Trading Metrics calculated at close of trading on 05-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2020 |
05-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
9,256.94 |
9,441.34 |
184.40 |
2.0% |
8,915.50 |
High |
9,352.96 |
9,442.75 |
89.79 |
1.0% |
9,170.22 |
Low |
9,224.86 |
9,311.88 |
87.02 |
0.9% |
8,910.97 |
Close |
9,334.06 |
9,367.48 |
33.42 |
0.4% |
8,991.51 |
Range |
128.10 |
130.87 |
2.77 |
2.2% |
259.25 |
ATR |
118.74 |
119.60 |
0.87 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,766.65 |
9,697.93 |
9,439.46 |
|
R3 |
9,635.78 |
9,567.06 |
9,403.47 |
|
R2 |
9,504.91 |
9,504.91 |
9,391.47 |
|
R1 |
9,436.19 |
9,436.19 |
9,379.48 |
9,405.12 |
PP |
9,374.04 |
9,374.04 |
9,374.04 |
9,358.50 |
S1 |
9,305.32 |
9,305.32 |
9,355.48 |
9,274.25 |
S2 |
9,243.17 |
9,243.17 |
9,343.49 |
|
S3 |
9,112.30 |
9,174.45 |
9,331.49 |
|
S4 |
8,981.43 |
9,043.58 |
9,295.50 |
|
|
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 |
9,442.75 |
8,961.59 |
481.16 |
5.1% |
141.20 |
1.5% |
84% |
True |
False |
|
10 |
9,442.75 |
8,910.97 |
531.78 |
5.7% |
124.61 |
1.3% |
86% |
True |
False |
|
20 |
9,442.75 |
8,834.94 |
607.81 |
6.5% |
96.96 |
1.0% |
88% |
True |
False |
|
40 |
9,442.75 |
8,339.37 |
1,103.38 |
11.8% |
79.08 |
0.8% |
93% |
True |
False |
|
60 |
9,442.75 |
8,168.82 |
1,273.93 |
13.6% |
71.80 |
0.8% |
94% |
True |
False |
|
80 |
9,442.75 |
7,827.16 |
1,615.59 |
17.2% |
69.93 |
0.7% |
95% |
True |
False |
|
100 |
9,442.75 |
7,463.57 |
1,979.18 |
21.1% |
75.97 |
0.8% |
96% |
True |
False |
|
120 |
9,442.75 |
7,429.36 |
2,013.39 |
21.5% |
77.85 |
0.8% |
96% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,998.95 |
2.618 |
9,785.37 |
1.618 |
9,654.50 |
1.000 |
9,573.62 |
0.618 |
9,523.63 |
HIGH |
9,442.75 |
0.618 |
9,392.76 |
0.500 |
9,377.32 |
0.382 |
9,361.87 |
LOW |
9,311.88 |
0.618 |
9,231.00 |
1.000 |
9,181.01 |
1.618 |
9,100.13 |
2.618 |
8,969.26 |
4.250 |
8,755.68 |
|
|
Fisher Pivots for day following 05-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
9,377.32 |
9,323.96 |
PP |
9,374.04 |
9,280.43 |
S1 |
9,370.76 |
9,236.91 |
|