Trading Metrics calculated at close of trading on 02-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1,865.0 |
1,863.6 |
-1.4 |
-0.1% |
1,858.6 |
High |
1,876.0 |
1,866.3 |
-9.7 |
-0.5% |
1,878.9 |
Low |
1,851.7 |
1,830.4 |
-21.3 |
-1.2% |
1,832.4 |
Close |
1,863.9 |
1,833.4 |
-30.5 |
-1.6% |
1,850.3 |
Range |
24.3 |
35.9 |
11.6 |
47.7% |
46.5 |
ATR |
30.3 |
30.7 |
0.4 |
1.3% |
0.0 |
Volume |
242,045 |
235,995 |
-6,050 |
-2.5% |
908,679 |
|
Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,951.1 |
1,928.1 |
1,853.1 |
|
R3 |
1,915.2 |
1,892.2 |
1,843.3 |
|
R2 |
1,879.3 |
1,879.3 |
1,840.0 |
|
R1 |
1,856.3 |
1,856.3 |
1,836.7 |
1,849.9 |
PP |
1,843.4 |
1,843.4 |
1,843.4 |
1,840.1 |
S1 |
1,820.4 |
1,820.4 |
1,830.1 |
1,814.0 |
S2 |
1,807.5 |
1,807.5 |
1,826.8 |
|
S3 |
1,771.6 |
1,784.5 |
1,823.5 |
|
S4 |
1,735.7 |
1,748.6 |
1,813.7 |
|
|
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 |
1,830.4 |
48.5 |
2.6% |
30.5 |
1.7% |
6% |
False |
True |
241,189 |
10 |
1,878.9 |
1,830.4 |
48.5 |
2.6% |
27.9 |
1.5% |
6% |
False |
True |
156,551 |
20 |
1,966.8 |
1,804.7 |
162.1 |
8.8% |
33.2 |
1.8% |
18% |
False |
False |
102,575 |
40 |
1,966.8 |
1,804.7 |
162.1 |
8.8% |
29.9 |
1.6% |
18% |
False |
False |
53,729 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
30.9 |
1.7% |
30% |
False |
False |
38,062 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
29.3 |
1.6% |
30% |
False |
False |
29,186 |
100 |
1,996.8 |
1,771.3 |
225.5 |
12.3% |
29.3 |
1.6% |
28% |
False |
False |
23,588 |
120 |
2,036.1 |
1,771.3 |
264.8 |
14.4% |
31.6 |
1.7% |
23% |
False |
False |
19,902 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,018.9 |
2.618 |
1,960.3 |
1.618 |
1,924.4 |
1.000 |
1,902.2 |
0.618 |
1,888.5 |
HIGH |
1,866.3 |
0.618 |
1,852.6 |
0.500 |
1,848.4 |
0.382 |
1,844.1 |
LOW |
1,830.4 |
0.618 |
1,808.2 |
1.000 |
1,794.5 |
1.618 |
1,772.3 |
2.618 |
1,736.4 |
4.250 |
1,677.8 |
|
|
Fisher Pivots for day following 02-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,848.4 |
1,854.7 |
PP |
1,843.4 |
1,847.6 |
S1 |
1,838.4 |
1,840.5 |
|