| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
1,794.3 |
1,818.1 |
23.8 |
1.3% |
1,865.0 |
| High |
1,816.0 |
1,840.6 |
24.6 |
1.4% |
1,876.0 |
| Low |
1,792.2 |
1,807.3 |
15.1 |
0.8% |
1,784.6 |
| Close |
1,813.0 |
1,834.2 |
21.2 |
1.2% |
1,813.0 |
| Range |
23.8 |
33.3 |
9.5 |
39.9% |
91.4 |
| ATR |
30.7 |
30.9 |
0.2 |
0.6% |
0.0 |
| Volume |
205,758 |
177,562 |
-28,196 |
-13.7% |
1,100,642 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,927.3 |
1,914.0 |
1,852.5 |
|
| R3 |
1,894.0 |
1,880.7 |
1,843.4 |
|
| R2 |
1,860.7 |
1,860.7 |
1,840.3 |
|
| R1 |
1,847.4 |
1,847.4 |
1,837.3 |
1,854.1 |
| PP |
1,827.4 |
1,827.4 |
1,827.4 |
1,830.7 |
| S1 |
1,814.1 |
1,814.1 |
1,831.1 |
1,820.8 |
| S2 |
1,794.1 |
1,794.1 |
1,828.1 |
|
| S3 |
1,760.8 |
1,780.8 |
1,825.0 |
|
| S4 |
1,727.5 |
1,747.5 |
1,815.9 |
|
|
| 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 |
1,866.3 |
1,784.6 |
81.7 |
4.5% |
32.0 |
1.7% |
61% |
False |
False |
207,231 |
| 10 |
1,878.9 |
1,784.6 |
94.3 |
5.1% |
29.0 |
1.6% |
53% |
False |
False |
209,736 |
| 20 |
1,878.9 |
1,784.6 |
94.3 |
5.1% |
29.9 |
1.6% |
53% |
False |
False |
137,334 |
| 40 |
1,966.8 |
1,784.6 |
182.2 |
9.9% |
29.8 |
1.6% |
27% |
False |
False |
73,167 |
| 60 |
1,966.8 |
1,771.3 |
195.5 |
10.7% |
29.3 |
1.6% |
32% |
False |
False |
50,753 |
| 80 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
29.5 |
1.6% |
30% |
False |
False |
39,002 |
| 100 |
1,996.8 |
1,771.3 |
225.5 |
12.3% |
29.6 |
1.6% |
28% |
False |
False |
31,558 |
| 120 |
2,036.1 |
1,771.3 |
264.8 |
14.4% |
30.8 |
1.7% |
24% |
False |
False |
26,495 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,982.1 |
|
2.618 |
1,927.8 |
|
1.618 |
1,894.5 |
|
1.000 |
1,873.9 |
|
0.618 |
1,861.2 |
|
HIGH |
1,840.6 |
|
0.618 |
1,827.9 |
|
0.500 |
1,824.0 |
|
0.382 |
1,820.0 |
|
LOW |
1,807.3 |
|
0.618 |
1,786.7 |
|
1.000 |
1,774.0 |
|
1.618 |
1,753.4 |
|
2.618 |
1,720.1 |
|
4.250 |
1,665.8 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
1,830.8 |
1,827.0 |
| PP |
1,827.4 |
1,819.8 |
| S1 |
1,824.0 |
1,812.6 |
|