Trading Metrics calculated at close of trading on 04-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2020 |
04-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
9,033.52 |
9,256.94 |
223.42 |
2.5% |
8,915.50 |
High |
9,148.50 |
9,352.96 |
204.46 |
2.2% |
9,170.22 |
Low |
9,031.07 |
9,224.86 |
193.79 |
2.1% |
8,910.97 |
Close |
9,126.23 |
9,334.06 |
207.83 |
2.3% |
8,991.51 |
Range |
117.43 |
128.10 |
10.67 |
9.1% |
259.25 |
ATR |
110.43 |
118.74 |
8.31 |
7.5% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,688.26 |
9,639.26 |
9,404.52 |
|
R3 |
9,560.16 |
9,511.16 |
9,369.29 |
|
R2 |
9,432.06 |
9,432.06 |
9,357.55 |
|
R1 |
9,383.06 |
9,383.06 |
9,345.80 |
9,407.56 |
PP |
9,303.96 |
9,303.96 |
9,303.96 |
9,316.21 |
S1 |
9,254.96 |
9,254.96 |
9,322.32 |
9,279.46 |
S2 |
9,175.86 |
9,175.86 |
9,310.58 |
|
S3 |
9,047.76 |
9,126.86 |
9,298.83 |
|
S4 |
8,919.66 |
8,998.76 |
9,263.61 |
|
|
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 |
9,352.96 |
8,961.59 |
391.37 |
4.2% |
132.18 |
1.4% |
95% |
True |
False |
|
10 |
9,352.96 |
8,910.97 |
441.99 |
4.7% |
117.85 |
1.3% |
96% |
True |
False |
|
20 |
9,352.96 |
8,821.68 |
531.28 |
5.7% |
92.96 |
1.0% |
96% |
True |
False |
|
40 |
9,352.96 |
8,339.37 |
1,013.59 |
10.9% |
76.83 |
0.8% |
98% |
True |
False |
|
60 |
9,352.96 |
8,168.82 |
1,184.14 |
12.7% |
70.84 |
0.8% |
98% |
True |
False |
|
80 |
9,352.96 |
7,682.61 |
1,670.35 |
17.9% |
69.42 |
0.7% |
99% |
True |
False |
|
100 |
9,352.96 |
7,463.57 |
1,889.39 |
20.2% |
75.34 |
0.8% |
99% |
True |
False |
|
120 |
9,352.96 |
7,429.36 |
1,923.60 |
20.6% |
77.90 |
0.8% |
99% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,897.39 |
2.618 |
9,688.33 |
1.618 |
9,560.23 |
1.000 |
9,481.06 |
0.618 |
9,432.13 |
HIGH |
9,352.96 |
0.618 |
9,304.03 |
0.500 |
9,288.91 |
0.382 |
9,273.79 |
LOW |
9,224.86 |
0.618 |
9,145.69 |
1.000 |
9,096.76 |
1.618 |
9,017.59 |
2.618 |
8,889.49 |
4.250 |
8,680.44 |
|
|
Fisher Pivots for day following 04-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
9,319.01 |
9,275.13 |
PP |
9,303.96 |
9,216.20 |
S1 |
9,288.91 |
9,157.28 |
|