Trading Metrics calculated at close of trading on 02-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
1,867.3 |
1,865.8 |
-1.5 |
-0.1% |
1,862.8 |
High |
1,877.8 |
1,867.6 |
-10.2 |
-0.5% |
1,881.0 |
Low |
1,854.5 |
1,833.0 |
-21.5 |
-1.2% |
1,835.2 |
Close |
1,866.0 |
1,835.8 |
-30.2 |
-1.6% |
1,852.7 |
Range |
23.3 |
34.6 |
11.3 |
48.5% |
45.8 |
ATR |
29.6 |
29.9 |
0.4 |
1.2% |
0.0 |
Volume |
16,651 |
5,630 |
-11,021 |
-66.2% |
29,370 |
|
Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,949.3 |
1,927.1 |
1,854.8 |
|
R3 |
1,914.7 |
1,892.5 |
1,845.3 |
|
R2 |
1,880.1 |
1,880.1 |
1,842.1 |
|
R1 |
1,857.9 |
1,857.9 |
1,839.0 |
1,851.7 |
PP |
1,845.5 |
1,845.5 |
1,845.5 |
1,842.4 |
S1 |
1,823.3 |
1,823.3 |
1,832.6 |
1,817.1 |
S2 |
1,810.9 |
1,810.9 |
1,829.5 |
|
S3 |
1,776.3 |
1,788.7 |
1,826.3 |
|
S4 |
1,741.7 |
1,754.1 |
1,816.8 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,993.7 |
1,969.0 |
1,877.9 |
|
R3 |
1,947.9 |
1,923.2 |
1,865.3 |
|
R2 |
1,902.1 |
1,902.1 |
1,861.1 |
|
R1 |
1,877.4 |
1,877.4 |
1,856.9 |
1,866.9 |
PP |
1,856.3 |
1,856.3 |
1,856.3 |
1,851.0 |
S1 |
1,831.6 |
1,831.6 |
1,848.5 |
1,821.1 |
S2 |
1,810.5 |
1,810.5 |
1,844.3 |
|
S3 |
1,764.7 |
1,785.8 |
1,840.1 |
|
S4 |
1,718.9 |
1,740.0 |
1,827.5 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,881.0 |
1,833.0 |
48.0 |
2.6% |
29.3 |
1.6% |
6% |
False |
True |
8,656 |
10 |
1,881.0 |
1,833.0 |
48.0 |
2.6% |
26.9 |
1.5% |
6% |
False |
True |
6,680 |
20 |
1,969.3 |
1,810.0 |
159.3 |
8.7% |
32.4 |
1.8% |
16% |
False |
False |
7,286 |
40 |
1,969.3 |
1,810.0 |
159.3 |
8.7% |
28.9 |
1.6% |
16% |
False |
False |
4,762 |
60 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
30.1 |
1.6% |
30% |
False |
False |
4,024 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
28.5 |
1.6% |
30% |
False |
False |
3,460 |
100 |
1,997.0 |
1,774.2 |
222.8 |
12.1% |
28.3 |
1.5% |
28% |
False |
False |
2,905 |
120 |
2,041.2 |
1,774.2 |
267.0 |
14.5% |
29.6 |
1.6% |
23% |
False |
False |
2,517 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
2,014.7 |
2.618 |
1,958.2 |
1.618 |
1,923.6 |
1.000 |
1,902.2 |
0.618 |
1,889.0 |
HIGH |
1,867.6 |
0.618 |
1,854.4 |
0.500 |
1,850.3 |
0.382 |
1,846.2 |
LOW |
1,833.0 |
0.618 |
1,811.6 |
1.000 |
1,798.4 |
1.618 |
1,777.0 |
2.618 |
1,742.4 |
4.250 |
1,686.0 |
|
|
Fisher Pivots for day following 02-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,850.3 |
1,857.0 |
PP |
1,845.5 |
1,849.9 |
S1 |
1,840.6 |
1,842.9 |
|