Trading Metrics calculated at close of trading on 03-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2020 |
03-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
9,169.91 |
9,033.52 |
-136.39 |
-1.5% |
8,915.50 |
High |
9,170.22 |
9,148.50 |
-21.72 |
-0.2% |
9,170.22 |
Low |
8,961.59 |
9,031.07 |
69.48 |
0.8% |
8,910.97 |
Close |
8,991.51 |
9,126.23 |
134.72 |
1.5% |
8,991.51 |
Range |
208.63 |
117.43 |
-91.20 |
-43.7% |
259.25 |
ATR |
106.85 |
110.43 |
3.58 |
3.4% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 03-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,454.22 |
9,407.66 |
9,190.82 |
|
R3 |
9,336.79 |
9,290.23 |
9,158.52 |
|
R2 |
9,219.36 |
9,219.36 |
9,147.76 |
|
R1 |
9,172.80 |
9,172.80 |
9,136.99 |
9,196.08 |
PP |
9,101.93 |
9,101.93 |
9,101.93 |
9,113.58 |
S1 |
9,055.37 |
9,055.37 |
9,115.47 |
9,078.65 |
S2 |
8,984.50 |
8,984.50 |
9,104.70 |
|
S3 |
8,867.07 |
8,937.94 |
9,093.94 |
|
S4 |
8,749.64 |
8,820.51 |
9,061.64 |
|
|
Weekly Pivots for week ending 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,801.98 |
9,656.00 |
9,134.10 |
|
R3 |
9,542.73 |
9,396.75 |
9,062.80 |
|
R2 |
9,283.48 |
9,283.48 |
9,039.04 |
|
R1 |
9,137.50 |
9,137.50 |
9,015.27 |
9,210.49 |
PP |
9,024.23 |
9,024.23 |
9,024.23 |
9,060.73 |
S1 |
8,878.25 |
8,878.25 |
8,967.75 |
8,951.24 |
S2 |
8,764.98 |
8,764.98 |
8,943.98 |
|
S3 |
8,505.73 |
8,619.00 |
8,920.22 |
|
S4 |
8,246.48 |
8,359.75 |
8,848.92 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
9,170.22 |
8,961.59 |
208.63 |
2.3% |
129.97 |
1.4% |
79% |
False |
False |
|
10 |
9,272.37 |
8,910.97 |
361.40 |
4.0% |
109.60 |
1.2% |
60% |
False |
False |
|
20 |
9,272.37 |
8,713.89 |
558.48 |
6.1% |
93.36 |
1.0% |
74% |
False |
False |
|
40 |
9,272.37 |
8,272.83 |
999.54 |
11.0% |
74.83 |
0.8% |
85% |
False |
False |
|
60 |
9,272.37 |
8,157.36 |
1,115.01 |
12.2% |
69.48 |
0.8% |
87% |
False |
False |
|
80 |
9,272.37 |
7,655.48 |
1,616.89 |
17.7% |
68.60 |
0.8% |
91% |
False |
False |
|
100 |
9,272.37 |
7,463.57 |
1,808.80 |
19.8% |
74.82 |
0.8% |
92% |
False |
False |
|
120 |
9,272.37 |
7,429.36 |
1,843.01 |
20.2% |
78.71 |
0.9% |
92% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,647.58 |
2.618 |
9,455.93 |
1.618 |
9,338.50 |
1.000 |
9,265.93 |
0.618 |
9,221.07 |
HIGH |
9,148.50 |
0.618 |
9,103.64 |
0.500 |
9,089.79 |
0.382 |
9,075.93 |
LOW |
9,031.07 |
0.618 |
8,958.50 |
1.000 |
8,913.64 |
1.618 |
8,841.07 |
2.618 |
8,723.64 |
4.250 |
8,531.99 |
|
|
Fisher Pivots for day following 03-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
9,114.08 |
9,106.12 |
PP |
9,101.93 |
9,086.01 |
S1 |
9,089.79 |
9,065.91 |
|