| Trading Metrics calculated at close of trading on 01-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2021 |
01-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,758.00 |
3,682.75 |
-75.25 |
-2.0% |
3,828.75 |
| High |
3,766.00 |
3,766.75 |
0.75 |
0.0% |
3,852.00 |
| Low |
3,675.25 |
3,647.50 |
-27.75 |
-0.8% |
3,675.25 |
| Close |
3,695.25 |
3,755.75 |
60.50 |
1.6% |
3,695.25 |
| Range |
90.75 |
119.25 |
28.50 |
31.4% |
176.75 |
| ATR |
62.56 |
66.61 |
4.05 |
6.5% |
0.00 |
| Volume |
8,236 |
2,896 |
-5,340 |
-64.8% |
21,193 |
|
| Daily Pivots for day following 01-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,081.00 |
4,037.75 |
3,821.25 |
|
| R3 |
3,961.75 |
3,918.50 |
3,788.50 |
|
| R2 |
3,842.50 |
3,842.50 |
3,777.50 |
|
| R1 |
3,799.25 |
3,799.25 |
3,766.75 |
3,821.00 |
| PP |
3,723.25 |
3,723.25 |
3,723.25 |
3,734.25 |
| S1 |
3,680.00 |
3,680.00 |
3,744.75 |
3,701.50 |
| S2 |
3,604.00 |
3,604.00 |
3,734.00 |
|
| S3 |
3,484.75 |
3,560.75 |
3,723.00 |
|
| S4 |
3,365.50 |
3,441.50 |
3,690.25 |
|
|
| Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
4,271.00 |
4,160.00 |
3,792.50 |
|
| R3 |
4,094.25 |
3,983.25 |
3,743.75 |
|
| R2 |
3,917.50 |
3,917.50 |
3,727.75 |
|
| R1 |
3,806.50 |
3,806.50 |
3,711.50 |
3,773.50 |
| PP |
3,740.75 |
3,740.75 |
3,740.75 |
3,724.50 |
| S1 |
3,629.75 |
3,629.75 |
3,679.00 |
3,597.00 |
| S2 |
3,564.00 |
3,564.00 |
3,662.75 |
|
| S3 |
3,387.25 |
3,453.00 |
3,646.75 |
|
| S4 |
3,210.50 |
3,276.25 |
3,598.00 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
3,852.00 |
3,647.50 |
204.50 |
5.4% |
102.75 |
2.7% |
53% |
False |
True |
4,052 |
| 10 |
3,852.00 |
3,647.50 |
204.50 |
5.4% |
75.25 |
2.0% |
53% |
False |
True |
3,155 |
| 20 |
3,852.00 |
3,642.75 |
209.25 |
5.6% |
66.50 |
1.8% |
54% |
False |
False |
2,847 |
| 40 |
3,852.00 |
3,586.50 |
265.50 |
7.1% |
54.00 |
1.4% |
64% |
False |
False |
1,694 |
| 60 |
3,852.00 |
3,301.75 |
550.25 |
14.7% |
55.50 |
1.5% |
83% |
False |
False |
1,174 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,273.50 |
|
2.618 |
4,079.00 |
|
1.618 |
3,959.75 |
|
1.000 |
3,886.00 |
|
0.618 |
3,840.50 |
|
HIGH |
3,766.75 |
|
0.618 |
3,721.25 |
|
0.500 |
3,707.00 |
|
0.382 |
3,693.00 |
|
LOW |
3,647.50 |
|
0.618 |
3,573.75 |
|
1.000 |
3,528.25 |
|
1.618 |
3,454.50 |
|
2.618 |
3,335.25 |
|
4.250 |
3,140.75 |
|
|
| Fisher Pivots for day following 01-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,739.50 |
3,747.25 |
| PP |
3,723.25 |
3,738.75 |
| S1 |
3,707.00 |
3,730.25 |
|