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 |
28,696.74 |
29,048.73 |
351.99 |
1.2% |
28,542.49 |
High |
28,904.88 |
29,308.89 |
404.01 |
1.4% |
28,944.24 |
Low |
28,696.74 |
29,000.85 |
304.11 |
1.1% |
28,169.53 |
Close |
28,807.63 |
29,290.85 |
483.22 |
1.7% |
28,256.03 |
Range |
208.14 |
308.04 |
99.90 |
48.0% |
774.71 |
ATR |
305.38 |
319.37 |
13.99 |
4.6% |
0.00 |
Volume |
|
|
|
|
|
|
Daily Pivots for day following 05-Feb-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,124.32 |
30,015.62 |
29,460.27 |
|
R3 |
29,816.28 |
29,707.58 |
29,375.56 |
|
R2 |
29,508.24 |
29,508.24 |
29,347.32 |
|
R1 |
29,399.54 |
29,399.54 |
29,319.09 |
29,453.89 |
PP |
29,200.20 |
29,200.20 |
29,200.20 |
29,227.37 |
S1 |
29,091.50 |
29,091.50 |
29,262.61 |
29,145.85 |
S2 |
28,892.16 |
28,892.16 |
29,234.38 |
|
S3 |
28,584.12 |
28,783.46 |
29,206.14 |
|
S4 |
28,276.08 |
28,475.42 |
29,121.43 |
|
|
Weekly Pivots for week ending 31-Jan-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
30,780.73 |
30,293.09 |
28,682.12 |
|
R3 |
30,006.02 |
29,518.38 |
28,469.08 |
|
R2 |
29,231.31 |
29,231.31 |
28,398.06 |
|
R1 |
28,743.67 |
28,743.67 |
28,327.05 |
28,600.14 |
PP |
28,456.60 |
28,456.60 |
28,456.60 |
28,384.83 |
S1 |
27,968.96 |
27,968.96 |
28,185.01 |
27,825.43 |
S2 |
27,681.89 |
27,681.89 |
28,114.00 |
|
S3 |
26,907.18 |
27,194.25 |
28,042.98 |
|
S4 |
26,132.47 |
26,419.54 |
27,829.94 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
29,308.89 |
28,169.53 |
1,139.36 |
3.9% |
372.08 |
1.3% |
98% |
True |
False |
|
10 |
29,308.89 |
28,169.53 |
1,139.36 |
3.9% |
321.55 |
1.1% |
98% |
True |
False |
|
20 |
29,373.62 |
28,169.53 |
1,204.09 |
4.1% |
251.01 |
0.9% |
93% |
False |
False |
|
40 |
29,373.62 |
27,801.80 |
1,571.82 |
5.4% |
206.11 |
0.7% |
95% |
False |
False |
|
60 |
29,373.62 |
27,325.13 |
2,048.49 |
7.0% |
189.72 |
0.6% |
96% |
False |
False |
|
80 |
29,373.62 |
26,694.20 |
2,679.42 |
9.1% |
187.15 |
0.6% |
97% |
False |
False |
|
100 |
29,373.62 |
25,743.46 |
3,630.16 |
12.4% |
202.33 |
0.7% |
98% |
False |
False |
|
120 |
29,373.62 |
25,339.60 |
4,034.02 |
13.8% |
211.13 |
0.7% |
98% |
False |
False |
|
|
|
Fibonacci Retracements and Extensions |
4.250 |
30,618.06 |
2.618 |
30,115.34 |
1.618 |
29,807.30 |
1.000 |
29,616.93 |
0.618 |
29,499.26 |
HIGH |
29,308.89 |
0.618 |
29,191.22 |
0.500 |
29,154.87 |
0.382 |
29,118.52 |
LOW |
29,000.85 |
0.618 |
28,810.48 |
1.000 |
28,692.81 |
1.618 |
28,502.44 |
2.618 |
28,194.40 |
4.250 |
27,691.68 |
|
|
Fisher Pivots for day following 05-Feb-2020 |
Pivot |
1 day |
3 day |
R1 |
29,245.52 |
29,131.99 |
PP |
29,200.20 |
28,973.13 |
S1 |
29,154.87 |
28,814.27 |
|