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 |
328.07 |
332.27 |
4.20 |
1.3% |
323.03 |
High |
330.01 |
333.09 |
3.08 |
0.9% |
328.63 |
Low |
327.72 |
330.67 |
2.95 |
0.9% |
320.73 |
Close |
329.06 |
332.86 |
3.80 |
1.2% |
321.73 |
Range |
2.29 |
2.42 |
0.13 |
5.7% |
7.90 |
ATR |
3.40 |
3.44 |
0.05 |
1.3% |
0.00 |
Volume |
62,573,100 |
65,951,100 |
3,378,000 |
5.4% |
391,274,404 |
|
Daily Pivots for day following 05-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
339.47 |
338.58 |
334.19 |
|
R3 |
337.05 |
336.16 |
333.53 |
|
R2 |
334.63 |
334.63 |
333.30 |
|
R1 |
333.74 |
333.74 |
333.08 |
334.19 |
PP |
332.21 |
332.21 |
332.21 |
332.43 |
S1 |
331.32 |
331.32 |
332.64 |
331.77 |
S2 |
329.79 |
329.79 |
332.42 |
|
S3 |
327.37 |
328.90 |
332.19 |
|
S4 |
324.95 |
326.48 |
331.53 |
|
|
Weekly Pivots for week ending 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
347.40 |
342.46 |
326.08 |
|
R3 |
339.50 |
334.56 |
323.90 |
|
R2 |
331.60 |
331.60 |
323.18 |
|
R1 |
326.66 |
326.66 |
322.45 |
325.18 |
PP |
323.70 |
323.70 |
323.70 |
322.96 |
S1 |
318.76 |
318.76 |
321.01 |
317.28 |
S2 |
315.80 |
315.80 |
320.28 |
|
S3 |
307.90 |
310.86 |
319.56 |
|
S4 |
300.00 |
302.96 |
317.39 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
333.09 |
320.73 |
12.36 |
3.7% |
3.69 |
1.1% |
98% |
True |
False |
77,420,740 |
10 |
333.09 |
320.73 |
12.36 |
3.7% |
3.53 |
1.1% |
98% |
True |
False |
72,858,210 |
20 |
333.09 |
320.73 |
12.36 |
3.7% |
2.67 |
0.8% |
98% |
True |
False |
67,877,569 |
40 |
333.09 |
312.81 |
20.28 |
6.1% |
2.27 |
0.7% |
99% |
True |
False |
64,836,585 |
60 |
333.09 |
307.03 |
26.06 |
7.8% |
2.08 |
0.6% |
99% |
True |
False |
60,809,315 |
80 |
333.09 |
295.57 |
37.52 |
11.3% |
2.00 |
0.6% |
99% |
True |
False |
58,563,305 |
100 |
333.09 |
284.82 |
48.27 |
14.5% |
2.24 |
0.7% |
100% |
True |
False |
61,646,412 |
120 |
333.09 |
282.39 |
50.70 |
15.2% |
2.37 |
0.7% |
100% |
True |
False |
62,752,331 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
343.38 |
2.618 |
339.43 |
1.618 |
337.01 |
1.000 |
335.51 |
0.618 |
334.59 |
HIGH |
333.09 |
0.618 |
332.17 |
0.500 |
331.88 |
0.382 |
331.59 |
LOW |
330.67 |
0.618 |
329.17 |
1.000 |
328.25 |
1.618 |
326.75 |
2.618 |
324.33 |
4.250 |
320.39 |
|
|
Fisher Pivots for day following 05-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
332.53 |
331.29 |
PP |
332.21 |
329.72 |
S1 |
331.88 |
328.16 |
|