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 |
1,837.5 |
1,797.5 |
-40.0 |
-2.2% |
1,867.3 |
High |
1,838.0 |
1,817.9 |
-20.1 |
-1.1% |
1,877.8 |
Low |
1,787.3 |
1,795.4 |
8.1 |
0.5% |
1,787.3 |
Close |
1,793.8 |
1,815.6 |
21.8 |
1.2% |
1,815.6 |
Range |
50.7 |
22.5 |
-28.2 |
-55.6% |
90.5 |
ATR |
30.4 |
30.0 |
-0.5 |
-1.5% |
0.0 |
Volume |
5,829 |
6,314 |
485 |
8.3% |
41,213 |
|
Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,877.1 |
1,868.9 |
1,828.0 |
|
R3 |
1,854.6 |
1,846.4 |
1,821.8 |
|
R2 |
1,832.1 |
1,832.1 |
1,819.7 |
|
R1 |
1,823.9 |
1,823.9 |
1,817.7 |
1,828.0 |
PP |
1,809.6 |
1,809.6 |
1,809.6 |
1,811.7 |
S1 |
1,801.4 |
1,801.4 |
1,813.5 |
1,805.5 |
S2 |
1,787.1 |
1,787.1 |
1,811.5 |
|
S3 |
1,764.6 |
1,778.9 |
1,809.4 |
|
S4 |
1,742.1 |
1,756.4 |
1,803.2 |
|
|
Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,098.4 |
2,047.5 |
1,865.4 |
|
R3 |
2,007.9 |
1,957.0 |
1,840.5 |
|
R2 |
1,917.4 |
1,917.4 |
1,832.2 |
|
R1 |
1,866.5 |
1,866.5 |
1,823.9 |
1,846.7 |
PP |
1,826.9 |
1,826.9 |
1,826.9 |
1,817.0 |
S1 |
1,776.0 |
1,776.0 |
1,807.3 |
1,756.2 |
S2 |
1,736.4 |
1,736.4 |
1,799.0 |
|
S3 |
1,645.9 |
1,685.5 |
1,790.7 |
|
S4 |
1,555.4 |
1,595.0 |
1,765.8 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,877.8 |
1,787.3 |
90.5 |
5.0% |
29.3 |
1.6% |
31% |
False |
False |
8,242 |
10 |
1,881.0 |
1,787.3 |
93.7 |
5.2% |
26.8 |
1.5% |
30% |
False |
False |
7,058 |
20 |
1,925.1 |
1,787.3 |
137.8 |
7.6% |
31.9 |
1.8% |
21% |
False |
False |
7,205 |
40 |
1,969.3 |
1,787.3 |
182.0 |
10.0% |
29.1 |
1.6% |
16% |
False |
False |
4,982 |
60 |
1,969.3 |
1,774.2 |
195.1 |
10.7% |
28.4 |
1.6% |
21% |
False |
False |
4,205 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.5% |
28.8 |
1.6% |
20% |
False |
False |
3,607 |
100 |
1,997.0 |
1,774.2 |
222.8 |
12.3% |
28.6 |
1.6% |
19% |
False |
False |
3,076 |
120 |
2,041.2 |
1,774.2 |
267.0 |
14.7% |
29.2 |
1.6% |
16% |
False |
False |
2,667 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,913.5 |
2.618 |
1,876.8 |
1.618 |
1,854.3 |
1.000 |
1,840.4 |
0.618 |
1,831.8 |
HIGH |
1,817.9 |
0.618 |
1,809.3 |
0.500 |
1,806.7 |
0.382 |
1,804.0 |
LOW |
1,795.4 |
0.618 |
1,781.5 |
1.000 |
1,772.9 |
1.618 |
1,759.0 |
2.618 |
1,736.5 |
4.250 |
1,699.8 |
|
|
Fisher Pivots for day following 05-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,812.6 |
1,817.7 |
PP |
1,809.6 |
1,817.0 |
S1 |
1,806.7 |
1,816.3 |
|