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 |
3,824.00 |
3,854.25 |
30.25 |
0.8% |
3,682.75 |
High |
3,858.50 |
3,877.75 |
19.25 |
0.5% |
3,877.75 |
Low |
3,802.00 |
3,849.75 |
47.75 |
1.3% |
3,647.50 |
Close |
3,854.50 |
3,870.00 |
15.50 |
0.4% |
3,870.00 |
Range |
56.50 |
28.00 |
-28.50 |
-50.4% |
230.25 |
ATR |
64.33 |
61.73 |
-2.59 |
-4.0% |
0.00 |
Volume |
1,933 |
10,332 |
8,399 |
434.5% |
21,255 |
|
Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
3,949.75 |
3,938.00 |
3,885.50 |
|
R3 |
3,921.75 |
3,910.00 |
3,877.75 |
|
R2 |
3,893.75 |
3,893.75 |
3,875.25 |
|
R1 |
3,882.00 |
3,882.00 |
3,872.50 |
3,888.00 |
PP |
3,865.75 |
3,865.75 |
3,865.75 |
3,868.75 |
S1 |
3,854.00 |
3,854.00 |
3,867.50 |
3,860.00 |
S2 |
3,837.75 |
3,837.75 |
3,864.75 |
|
S3 |
3,809.75 |
3,826.00 |
3,862.25 |
|
S4 |
3,781.75 |
3,798.00 |
3,854.50 |
|
|
Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
4,489.25 |
4,409.75 |
3,996.75 |
|
R3 |
4,259.00 |
4,179.50 |
3,933.25 |
|
R2 |
4,028.75 |
4,028.75 |
3,912.25 |
|
R1 |
3,949.25 |
3,949.25 |
3,891.00 |
3,989.00 |
PP |
3,798.50 |
3,798.50 |
3,798.50 |
3,818.25 |
S1 |
3,719.00 |
3,719.00 |
3,849.00 |
3,758.75 |
S2 |
3,568.25 |
3,568.25 |
3,827.75 |
|
S3 |
3,338.00 |
3,488.75 |
3,806.75 |
|
S4 |
3,107.75 |
3,258.50 |
3,743.25 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
3,877.75 |
3,647.50 |
230.25 |
5.9% |
62.75 |
1.6% |
97% |
True |
False |
4,251 |
10 |
3,877.75 |
3,647.50 |
230.25 |
5.9% |
77.25 |
2.0% |
97% |
True |
False |
4,244 |
20 |
3,877.75 |
3,647.50 |
230.25 |
5.9% |
60.00 |
1.6% |
97% |
True |
False |
3,273 |
40 |
3,877.75 |
3,586.50 |
291.25 |
7.5% |
55.75 |
1.4% |
97% |
True |
False |
2,120 |
60 |
3,877.75 |
3,488.25 |
389.50 |
10.1% |
51.25 |
1.3% |
98% |
True |
False |
1,465 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
3,996.75 |
2.618 |
3,951.00 |
1.618 |
3,923.00 |
1.000 |
3,905.75 |
0.618 |
3,895.00 |
HIGH |
3,877.75 |
0.618 |
3,867.00 |
0.500 |
3,863.75 |
0.382 |
3,860.50 |
LOW |
3,849.75 |
0.618 |
3,832.50 |
1.000 |
3,821.75 |
1.618 |
3,804.50 |
2.618 |
3,776.50 |
4.250 |
3,730.75 |
|
|
Fisher Pivots for day following 05-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
3,868.00 |
3,859.50 |
PP |
3,865.75 |
3,848.75 |
S1 |
3,863.75 |
3,838.00 |
|