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 |
1,838.0 |
1,801.8 |
-36.2 |
-2.0% |
1,864.6 |
High |
1,838.0 |
1,820.4 |
-17.6 |
-1.0% |
1,874.9 |
Low |
1,790.3 |
1,797.8 |
7.5 |
0.4% |
1,790.3 |
Close |
1,795.9 |
1,817.8 |
21.9 |
1.2% |
1,817.8 |
Range |
47.7 |
22.6 |
-25.1 |
-52.6% |
84.6 |
ATR |
28.8 |
28.5 |
-0.3 |
-1.1% |
0.0 |
Volume |
1,736 |
1,470 |
-266 |
-15.3% |
9,047 |
|
Daily Pivots for day following 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1,879.8 |
1,871.4 |
1,830.2 |
|
R3 |
1,857.2 |
1,848.8 |
1,824.0 |
|
R2 |
1,834.6 |
1,834.6 |
1,821.9 |
|
R1 |
1,826.2 |
1,826.2 |
1,819.9 |
1,830.4 |
PP |
1,812.0 |
1,812.0 |
1,812.0 |
1,814.1 |
S1 |
1,803.6 |
1,803.6 |
1,815.7 |
1,807.8 |
S2 |
1,789.4 |
1,789.4 |
1,813.7 |
|
S3 |
1,766.8 |
1,781.0 |
1,811.6 |
|
S4 |
1,744.2 |
1,758.4 |
1,805.4 |
|
|
Weekly Pivots for week ending 05-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
2,081.5 |
2,034.2 |
1,864.3 |
|
R3 |
1,996.9 |
1,949.6 |
1,841.1 |
|
R2 |
1,912.3 |
1,912.3 |
1,833.3 |
|
R1 |
1,865.0 |
1,865.0 |
1,825.6 |
1,846.4 |
PP |
1,827.7 |
1,827.7 |
1,827.7 |
1,818.3 |
S1 |
1,780.4 |
1,780.4 |
1,810.0 |
1,761.8 |
S2 |
1,743.1 |
1,743.1 |
1,802.3 |
|
S3 |
1,658.5 |
1,695.8 |
1,794.5 |
|
S4 |
1,573.9 |
1,611.2 |
1,771.3 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1,874.9 |
1,790.3 |
84.6 |
4.7% |
27.0 |
1.5% |
33% |
False |
False |
1,809 |
10 |
1,882.0 |
1,790.3 |
91.7 |
5.0% |
24.9 |
1.4% |
30% |
False |
False |
1,640 |
20 |
1,926.6 |
1,790.3 |
136.3 |
7.5% |
29.9 |
1.6% |
20% |
False |
False |
1,625 |
40 |
1,971.5 |
1,790.3 |
181.2 |
10.0% |
27.4 |
1.5% |
15% |
False |
False |
1,417 |
60 |
1,971.5 |
1,776.6 |
194.9 |
10.7% |
25.4 |
1.4% |
21% |
False |
False |
1,211 |
80 |
1,978.4 |
1,776.6 |
201.8 |
11.1% |
23.4 |
1.3% |
20% |
False |
False |
959 |
100 |
1,997.9 |
1,776.6 |
221.3 |
12.2% |
22.5 |
1.2% |
19% |
False |
False |
800 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1,916.5 |
2.618 |
1,879.6 |
1.618 |
1,857.0 |
1.000 |
1,843.0 |
0.618 |
1,834.4 |
HIGH |
1,820.4 |
0.618 |
1,811.8 |
0.500 |
1,809.1 |
0.382 |
1,806.4 |
LOW |
1,797.8 |
0.618 |
1,783.8 |
1.000 |
1,775.2 |
1.618 |
1,761.2 |
2.618 |
1,738.6 |
4.250 |
1,701.8 |
|
|
Fisher Pivots for day following 05-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
1,814.9 |
1,819.8 |
PP |
1,812.0 |
1,819.1 |
S1 |
1,809.1 |
1,818.5 |
|