Trading Metrics calculated at close of trading on 04-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1,838.5 |
1,834.5 |
-4.0 |
-0.2% |
1,858.6 |
High |
1,845.9 |
1,835.7 |
-10.2 |
-0.6% |
1,878.9 |
Low |
1,830.1 |
1,784.6 |
-45.5 |
-2.5% |
1,832.4 |
Close |
1,835.1 |
1,791.2 |
-43.9 |
-2.4% |
1,850.3 |
Range |
15.8 |
51.1 |
35.3 |
223.4% |
46.5 |
ATR |
29.7 |
31.2 |
1.5 |
5.2% |
0.0 |
Volume |
137,228 |
279,616 |
142,388 |
103.8% |
908,679 |
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,957.1 |
1,925.3 |
1,819.3 |
|
R3 |
1,906.0 |
1,874.2 |
1,805.3 |
|
R2 |
1,854.9 |
1,854.9 |
1,800.6 |
|
R1 |
1,823.1 |
1,823.1 |
1,795.9 |
1,813.5 |
PP |
1,803.8 |
1,803.8 |
1,803.8 |
1,799.0 |
S1 |
1,772.0 |
1,772.0 |
1,786.5 |
1,762.4 |
S2 |
1,752.7 |
1,752.7 |
1,781.8 |
|
S3 |
1,701.6 |
1,720.9 |
1,777.1 |
|
S4 |
1,650.5 |
1,669.8 |
1,763.1 |
|
|
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 |
1,784.6 |
94.3 |
5.3% |
33.0 |
1.8% |
7% |
False |
True |
234,211 |
10 |
1,878.9 |
1,784.6 |
94.3 |
5.3% |
28.8 |
1.6% |
7% |
False |
True |
188,153 |
20 |
1,933.8 |
1,784.6 |
149.2 |
8.3% |
32.7 |
1.8% |
4% |
False |
True |
121,507 |
40 |
1,966.8 |
1,784.6 |
182.2 |
10.2% |
29.9 |
1.7% |
4% |
False |
True |
63,827 |
60 |
1,978.2 |
1,771.3 |
206.9 |
11.6% |
30.8 |
1.7% |
10% |
False |
False |
44,769 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.6% |
29.5 |
1.6% |
10% |
False |
False |
34,296 |
100 |
1,996.8 |
1,771.3 |
225.5 |
12.6% |
29.6 |
1.7% |
9% |
False |
False |
27,742 |
120 |
2,036.1 |
1,771.3 |
264.8 |
14.8% |
31.1 |
1.7% |
8% |
False |
False |
23,334 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,052.9 |
2.618 |
1,969.5 |
1.618 |
1,918.4 |
1.000 |
1,886.8 |
0.618 |
1,867.3 |
HIGH |
1,835.7 |
0.618 |
1,816.2 |
0.500 |
1,810.2 |
0.382 |
1,804.1 |
LOW |
1,784.6 |
0.618 |
1,753.0 |
1.000 |
1,733.5 |
1.618 |
1,701.9 |
2.618 |
1,650.8 |
4.250 |
1,567.4 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,810.2 |
1,825.5 |
PP |
1,803.8 |
1,814.0 |
S1 |
1,797.5 |
1,802.6 |
|