Trading Metrics calculated at close of trading on 11-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Feb-2021 |
11-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1,838.3 |
1,844.3 |
6.0 |
0.3% |
1,865.0 |
High |
1,856.6 |
1,848.6 |
-8.0 |
-0.4% |
1,876.0 |
Low |
1,834.0 |
1,821.7 |
-12.3 |
-0.7% |
1,784.6 |
Close |
1,842.7 |
1,826.8 |
-15.9 |
-0.9% |
1,813.0 |
Range |
22.6 |
26.9 |
4.3 |
19.0% |
91.4 |
ATR |
29.5 |
29.4 |
-0.2 |
-0.6% |
0.0 |
Volume |
176,443 |
147,019 |
-29,424 |
-16.7% |
1,100,642 |
|
Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,913.1 |
1,896.8 |
1,841.6 |
|
R3 |
1,886.2 |
1,869.9 |
1,834.2 |
|
R2 |
1,859.3 |
1,859.3 |
1,831.7 |
|
R1 |
1,843.0 |
1,843.0 |
1,829.3 |
1,837.7 |
PP |
1,832.4 |
1,832.4 |
1,832.4 |
1,829.7 |
S1 |
1,816.1 |
1,816.1 |
1,824.3 |
1,810.8 |
S2 |
1,805.5 |
1,805.5 |
1,821.9 |
|
S3 |
1,778.6 |
1,789.2 |
1,819.4 |
|
S4 |
1,751.7 |
1,762.3 |
1,812.0 |
|
|
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 |
1,856.6 |
1,792.2 |
64.4 |
3.5% |
25.2 |
1.4% |
54% |
False |
False |
172,234 |
10 |
1,878.9 |
1,784.6 |
94.3 |
5.2% |
29.1 |
1.6% |
45% |
False |
False |
203,223 |
20 |
1,878.9 |
1,784.6 |
94.3 |
5.2% |
29.0 |
1.6% |
45% |
False |
False |
152,381 |
40 |
1,966.8 |
1,784.6 |
182.2 |
10.0% |
29.8 |
1.6% |
23% |
False |
False |
84,798 |
60 |
1,966.8 |
1,771.3 |
195.5 |
10.7% |
29.3 |
1.6% |
28% |
False |
False |
58,440 |
80 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
29.6 |
1.6% |
27% |
False |
False |
44,904 |
100 |
1,978.2 |
1,771.3 |
206.9 |
11.3% |
29.7 |
1.6% |
27% |
False |
False |
36,322 |
120 |
2,011.6 |
1,771.3 |
240.3 |
13.2% |
30.1 |
1.6% |
23% |
False |
False |
30,437 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,962.9 |
2.618 |
1,919.0 |
1.618 |
1,892.1 |
1.000 |
1,875.5 |
0.618 |
1,865.2 |
HIGH |
1,848.6 |
0.618 |
1,838.3 |
0.500 |
1,835.2 |
0.382 |
1,832.0 |
LOW |
1,821.7 |
0.618 |
1,805.1 |
1.000 |
1,794.8 |
1.618 |
1,778.2 |
2.618 |
1,751.3 |
4.250 |
1,707.4 |
|
|
Fisher Pivots for day following 11-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,835.2 |
1,839.2 |
PP |
1,832.4 |
1,835.0 |
S1 |
1,829.6 |
1,830.9 |
|