Trading Metrics calculated at close of trading on 06-Feb-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2020 |
06-Feb-2020 |
Change |
Change % |
Previous Week |
Open |
9,441.34 |
9,395.69 |
-45.65 |
-0.5% |
8,915.50 |
High |
9,442.75 |
9,448.72 |
5.97 |
0.1% |
9,170.22 |
Low |
9,311.88 |
9,357.86 |
45.98 |
0.5% |
8,910.97 |
Close |
9,367.48 |
9,445.92 |
78.44 |
0.8% |
8,991.51 |
Range |
130.87 |
90.86 |
-40.01 |
-30.6% |
259.25 |
ATR |
119.60 |
117.55 |
-2.05 |
-1.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 06-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
9,690.08 |
9,658.86 |
9,495.89 |
|
R3 |
9,599.22 |
9,568.00 |
9,470.91 |
|
R2 |
9,508.36 |
9,508.36 |
9,462.58 |
|
R1 |
9,477.14 |
9,477.14 |
9,454.25 |
9,492.75 |
PP |
9,417.50 |
9,417.50 |
9,417.50 |
9,425.31 |
S1 |
9,386.28 |
9,386.28 |
9,437.59 |
9,401.89 |
S2 |
9,326.64 |
9,326.64 |
9,429.26 |
|
S3 |
9,235.78 |
9,295.42 |
9,420.93 |
|
S4 |
9,144.92 |
9,204.56 |
9,395.95 |
|
|
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 |
9,448.72 |
8,961.59 |
487.13 |
5.2% |
135.18 |
1.4% |
99% |
True |
False |
|
10 |
9,448.72 |
8,910.97 |
537.75 |
5.7% |
126.11 |
1.3% |
99% |
True |
False |
|
20 |
9,448.72 |
8,910.97 |
537.75 |
5.7% |
95.57 |
1.0% |
99% |
True |
False |
|
40 |
9,448.72 |
8,339.37 |
1,109.35 |
11.7% |
79.71 |
0.8% |
100% |
True |
False |
|
60 |
9,448.72 |
8,168.82 |
1,279.90 |
13.5% |
72.17 |
0.8% |
100% |
True |
False |
|
80 |
9,448.72 |
7,827.16 |
1,621.56 |
17.2% |
70.21 |
0.7% |
100% |
True |
False |
|
100 |
9,448.72 |
7,463.57 |
1,985.15 |
21.0% |
76.44 |
0.8% |
100% |
True |
False |
|
120 |
9,448.72 |
7,442.93 |
2,005.79 |
21.2% |
77.82 |
0.8% |
100% |
True |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
9,834.88 |
2.618 |
9,686.59 |
1.618 |
9,595.73 |
1.000 |
9,539.58 |
0.618 |
9,504.87 |
HIGH |
9,448.72 |
0.618 |
9,414.01 |
0.500 |
9,403.29 |
0.382 |
9,392.57 |
LOW |
9,357.86 |
0.618 |
9,301.71 |
1.000 |
9,267.00 |
1.618 |
9,210.85 |
2.618 |
9,119.99 |
4.250 |
8,971.71 |
|
|
Fisher Pivots for day following 06-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
9,431.71 |
9,409.54 |
PP |
9,417.50 |
9,373.17 |
S1 |
9,403.29 |
9,336.79 |
|