Trading Metrics calculated at close of trading on 02-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Feb-2021 |
02-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,074.21 |
13,366.17 |
291.96 |
2.2% |
13,519.15 |
High |
13,280.22 |
13,501.23 |
221.01 |
1.7% |
13,563.70 |
Low |
12,983.10 |
13,363.76 |
380.66 |
2.9% |
12,845.43 |
Close |
13,248.90 |
13,456.12 |
207.22 |
1.6% |
12,925.38 |
Range |
297.12 |
137.47 |
-159.65 |
-53.7% |
718.27 |
ATR |
230.92 |
232.45 |
1.53 |
0.7% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 02-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,852.78 |
13,791.92 |
13,531.73 |
|
R3 |
13,715.31 |
13,654.45 |
13,493.92 |
|
R2 |
13,577.84 |
13,577.84 |
13,481.32 |
|
R1 |
13,516.98 |
13,516.98 |
13,468.72 |
13,547.41 |
PP |
13,440.37 |
13,440.37 |
13,440.37 |
13,455.59 |
S1 |
13,379.51 |
13,379.51 |
13,443.52 |
13,409.94 |
S2 |
13,302.90 |
13,302.90 |
13,430.92 |
|
S3 |
13,165.43 |
13,242.04 |
13,418.32 |
|
S4 |
13,027.96 |
13,104.57 |
13,380.51 |
|
|
Weekly Pivots for week ending 29-Jan-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
15,266.31 |
14,814.12 |
13,320.43 |
|
R3 |
14,548.04 |
14,095.85 |
13,122.90 |
|
R2 |
13,829.77 |
13,829.77 |
13,057.06 |
|
R1 |
13,377.58 |
13,377.58 |
12,991.22 |
13,244.54 |
PP |
13,111.50 |
13,111.50 |
13,111.50 |
13,044.99 |
S1 |
12,659.31 |
12,659.31 |
12,859.54 |
12,526.27 |
S2 |
12,393.23 |
12,393.23 |
12,793.70 |
|
S3 |
11,674.96 |
11,941.04 |
12,727.86 |
|
S4 |
10,956.69 |
11,222.77 |
12,530.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
13,501.23 |
12,845.43 |
655.80 |
4.9% |
273.63 |
2.0% |
93% |
True |
False |
|
10 |
13,563.70 |
12,845.43 |
718.27 |
5.3% |
221.54 |
1.6% |
85% |
False |
False |
|
20 |
13,563.70 |
12,572.70 |
991.00 |
7.4% |
194.77 |
1.4% |
89% |
False |
False |
|
40 |
13,563.70 |
12,226.13 |
1,337.57 |
9.9% |
172.34 |
1.3% |
92% |
False |
False |
|
60 |
13,563.70 |
11,512.46 |
2,051.24 |
15.2% |
171.97 |
1.3% |
95% |
False |
False |
|
80 |
13,563.70 |
10,957.11 |
2,606.59 |
19.4% |
185.00 |
1.4% |
96% |
False |
False |
|
100 |
13,563.70 |
10,677.85 |
2,885.85 |
21.4% |
197.12 |
1.5% |
96% |
False |
False |
|
120 |
13,563.70 |
10,677.85 |
2,885.85 |
21.4% |
201.75 |
1.5% |
96% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,085.48 |
2.618 |
13,861.13 |
1.618 |
13,723.66 |
1.000 |
13,638.70 |
0.618 |
13,586.19 |
HIGH |
13,501.23 |
0.618 |
13,448.72 |
0.500 |
13,432.50 |
0.382 |
13,416.27 |
LOW |
13,363.76 |
0.618 |
13,278.80 |
1.000 |
13,226.29 |
1.618 |
13,141.33 |
2.618 |
13,003.86 |
4.250 |
12,779.51 |
|
|
Fisher Pivots for day following 02-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,448.25 |
13,361.86 |
PP |
13,440.37 |
13,267.59 |
S1 |
13,432.50 |
13,173.33 |
|