| Trading Metrics calculated at close of trading on 08-Feb-2021 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2021 |
08-Feb-2021 |
Change |
Change % |
Previous Week |
| Open |
3,854.25 |
3,879.50 |
25.25 |
0.7% |
3,682.75 |
| High |
3,877.75 |
3,900.00 |
22.25 |
0.6% |
3,877.75 |
| Low |
3,849.75 |
3,876.00 |
26.25 |
0.7% |
3,647.50 |
| Close |
3,870.00 |
3,897.75 |
27.75 |
0.7% |
3,870.00 |
| Range |
28.00 |
24.00 |
-4.00 |
-14.3% |
230.25 |
| ATR |
61.73 |
59.46 |
-2.27 |
-3.7% |
0.00 |
| Volume |
10,332 |
2,642 |
-7,690 |
-74.4% |
21,255 |
|
| Daily Pivots for day following 08-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
3,963.25 |
3,954.50 |
3,911.00 |
|
| R3 |
3,939.25 |
3,930.50 |
3,904.25 |
|
| R2 |
3,915.25 |
3,915.25 |
3,902.25 |
|
| R1 |
3,906.50 |
3,906.50 |
3,900.00 |
3,911.00 |
| PP |
3,891.25 |
3,891.25 |
3,891.25 |
3,893.50 |
| S1 |
3,882.50 |
3,882.50 |
3,895.50 |
3,887.00 |
| S2 |
3,867.25 |
3,867.25 |
3,893.25 |
|
| S3 |
3,843.25 |
3,858.50 |
3,891.25 |
|
| S4 |
3,819.25 |
3,834.50 |
3,884.50 |
|
|
| 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 |
3,900.00 |
3,750.00 |
150.00 |
3.8% |
43.75 |
1.1% |
99% |
True |
False |
4,200 |
| 10 |
3,900.00 |
3,647.50 |
252.50 |
6.5% |
73.25 |
1.9% |
99% |
True |
False |
4,126 |
| 20 |
3,900.00 |
3,647.50 |
252.50 |
6.5% |
58.75 |
1.5% |
99% |
True |
False |
3,349 |
| 40 |
3,900.00 |
3,586.50 |
313.50 |
8.0% |
55.00 |
1.4% |
99% |
True |
False |
2,173 |
| 60 |
3,900.00 |
3,494.50 |
405.50 |
10.4% |
50.75 |
1.3% |
99% |
True |
False |
1,508 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
4,002.00 |
|
2.618 |
3,962.75 |
|
1.618 |
3,938.75 |
|
1.000 |
3,924.00 |
|
0.618 |
3,914.75 |
|
HIGH |
3,900.00 |
|
0.618 |
3,890.75 |
|
0.500 |
3,888.00 |
|
0.382 |
3,885.25 |
|
LOW |
3,876.00 |
|
0.618 |
3,861.25 |
|
1.000 |
3,852.00 |
|
1.618 |
3,837.25 |
|
2.618 |
3,813.25 |
|
4.250 |
3,774.00 |
|
|
| Fisher Pivots for day following 08-Feb-2021 |
| Pivot |
1 day |
3 day |
| R1 |
3,894.50 |
3,882.25 |
| PP |
3,891.25 |
3,866.50 |
| S1 |
3,888.00 |
3,851.00 |
|