 |
1,939.6 |
1.618 |
1,915.3 |
1.000 |
1,900.3 |
0.618 |
1,891.0 |
HIGH |
1,876.0 |
0.618 |
1,866.7 |
0.500 |
1,863.9 |
0.382 |
1,861.0 |
LOW |
1,851.7 |
0.618 |
1,836.7 |
1.000 |
1,827.4 |
1.618 |
1,812.4 |
2.618 |
1,788.1 |
4.250 |
1,748.4 |
|
|
Fisher Pivots for day following 01-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,863.9 |
1,861.7 |
PP |
1,863.9 |
1,859.5 |
S1 |
1,863.9 |
1,857.3 |
|