Trading Metrics calculated at close of trading on 03-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Feb-2021 |
03-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1,863.6 |
1,838.5 |
-25.1 |
-1.3% |
1,858.6 |
High |
1,866.3 |
1,845.9 |
-20.4 |
-1.1% |
1,878.9 |
Low |
1,830.4 |
1,830.1 |
-0.3 |
0.0% |
1,832.4 |
Close |
1,833.4 |
1,835.1 |
1.7 |
0.1% |
1,850.3 |
Range |
35.9 |
15.8 |
-20.1 |
-56.0% |
46.5 |
ATR |
30.7 |
29.7 |
-1.1 |
-3.5% |
0.0 |
Volume |
235,995 |
137,228 |
-98,767 |
-41.9% |
908,679 |
|
Daily Pivots for day following 03-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,884.4 |
1,875.6 |
1,843.8 |
|
R3 |
1,868.6 |
1,859.8 |
1,839.4 |
|
R2 |
1,852.8 |
1,852.8 |
1,838.0 |
|
R1 |
1,844.0 |
1,844.0 |
1,836.5 |
1,840.5 |
PP |
1,837.0 |
1,837.0 |
1,837.0 |
1,835.3 |
S1 |
1,828.2 |
1,828.2 |
1,833.7 |
1,824.7 |
S2 |
1,821.2 |
1,821.2 |
1,832.2 |
|
S3 |
1,805.4 |
1,812.4 |
1,830.8 |
|
S4 |
1,789.6 |
1,796.6 |
1,826.4 |
|
|
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 |
1,830.1 |
48.8 |
2.7% |
29.0 |
1.6% |
10% |
False |
True |
233,806 |
10 |
1,878.9 |
1,830.1 |
48.8 |
2.7% |
25.4 |
1.4% |
10% |
False |
True |
165,014 |
20 |
1,966.8 |
1,804.7 |
162.1 |
8.8% |
33.1 |
1.8% |
19% |
False |
False |
108,803 |
40 |
1,966.8 |
1,804.7 |
162.1 |
8.8% |
29.8 |
1.6% |
19% |
False |
False |
57,038 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
30.4 |
1.7% |
31% |
False |
False |
40,212 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
29.3 |
1.6% |
31% |
False |
False |
30,846 |
100 |
1,996.8 |
1,771.3 |
225.5 |
12.3% |
29.2 |
1.6% |
28% |
False |
False |
24,953 |
120 |
2,036.1 |
1,771.3 |
264.8 |
14.4% |
31.1 |
1.7% |
24% |
False |
False |
21,023 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,913.1 |
2.618 |
1,887.3 |
1.618 |
1,871.5 |
1.000 |
1,861.7 |
0.618 |
1,855.7 |
HIGH |
1,845.9 |
0.618 |
1,839.9 |
0.500 |
1,838.0 |
0.382 |
1,836.1 |
LOW |
1,830.1 |
0.618 |
1,820.3 |
1.000 |
1,814.3 |
1.618 |
1,804.5 |
2.618 |
1,788.7 |
4.250 |
1,763.0 |
|
|
Fisher Pivots for day following 03-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,838.0 |
1,853.1 |
PP |
1,837.0 |
1,847.1 |
S1 |
1,836.1 |
1,841.1 |
|