| Trading Metrics calculated at close of trading on 05-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2021 |
05-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,834.5 |
1,794.3 |
-40.2 |
-2.2% |
1,865.0 |
| High |
1,835.7 |
1,816.0 |
-19.7 |
-1.1% |
1,876.0 |
| Low |
1,784.6 |
1,792.2 |
7.6 |
0.4% |
1,784.6 |
| Close |
1,791.2 |
1,813.0 |
21.8 |
1.2% |
1,813.0 |
| Range |
51.1 |
23.8 |
-27.3 |
-53.4% |
91.4 |
| ATR |
31.2 |
30.7 |
-0.5 |
-1.5% |
0.0 |
| Volume |
279,616 |
205,758 |
-73,858 |
-26.4% |
1,100,642 |
|
| Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,878.5 |
1,869.5 |
1,826.1 |
|
| R3 |
1,854.7 |
1,845.7 |
1,819.5 |
|
| R2 |
1,830.9 |
1,830.9 |
1,817.4 |
|
| R1 |
1,821.9 |
1,821.9 |
1,815.2 |
1,826.4 |
| PP |
1,807.1 |
1,807.1 |
1,807.1 |
1,809.3 |
| S1 |
1,798.1 |
1,798.1 |
1,810.8 |
1,802.6 |
| S2 |
1,783.3 |
1,783.3 |
1,808.6 |
|
| S3 |
1,759.5 |
1,774.3 |
1,806.5 |
|
| S4 |
1,735.7 |
1,750.5 |
1,799.9 |
|
|
| Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
2,098.7 |
2,047.3 |
1,863.3 |
|
| R3 |
2,007.3 |
1,955.9 |
1,838.1 |
|
| R2 |
1,915.9 |
1,915.9 |
1,829.8 |
|
| R1 |
1,864.5 |
1,864.5 |
1,821.4 |
1,844.5 |
| PP |
1,824.5 |
1,824.5 |
1,824.5 |
1,814.6 |
| S1 |
1,773.1 |
1,773.1 |
1,804.6 |
1,753.1 |
| S2 |
1,733.1 |
1,733.1 |
1,796.2 |
|
| S3 |
1,641.7 |
1,681.7 |
1,787.9 |
|
| S4 |
1,550.3 |
1,590.3 |
1,762.7 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,876.0 |
1,784.6 |
91.4 |
5.0% |
30.2 |
1.7% |
31% |
False |
False |
220,128 |
| 10 |
1,878.9 |
1,784.6 |
94.3 |
5.2% |
27.8 |
1.5% |
30% |
False |
False |
200,932 |
| 20 |
1,922.3 |
1,784.6 |
137.7 |
7.6% |
32.8 |
1.8% |
21% |
False |
False |
131,264 |
| 40 |
1,966.8 |
1,784.6 |
182.2 |
10.0% |
30.1 |
1.7% |
16% |
False |
False |
68,867 |
| 60 |
1,966.8 |
1,771.3 |
195.5 |
10.8% |
29.2 |
1.6% |
21% |
False |
False |
47,990 |
| 80 |
1,978.2 |
1,771.3 |
206.9 |
11.4% |
29.6 |
1.6% |
20% |
False |
False |
36,833 |
| 100 |
1,996.8 |
1,771.3 |
225.5 |
12.4% |
29.5 |
1.6% |
18% |
False |
False |
29,792 |
| 120 |
2,036.1 |
1,771.3 |
264.8 |
14.6% |
31.0 |
1.7% |
16% |
False |
False |
25,041 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,917.2 |
|
2.618 |
1,878.3 |
|
1.618 |
1,854.5 |
|
1.000 |
1,839.8 |
|
0.618 |
1,830.7 |
|
HIGH |
1,816.0 |
|
0.618 |
1,806.9 |
|
0.500 |
1,804.1 |
|
0.382 |
1,801.3 |
|
LOW |
1,792.2 |
|
0.618 |
1,777.5 |
|
1.000 |
1,768.4 |
|
1.618 |
1,753.7 |
|
2.618 |
1,729.9 |
|
4.250 |
1,691.1 |
|
|
| Fisher Pivots for day following 05-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,810.0 |
1,815.3 |
| PP |
1,807.1 |
1,814.5 |
| S1 |
1,804.1 |
1,813.8 |
|