Trading Metrics calculated at close of trading on 04-Feb-2021 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Feb-2021 |
04-Feb-2021 |
Change |
Change % |
Previous Week |
Open |
13,548.48 |
13,459.73 |
-88.75 |
-0.7% |
13,519.15 |
High |
13,549.87 |
13,563.13 |
13.26 |
0.1% |
13,563.70 |
Low |
13,400.08 |
13,406.44 |
6.36 |
0.0% |
12,845.43 |
Close |
13,402.37 |
13,560.89 |
158.52 |
1.2% |
12,925.38 |
Range |
149.79 |
156.69 |
6.90 |
4.6% |
718.27 |
ATR |
226.55 |
221.85 |
-4.70 |
-2.1% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 04-Feb-2021 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
13,980.22 |
13,927.25 |
13,647.07 |
|
R3 |
13,823.53 |
13,770.56 |
13,603.98 |
|
R2 |
13,666.84 |
13,666.84 |
13,589.62 |
|
R1 |
13,613.87 |
13,613.87 |
13,575.25 |
13,640.36 |
PP |
13,510.15 |
13,510.15 |
13,510.15 |
13,523.40 |
S1 |
13,457.18 |
13,457.18 |
13,546.53 |
13,483.67 |
S2 |
13,353.46 |
13,353.46 |
13,532.16 |
|
S3 |
13,196.77 |
13,300.49 |
13,517.80 |
|
S4 |
13,040.08 |
13,143.80 |
13,474.71 |
|
|
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 |
13,563.13 |
12,845.43 |
717.70 |
5.3% |
212.70 |
1.6% |
100% |
True |
False |
|
10 |
13,563.70 |
12,845.43 |
718.27 |
5.3% |
219.20 |
1.6% |
100% |
False |
False |
|
20 |
13,563.70 |
12,747.43 |
816.27 |
6.0% |
192.03 |
1.4% |
100% |
False |
False |
|
40 |
13,563.70 |
12,226.13 |
1,337.57 |
9.9% |
175.81 |
1.3% |
100% |
False |
False |
|
60 |
13,563.70 |
11,512.46 |
2,051.24 |
15.1% |
171.18 |
1.3% |
100% |
False |
False |
|
80 |
13,563.70 |
10,957.11 |
2,606.59 |
19.2% |
186.34 |
1.4% |
100% |
False |
False |
|
100 |
13,563.70 |
10,677.85 |
2,885.85 |
21.3% |
192.13 |
1.4% |
100% |
False |
False |
|
120 |
13,563.70 |
10,677.85 |
2,885.85 |
21.3% |
201.38 |
1.5% |
100% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
14,229.06 |
2.618 |
13,973.34 |
1.618 |
13,816.65 |
1.000 |
13,719.82 |
0.618 |
13,659.96 |
HIGH |
13,563.13 |
0.618 |
13,503.27 |
0.500 |
13,484.79 |
0.382 |
13,466.30 |
LOW |
13,406.44 |
0.618 |
13,309.61 |
1.000 |
13,249.75 |
1.618 |
13,152.92 |
2.618 |
12,996.23 |
4.250 |
12,740.51 |
|
|
Fisher Pivots for day following 04-Feb-2021 |
Pivot |
1 day |
3 day |
R1 |
13,535.52 |
13,528.41 |
PP |
13,510.15 |
13,495.93 |
S1 |
13,484.79 |
13,463.45 |
|