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 |
1,842.3 |
1,847.4 |
5.1 |
0.3% |
1,867.3 |
High |
1,858.9 |
1,850.8 |
-8.1 |
-0.4% |
1,877.8 |
Low |
1,837.8 |
1,825.5 |
-12.3 |
-0.7% |
1,787.3 |
Close |
1,845.6 |
1,829.8 |
-15.8 |
-0.9% |
1,815.6 |
Range |
21.1 |
25.3 |
4.2 |
19.9% |
90.5 |
ATR |
28.8 |
28.5 |
-0.2 |
-0.9% |
0.0 |
Volume |
5,703 |
4,302 |
-1,401 |
-24.6% |
41,213 |
|
Daily Pivots for day following 11-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,911.3 |
1,895.8 |
1,843.7 |
|
R3 |
1,886.0 |
1,870.5 |
1,836.8 |
|
R2 |
1,860.7 |
1,860.7 |
1,834.4 |
|
R1 |
1,845.2 |
1,845.2 |
1,832.1 |
1,840.3 |
PP |
1,835.4 |
1,835.4 |
1,835.4 |
1,832.9 |
S1 |
1,819.9 |
1,819.9 |
1,827.5 |
1,815.0 |
S2 |
1,810.1 |
1,810.1 |
1,825.2 |
|
S3 |
1,784.8 |
1,794.6 |
1,822.8 |
|
S4 |
1,759.5 |
1,769.3 |
1,815.9 |
|
|
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 |
1,858.9 |
1,795.4 |
63.5 |
3.5% |
24.0 |
1.3% |
54% |
False |
False |
5,155 |
10 |
1,881.0 |
1,787.3 |
93.7 |
5.1% |
28.1 |
1.5% |
45% |
False |
False |
6,746 |
20 |
1,881.0 |
1,787.3 |
93.7 |
5.1% |
28.1 |
1.5% |
45% |
False |
False |
6,390 |
40 |
1,969.3 |
1,787.3 |
182.0 |
9.9% |
28.7 |
1.6% |
23% |
False |
False |
5,191 |
60 |
1,969.3 |
1,774.2 |
195.1 |
10.7% |
28.5 |
1.6% |
28% |
False |
False |
4,392 |
80 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
28.8 |
1.6% |
27% |
False |
False |
3,733 |
100 |
1,983.0 |
1,774.2 |
208.8 |
11.4% |
28.8 |
1.6% |
27% |
False |
False |
3,261 |
120 |
2,013.8 |
1,774.2 |
239.6 |
13.1% |
28.6 |
1.6% |
23% |
False |
False |
2,808 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,958.3 |
2.618 |
1,917.0 |
1.618 |
1,891.7 |
1.000 |
1,876.1 |
0.618 |
1,866.4 |
HIGH |
1,850.8 |
0.618 |
1,841.1 |
0.500 |
1,838.2 |
0.382 |
1,835.2 |
LOW |
1,825.5 |
0.618 |
1,809.9 |
1.000 |
1,800.2 |
1.618 |
1,784.6 |
2.618 |
1,759.3 |
4.250 |
1,718.0 |
|
|
Fisher Pivots for day following 11-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,838.2 |
1,842.2 |
PP |
1,835.4 |
1,838.1 |
S1 |
1,832.6 |
1,833.9 |
|